DTE vs. XLU
DTE (DTE Energy Company) is a stock, while XLU (State Street Utilities Select Sector SPDR ETF) is Utilities Equities fund tracking the Utilities Select Sector Index. Over the past 10 years, DTE returned 8.98%/yr vs 8.92%/yr for XLU. Their 0.76 correlation means they have sometimes moved together and sometimes differently.
Performance
DTE vs. XLU - Performance Comparison
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Returns By Period
In the year-to-date period, DTE achieves a 11.74% return, which is significantly higher than XLU's 5.28% return. Both investments have delivered pretty close results over the past 10 years, with DTE having a 8.98% annualized return and XLU not far behind at 8.92%.
DTE
- 1D
- 0.12%
- 1M
- -7.91%
- 6M
- 7.25%
- YTD
- 11.74%
- 1Y
- 5.84%
- 3Y*
- 11.59%
- 5Y*
- 7.33%
- 10Y*
- 8.98%
- ALL TIME*
- 7.35%
XLU
- 1D
- -0.69%
- 1M
- -3.08%
- 6M
- 3.92%
- YTD
- 5.28%
- 1Y
- 6.26%
- 3Y*
- 13.58%
- 5Y*
- 9.34%
- 10Y*
- 8.92%
- ALL TIME*
- 7.66%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $202.09M | $190.34M | $218.91M | |
| $827.32M | $819.54M | $911.53M |
DTE vs. XLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTE DTE Energy Company | 11.74% | 10.42% | 13.49% | -2.81% | 1.23% | 19.35% | -2.86% | 21.38% | 4.21% | 14.59% |
XLU State Street Utilities Select Sector SPDR ETF | 5.28% | 16.03% | 23.31% | -7.18% | 1.44% | 17.70% | 0.51% | 25.93% | 3.94% | 12.05% |
Correlation
The correlation between DTE and XLU is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.76 |
The correlation between DTE and XLU has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.
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Return for Risk
DTE vs. XLU — Risk / Return Rank
DTE
XLU
DTE vs. XLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DTE Energy Company (DTE) and State Street Utilities Select Sector SPDR ETF (XLU). 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.
| DTE | XLU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.08 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.59 | 0.70 | -0.12 |
| Martin ratioReturn relative to average drawdown | 1.30 | 1.44 | -0.14 |
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Drawdowns
DTE vs. XLU - Drawdown Comparison
The maximum DTE drawdown since its inception was -67.92%, which is greater than XLU's maximum drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for DTE and XLU.
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Drawdown Indicators
| DTE | XLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.92% | -51.98% | -15.94% |
Max Drawdown (1Y)Largest decline over 1 year | -10.13% | -9.18% | -0.95% |
Max Drawdown (3Y)Largest decline over 3 years | -13.18% | -13.15% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -28.93% | -25.26% | -3.67% |
Max Drawdown (10Y)Largest decline over 10 years | -42.45% | -36.07% | -6.38% |
Current DrawdownCurrent decline from peak | -8.13% | -5.83% | -2.30% |
Average DrawdownAverage peak-to-trough decline | -17.19% | -10.19% | -7.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.56% | 4.48% | +0.08% |
Volatility
DTE vs. XLU - Volatility Comparison
DTE Energy Company (DTE) has a higher volatility of 6.19% compared to State Street Utilities Select Sector SPDR ETF (XLU) at 4.59%. This indicates that DTE's price experiences larger fluctuations and is considered to be riskier than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTE | XLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 4.59% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 13.76% | 12.01% | +1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.06% | 15.00% | +2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.92% | 17.34% | +1.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.38% | 19.30% | +3.08% |
Dividends
DTE vs. XLU - Dividend Comparison
DTE's dividend yield for the trailing twelve months is around 3.23%, more than XLU's 2.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTE DTE Energy Company | 3.23% | 3.44% | 3.44% | 3.52% | 3.07% | 2.98% | 3.40% | 2.96% | 3.26% | 3.07% | 3.10% | 3.54% |
XLU State Street Utilities Select Sector SPDR ETF | 2.70% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
Frequently Asked Questions
DTE and XLU have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DTE has higher volatility (6.19%) compared to XLU (4.59%). In terms of maximum drawdown, DTE dropped -67.92% vs XLU's -51.98%.
XLU currently has the higher Sharpe Ratio (0.43 vs 0.35), 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.
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