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DRIP vs. XLE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRIP vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) and State Street Energy Select Sector SPDR ETF (XLE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DRIP achieves a -48.08% return, which is significantly lower than XLE's 28.66% return. Over the past 10 years, DRIP has underperformed XLE with an annualized return of -42.27%, while XLE has yielded a comparatively higher 9.42% annualized return.


DRIP

1D
-8.32%
1M
-1.64%
6M
-46.66%
YTD
-48.08%
1Y
-45.69%
3Y*
-27.37%
5Y*
-42.71%
10Y*
-42.27%

XLE

1D
3.01%
1M
-0.70%
6M
24.13%
YTD
28.66%
1Y
31.29%
3Y*
15.32%
5Y*
21.79%
10Y*
9.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRIP vs. XLE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
-48.08%-14.81%1.27%-17.24%-73.57%-79.74%-42.76%-36.11%49.62%-9.05%
XLE
State Street Energy Select Sector SPDR ETF
28.66%7.88%5.56%-0.63%64.32%53.28%-32.67%11.74%-18.22%-0.89%

Correlation

The correlation between DRIP and XLE is -0.89, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.89

Correlation (3Y)
Calculated over the trailing 3-year period

-0.90

Correlation (5Y)
Calculated over the trailing 5-year period

-0.92

Correlation (10Y)
Calculated over the trailing 10-year period

-0.90

Correlation (All Time)
Calculated using the full available price history since May 29, 2015

-0.90

The correlation between DRIP and XLE has been stable across timeframes, ranging from -0.92 to -0.89 - a consistent structural relationship.

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Return for Risk

DRIP vs. XLE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DRIP
DRIP Risk / Return Rank: 33
Overall Rank
DRIP Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DRIP Sortino Ratio Rank: 33
Sortino Ratio Rank
DRIP Omega Ratio Rank: 33
Omega Ratio Rank
DRIP Calmar Ratio Rank: 33
Calmar Ratio Rank
DRIP Martin Ratio Rank: 33
Martin Ratio Rank

XLE
XLE Risk / Return Rank: 5050
Overall Rank
XLE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 5252
Sortino Ratio Rank
XLE Omega Ratio Rank: 4848
Omega Ratio Rank
XLE Calmar Ratio Rank: 5252
Calmar Ratio Rank
XLE Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DRIP vs. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DRIPXLEDifference
Sharpe ratioReturn per unit of total volatility

-2.30

Sortino ratioReturn per unit of downside risk

-3.18

Omega ratioGain probability vs. loss probability

0.88

1.25

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.74

2.10

-2.84

Martin ratioReturn relative to average drawdown

-1.29

5.70

-6.99

DRIP vs. XLE - Sharpe Ratio Comparison

The current DRIP Sharpe Ratio is -0.81, which is lower than the XLE Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of DRIP and XLE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DRIP vs. XLE - Drawdown Comparison

The maximum DRIP drawdown since its inception was -99.95%, which is greater than XLE's maximum drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for DRIP and XLE.


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Drawdown Indicators


DRIPXLEDifference

Max Drawdown

Largest peak-to-trough decline

-99.95%

-71.26%

-28.69%

Max Drawdown (1Y)

Largest decline over 1 year

-62.18%

-14.98%

-47.20%

Max Drawdown (3Y)

Largest decline over 3 years

-76.02%

-20.14%

-55.88%

Max Drawdown (5Y)

Largest decline over 5 years

-96.24%

-26.04%

-70.20%

Max Drawdown (10Y)

Largest decline over 10 years

-99.92%

-66.81%

-33.11%

Current Drawdown

Current decline from peak

-99.94%

-8.65%

-91.29%

Average Drawdown

Average peak-to-trough decline

-90.51%

-17.95%

-72.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.50%

5.53%

+29.97%

Volatility

DRIP vs. XLE - Volatility Comparison

Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) has a higher volatility of 17.28% compared to State Street Energy Select Sector SPDR ETF (XLE) at 7.32%. This indicates that DRIP'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


DRIPXLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.28%

7.32%

+9.96%

Volatility (6M)

Calculated over the trailing 6-month period

44.06%

16.68%

+27.38%

Volatility (1Y)

Calculated over the trailing 1-year period

56.84%

21.06%

+35.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.18%

25.95%

+42.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.90%

29.58%

+66.32%

DRIP vs. XLE - Expense Ratio Comparison

DRIP has a 1.07% expense ratio, which is higher than XLE's 0.08% expense ratio.


Dividends

DRIP vs. XLE - Dividend Comparison

DRIP's dividend yield for the trailing twelve months is around 3.42%, more than XLE's 2.67% yield.


PositionTTM20252024202320222021202020192018201720162015
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
3.42%2.86%4.38%5.09%0.00%0.00%0.01%0.96%0.58%0.00%0.00%0.00%
XLE
State Street Energy Select Sector SPDR ETF
2.67%3.28%3.36%3.55%3.68%4.21%5.62%6.72%3.54%3.03%2.26%3.39%

Frequently Asked Questions


DRIP and XLE have a correlation of -0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DRIP has higher volatility (17.28%) compared to XLE (7.32%). In terms of maximum drawdown, DRIP dropped -99.95% vs XLE's -71.26%.

On 10-year performance, XLE leads with 9.42% vs -42.27% for DRIP. On fees, XLE is cheaper at 0.08% per year. On volatility, XLE has been the lower-risk option at 7.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XLE has performed better with a 9.42% return vs -42.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLE is cheaper with a 0.08% expense ratio, compared with 1.07% for DRIP.

DRIP has the higher dividend yield at 3.42%, compared with 2.67% for XLE.

DRIP is categorized as Leveraged Equities, while XLE is Energy Equities. DRIP tracks S&P Oil & Gas Exploration & Production Select Industry Index (-300%), while XLE tracks Energy Select Sector Index. They also come from different issuers: Direxion and State Street. Their fees differ too: 1.07% for DRIP and 0.08% for XLE.

XLE currently has the higher Sharpe Ratio (1.50 vs -0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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