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

Correlation

The correlation between FILL and XLE is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

FILL vs. XLE - Performance Comparison

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

40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
39.57%
83.15%
FILL
XLE

Key characteristics

Sharpe Ratio

FILL:

-0.20

XLE:

0.12

Sortino Ratio

FILL:

-0.16

XLE:

0.28

Omega Ratio

FILL:

0.98

XLE:

1.03

Calmar Ratio

FILL:

-0.18

XLE:

0.15

Martin Ratio

FILL:

-0.48

XLE:

0.35

Ulcer Index

FILL:

6.56%

XLE:

6.08%

Daily Std Dev

FILL:

16.12%

XLE:

17.89%

Max Drawdown

FILL:

-65.98%

XLE:

-71.54%

Current Drawdown

FILL:

-16.76%

XLE:

-13.50%

Returns By Period

In the year-to-date period, FILL achieves a -3.81% return, which is significantly lower than XLE's 2.82% return. Over the past 10 years, FILL has underperformed XLE with an annualized return of 4.04%, while XLE has yielded a comparatively higher 4.44% annualized return.


FILL

YTD

-3.81%

1M

-10.06%

6M

-9.97%

1Y

-3.86%

5Y*

7.88%

10Y*

4.04%

XLE

YTD

2.82%

1M

-13.36%

6M

-4.72%

1Y

1.44%

5Y*

11.59%

10Y*

4.44%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FILL vs. XLE - Expense Ratio Comparison

FILL has a 0.39% expense ratio, which is higher than XLE's 0.13% expense ratio.


FILL
iShares MSCI Global Energy Producers ETF
Expense ratio chart for FILL: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for XLE: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

FILL vs. XLE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Energy Producers ETF (FILL) 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.


Sharpe ratio
The chart of Sharpe ratio for FILL, currently valued at -0.20, compared to the broader market0.002.004.00-0.200.12
The chart of Sortino ratio for FILL, currently valued at -0.16, compared to the broader market-2.000.002.004.006.008.0010.00-0.160.28
The chart of Omega ratio for FILL, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.000.981.03
The chart of Calmar ratio for FILL, currently valued at -0.18, compared to the broader market0.005.0010.0015.00-0.180.15
The chart of Martin ratio for FILL, currently valued at -0.48, compared to the broader market0.0020.0040.0060.0080.00100.00-0.480.35
FILL
XLE

The current FILL Sharpe Ratio is -0.20, which is lower than the XLE Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of FILL 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 Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.20
0.12
FILL
XLE

Dividends

FILL vs. XLE - Dividend Comparison

FILL's dividend yield for the trailing twelve months is around 4.47%, more than XLE's 2.59% yield.


TTM20232022202120202019201820172016201520142013
FILL
iShares MSCI Global Energy Producers ETF
4.47%4.16%4.82%3.93%3.97%5.71%3.17%3.10%2.75%3.41%2.43%2.46%
XLE
Energy Select Sector SPDR Fund
2.59%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%1.73%

Drawdowns

FILL vs. XLE - Drawdown Comparison

The maximum FILL drawdown since its inception was -65.98%, smaller than the maximum XLE drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for FILL and XLE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.76%
-13.50%
FILL
XLE

Volatility

FILL vs. XLE - Volatility Comparison

iShares MSCI Global Energy Producers ETF (FILL) and Energy Select Sector SPDR Fund (XLE) have volatilities of 4.81% and 5.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.81%
5.01%
FILL
XLE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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