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EWN vs. XLE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWN and XLE is 0.69, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

EWN vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Netherlands ETF (EWN) and Energy Select Sector SPDR Fund (XLE). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
260.08%
590.20%
EWN
XLE

Key characteristics

Sharpe Ratio

EWN:

0.17

XLE:

-0.43

Sortino Ratio

EWN:

0.42

XLE:

-0.42

Omega Ratio

EWN:

1.05

XLE:

0.94

Calmar Ratio

EWN:

0.20

XLE:

-0.54

Martin Ratio

EWN:

0.44

XLE:

-1.45

Ulcer Index

EWN:

8.94%

XLE:

7.48%

Daily Std Dev

EWN:

22.68%

XLE:

25.08%

Max Drawdown

EWN:

-65.22%

XLE:

-71.54%

Current Drawdown

EWN:

-7.26%

XLE:

-13.76%

Returns By Period

In the year-to-date period, EWN achieves a 8.81% return, which is significantly higher than XLE's -2.89% return. Over the past 10 years, EWN has outperformed XLE with an annualized return of 8.18%, while XLE has yielded a comparatively lower 4.11% annualized return.


EWN

YTD

8.81%

1M

-0.31%

6M

1.98%

1Y

2.40%

5Y*

13.51%

10Y*

8.18%

XLE

YTD

-2.89%

1M

-11.47%

6M

-6.59%

1Y

-11.37%

5Y*

24.07%

10Y*

4.11%

*Annualized

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EWN vs. XLE - Expense Ratio Comparison

EWN has a 0.50% expense ratio, which is higher than XLE's 0.13% expense ratio.


Expense ratio chart for EWN: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWN: 0.50%
Expense ratio chart for XLE: current value is 0.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLE: 0.13%

Risk-Adjusted Performance

EWN vs. XLE — Risk-Adjusted Performance Rank

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

EWN
The Risk-Adjusted Performance Rank of EWN is 3636
Overall Rank
The Sharpe Ratio Rank of EWN is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of EWN is 3737
Sortino Ratio Rank
The Omega Ratio Rank of EWN is 3535
Omega Ratio Rank
The Calmar Ratio Rank of EWN is 4040
Calmar Ratio Rank
The Martin Ratio Rank of EWN is 3232
Martin Ratio Rank

XLE
The Risk-Adjusted Performance Rank of XLE is 55
Overall Rank
The Sharpe Ratio Rank of XLE is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of XLE is 77
Sortino Ratio Rank
The Omega Ratio Rank of XLE is 66
Omega Ratio Rank
The Calmar Ratio Rank of XLE is 22
Calmar Ratio Rank
The Martin Ratio Rank of XLE is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EWN vs. XLE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Netherlands ETF (EWN) 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.


The chart of Sharpe ratio for EWN, currently valued at 0.17, compared to the broader market-1.000.001.002.003.004.00
EWN: 0.17
XLE: -0.43
The chart of Sortino ratio for EWN, currently valued at 0.42, compared to the broader market-2.000.002.004.006.008.00
EWN: 0.42
XLE: -0.42
The chart of Omega ratio for EWN, currently valued at 1.05, compared to the broader market0.501.001.502.00
EWN: 1.05
XLE: 0.94
The chart of Calmar ratio for EWN, currently valued at 0.20, compared to the broader market0.002.004.006.008.0010.0012.00
EWN: 0.20
XLE: -0.54
The chart of Martin ratio for EWN, currently valued at 0.44, compared to the broader market0.0020.0040.0060.00
EWN: 0.44
XLE: -1.45

The current EWN Sharpe Ratio is 0.17, which is higher than the XLE Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of EWN and XLE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.17
-0.43
EWN
XLE

Dividends

EWN vs. XLE - Dividend Comparison

EWN's dividend yield for the trailing twelve months is around 2.01%, less than XLE's 3.46% yield.


TTM20242023202220212020201920182017201620152014
EWN
iShares MSCI Netherlands ETF
2.01%2.18%1.79%1.98%1.02%0.78%2.58%2.40%1.68%2.71%1.92%2.30%
XLE
Energy Select Sector SPDR Fund
3.46%3.36%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%

Drawdowns

EWN vs. XLE - Drawdown Comparison

The maximum EWN drawdown since its inception was -65.22%, smaller than the maximum XLE drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for EWN and XLE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.26%
-13.76%
EWN
XLE

Volatility

EWN vs. XLE - Volatility Comparison

The current volatility for iShares MSCI Netherlands ETF (EWN) is 13.36%, while Energy Select Sector SPDR Fund (XLE) has a volatility of 17.48%. This indicates that EWN 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
13.36%
17.48%
EWN
XLE