BME vs. XLE
Compare and contrast key facts about BlackRock Health Sciences Trust (BME) and State Street Energy Select Sector SPDR ETF (XLE).
XLE is a passively managed fund by State Street that tracks the performance of the Energy Select Sector Index. It was launched on Dec 16, 1998.
Performance
BME vs. XLE - Performance Comparison
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BME vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BME BlackRock Health Sciences Trust | -4.57% | 17.87% | -0.08% | -1.08% | -4.62% | 7.25% | 18.64% | 24.04% | 6.38% | 23.10% |
XLE State Street Energy Select Sector SPDR ETF | 37.91% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | -32.67% | 11.74% | -18.22% | -0.89% |
Returns By Period
In the year-to-date period, BME achieves a -4.57% return, which is significantly lower than XLE's 37.91% return. Over the past 10 years, BME has underperformed XLE with an annualized return of 7.57%, while XLE has yielded a comparatively higher 11.65% annualized return.
BME
- 1D
- 1.74%
- 1M
- -9.05%
- YTD
- -4.57%
- 6M
- 7.55%
- 1Y
- 8.22%
- 3Y*
- 4.46%
- 5Y*
- 2.71%
- 10Y*
- 7.57%
XLE
- 1D
- -1.13%
- 1M
- 10.27%
- YTD
- 37.91%
- 6M
- 39.21%
- 1Y
- 35.32%
- 3Y*
- 17.71%
- 5Y*
- 23.99%
- 10Y*
- 11.65%
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Return for Risk
BME vs. XLE — Risk / Return Rank
BME
XLE
BME vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Health Sciences Trust (BME) and State Street Energy Select Sector SPDR ETF (XLE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| BME | XLE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 1.42 | -0.90 |
Sortino ratioReturn per unit of downside risk | 0.79 | 1.84 | -1.05 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.28 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.72 | 1.96 | -1.23 |
Martin ratioReturn relative to average drawdown | 2.12 | 5.16 | -3.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BME | XLE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 1.42 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.93 | -0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.40 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.32 | +0.19 |
Correlation
The correlation between BME and XLE is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
BME vs. XLE - Dividend Comparison
BME's dividend yield for the trailing twelve months is around 8.17%, more than XLE's 2.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BME BlackRock Health Sciences Trust | 8.17% | 7.65% | 6.87% | 6.32% | 5.87% | 5.03% | 5.04% | 5.65% | 6.58% | 6.58% | 9.45% | 17.04% |
XLE State Street Energy Select Sector SPDR ETF | 2.44% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
Drawdowns
BME vs. XLE - Drawdown Comparison
The maximum BME drawdown since its inception was -42.03%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for BME and XLE.
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Drawdown Indicators
| BME | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.03% | -71.26% | +29.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.03% | -18.79% | +7.76% |
Max Drawdown (5Y)Largest decline over 5 years | -18.26% | -26.04% | +7.78% |
Max Drawdown (10Y)Largest decline over 10 years | -36.65% | -66.81% | +30.16% |
Current DrawdownCurrent decline from peak | -9.05% | -2.08% | -6.97% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -18.05% | +11.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.78% | 7.14% | -3.36% |
Volatility
BME vs. XLE - Volatility Comparison
BlackRock Health Sciences Trust (BME) has a higher volatility of 6.01% compared to State Street Energy Select Sector SPDR ETF (XLE) at 5.05%. This indicates that BME's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BME | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.01% | 5.05% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 13.94% | -4.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 24.93% | -9.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.29% | 26.06% | -10.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.00% | 29.48% | -9.48% |