EFV vs. XLE
Compare and contrast key facts about iShares MSCI EAFE Value ETF (EFV) and Energy Select Sector SPDR Fund (XLE).
EFV and XLE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Value Index. It was launched on Aug 1, 2005. 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. Both EFV and XLE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFV or XLE.
Performance
EFV vs. XLE - Performance Comparison
Returns By Period
In the year-to-date period, EFV achieves a 6.52% return, which is significantly lower than XLE's 15.77% return. Over the past 10 years, EFV has underperformed XLE with an annualized return of 4.04%, while XLE has yielded a comparatively higher 5.03% annualized return.
EFV
6.52%
-4.82%
-1.62%
12.77%
5.83%
4.04%
XLE
15.77%
5.01%
1.39%
18.13%
14.98%
5.03%
Key characteristics
| EFV | XLE | |
|---|---|---|
| Sharpe Ratio | 1.16 | 0.89 |
| Sortino Ratio | 1.60 | 1.30 |
| Omega Ratio | 1.20 | 1.16 |
| Calmar Ratio | 1.85 | 1.19 |
| Martin Ratio | 6.15 | 2.77 |
| Ulcer Index | 2.31% | 5.71% |
| Daily Std Dev | 12.29% | 17.79% |
| Max Drawdown | -63.94% | -71.54% |
| Current Drawdown | -6.90% | -1.84% |
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EFV vs. XLE - Expense Ratio Comparison
EFV has a 0.39% expense ratio, which is higher than XLE's 0.13% expense ratio.
Correlation
The correlation between EFV and XLE is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
EFV vs. XLE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Value ETF (EFV) and Energy Select Sector SPDR Fund (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.
Dividends
EFV vs. XLE - Dividend Comparison
EFV's dividend yield for the trailing twelve months is around 4.62%, more than XLE's 3.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFV iShares MSCI EAFE Value ETF | 4.62% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.27% | 3.59% | 4.87% | 3.19% |
XLE Energy Select Sector SPDR Fund | 3.14% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
Drawdowns
EFV vs. XLE - Drawdown Comparison
The maximum EFV drawdown since its inception was -63.94%, smaller than the maximum XLE drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for EFV and XLE. For additional features, visit the drawdowns tool.
Volatility
EFV vs. XLE - Volatility Comparison
The current volatility for iShares MSCI EAFE Value ETF (EFV) is 4.12%, while Energy Select Sector SPDR Fund (XLE) has a volatility of 4.84%. This indicates that EFV experiences smaller price fluctuations and is considered to be less risky than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.