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ENGY.L vs. GXLE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ENGY.L vs. GXLE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR® MSCI Europe Energy UCITS ETF (ENGY.L) and SPDR S&P US Energy Select Sector UCITS ETF (GXLE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ENGY.L is traded in EUR, while GXLE.L is traded in GBP. To make them comparable, the GXLE.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ENGY.L achieves a 36.00% return, which is significantly higher than GXLE.L's 32.54% return.


ENGY.L

1D
1.97%
1M
-0.86%
YTD
36.00%
6M
32.37%
1Y
53.57%
3Y*
17.81%
5Y*
20.20%
10Y*
11.49%

GXLE.L

1D
2.69%
1M
1.49%
YTD
32.54%
6M
30.98%
1Y
42.06%
3Y*
14.39%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENGY.L vs. GXLE.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
ENGY.L
SPDR® MSCI Europe Energy UCITS ETF
36.00%14.96%-5.53%7.23%15.47%
GXLE.L
SPDR S&P US Energy Select Sector UCITS ETF
32.54%-3.11%10.60%-3.02%19.50%

Correlation

The correlation between ENGY.L and GXLE.L is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.68

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2022

0.72

The correlation between ENGY.L and GXLE.L has been stable across timeframes, ranging from 0.68 to 0.75 - a consistent structural relationship.

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Return for Risk

ENGY.L vs. GXLE.L — Risk / Return Rank

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

ENGY.L
ENGY.L Risk / Return Rank: 7373
Overall Rank
ENGY.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ENGY.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
ENGY.L Omega Ratio Rank: 6969
Omega Ratio Rank
ENGY.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
ENGY.L Martin Ratio Rank: 7676
Martin Ratio Rank

GXLE.L
GXLE.L Risk / Return Rank: 5454
Overall Rank
GXLE.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
GXLE.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
GXLE.L Omega Ratio Rank: 5555
Omega Ratio Rank
GXLE.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
GXLE.L Martin Ratio Rank: 5252
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.

ENGY.L vs. GXLE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR® MSCI Europe Energy UCITS ETF (ENGY.L) and SPDR S&P US Energy Select Sector UCITS ETF (GXLE.L). 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.


ENGY.LGXLE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.41

1.31

+0.10

Calmar ratioReturn relative to maximum drawdown

4.55

2.50

+2.05

Martin ratioReturn relative to average drawdown

14.59

8.14

+6.44

ENGY.L vs. GXLE.L - Sharpe Ratio Comparison

The current ENGY.L Sharpe Ratio is 2.38, which is higher than the GXLE.L Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of ENGY.L and GXLE.L, 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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Sharpe Ratios by Period


ENGY.LGXLE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

1.75

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.49

-0.07

Drawdowns

ENGY.L vs. GXLE.L - Drawdown Comparison

The maximum ENGY.L drawdown since its inception was -58.56%, which is greater than GXLE.L's maximum drawdown of -26.82%. Use the drawdown chart below to compare losses from any high point for ENGY.L and GXLE.L.


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Drawdown Indicators


ENGY.LGXLE.LDifference

Max Drawdown

Largest peak-to-trough decline

-58.56%

-26.82%

-31.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-16.78%

+5.05%

Max Drawdown (3Y)

Largest decline over 3 years

-26.50%

-26.82%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-26.50%

Max Drawdown (10Y)

Largest decline over 10 years

-58.56%

Current Drawdown

Current decline from peak

-5.46%

-8.03%

+2.57%

Average Drawdown

Average peak-to-trough decline

-13.00%

-11.19%

-1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

5.15%

-1.49%

Volatility

ENGY.L vs. GXLE.L - Volatility Comparison

The current volatility for SPDR® MSCI Europe Energy UCITS ETF (ENGY.L) is 8.12%, while SPDR S&P US Energy Select Sector UCITS ETF (GXLE.L) has a volatility of 9.33%. This indicates that ENGY.L experiences smaller price fluctuations and is considered to be less risky than GXLE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENGY.LGXLE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

9.33%

-1.21%

Volatility (6M)

Calculated over the trailing 6-month period

19.19%

20.42%

-1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

22.41%

24.07%

-1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.63%

25.97%

-1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.02%

25.97%

+4.05%

ENGY.L vs. GXLE.L - Expense Ratio Comparison

ENGY.L has a 0.18% expense ratio, which is higher than GXLE.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ENGY.L vs. GXLE.L - Dividend Comparison

Neither ENGY.L nor GXLE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ENGY.L and GXLE.L have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GXLE.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GXLE.L is cheaper with a 0.15% expense ratio, compared with 0.18% for ENGY.L.

Both ETFs track MSCI World/Energy NR USD. Their fees differ too: 0.18% for ENGY.L and 0.15% for GXLE.L.

Portfolio Optimizer

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