EFV vs. XLE
Compare and contrast key facts about iShares MSCI EAFE Value ETF (EFV) and State Street Energy Select Sector SPDR ETF (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.
Performance
EFV vs. XLE - Performance Comparison
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EFV vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFV iShares MSCI EAFE Value ETF | 4.12% | 42.22% | 5.35% | 18.85% | -5.22% | 11.08% | -2.97% | 15.80% | -14.67% | 21.22% |
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, EFV achieves a 4.12% return, which is significantly lower than XLE's 37.91% return. Over the past 10 years, EFV has underperformed XLE with an annualized return of 9.63%, while XLE has yielded a comparatively higher 11.65% annualized return.
EFV
- 1D
- 2.75%
- 1M
- -6.78%
- YTD
- 4.12%
- 6M
- 12.10%
- 1Y
- 31.82%
- 3Y*
- 20.57%
- 5Y*
- 12.40%
- 10Y*
- 9.63%
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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EFV vs. XLE - Expense Ratio Comparison
EFV has a 0.39% expense ratio, which is higher than XLE's 0.08% expense ratio.
Return for Risk
EFV vs. XLE — Risk / Return Rank
EFV
XLE
EFV vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Value ETF (EFV) 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.
| EFV | XLE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 1.42 | +0.46 |
Sortino ratioReturn per unit of downside risk | 2.54 | 1.84 | +0.70 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.28 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.71 | 1.96 | +0.76 |
Martin ratioReturn relative to average drawdown | 10.58 | 5.16 | +5.42 |
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
| EFV | XLE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 1.42 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.93 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.40 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.32 | -0.06 |
Correlation
The correlation between EFV and XLE is 0.62, 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.
Dividends
EFV vs. XLE - Dividend Comparison
EFV's dividend yield for the trailing twelve months is around 4.00%, more than XLE's 2.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFV iShares MSCI EAFE Value ETF | 4.00% | 4.16% | 4.66% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% |
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
EFV vs. XLE - Drawdown Comparison
The maximum EFV drawdown since its inception was -63.94%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for EFV and XLE.
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Drawdown Indicators
| EFV | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.94% | -71.26% | +7.32% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -18.79% | +7.50% |
Max Drawdown (5Y)Largest decline over 5 years | -25.84% | -26.04% | +0.20% |
Max Drawdown (10Y)Largest decline over 10 years | -43.16% | -66.81% | +23.65% |
Current DrawdownCurrent decline from peak | -6.99% | -2.08% | -4.91% |
Average DrawdownAverage peak-to-trough decline | -14.93% | -18.05% | +3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 7.14% | -4.24% |
Volatility
EFV vs. XLE - Volatility Comparison
iShares MSCI EAFE Value ETF (EFV) has a higher volatility of 7.24% compared to State Street Energy Select Sector SPDR ETF (XLE) at 5.05%. This indicates that EFV'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
| EFV | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.24% | 5.05% | +2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 10.47% | 13.94% | -3.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.95% | 24.93% | -7.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.85% | 26.06% | -10.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.87% | 29.48% | -11.61% |