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FTMA vs. XOP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTMA vs. XOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Massachusetts Municipal Income ETF (FTMA) and SPDR S&P Oil & Gas Exploration & Production ETF (XOP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTMA achieves a 2.28% return, which is significantly lower than XOP's 23.89% return.


FTMA

1D
0.00%
1M
1.47%
YTD
2.28%
6M
2.62%
1Y
3Y*
5Y*
10Y*

XOP

1D
0.09%
1M
-9.39%
YTD
23.89%
6M
23.68%
1Y
23.02%
3Y*
11.00%
5Y*
12.14%
10Y*
3.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTMA vs. XOP - Yearly Performance Comparison


Correlation

The correlation between FTMA and XOP is -0.35, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 10, 2025

-0.35

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Return for Risk

FTMA vs. XOP — Risk / Return Rank

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

FTMA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


XOP
XOP Risk / Return Rank: 2424
Overall Rank
XOP Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
XOP Sortino Ratio Rank: 2323
Sortino Ratio Rank
XOP Omega Ratio Rank: 2222
Omega Ratio Rank
XOP Calmar Ratio Rank: 2626
Calmar Ratio Rank
XOP Martin Ratio Rank: 2727
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.

FTMA vs. XOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Massachusetts Municipal Income ETF (FTMA) and SPDR S&P Oil & Gas Exploration & Production ETF (XOP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FTMAXOPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.15

Calmar ratioReturn relative to maximum drawdown

1.25

Martin ratioReturn relative to average drawdown

3.50

FTMA vs. XOP - Sharpe Ratio Comparison


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Drawdowns

FTMA vs. XOP - Drawdown Comparison

The maximum FTMA drawdown since its inception was -2.27%, smaller than the maximum XOP drawdown of -90.27%. Use the drawdown chart below to compare losses from any high point for FTMA and XOP.


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Drawdown Indicators


FTMAXOPDifference

Max Drawdown

Largest peak-to-trough decline

-2.27%

-90.27%

+88.00%

Max Drawdown (1Y)

Largest decline over 1 year

-18.50%

Max Drawdown (3Y)

Largest decline over 3 years

-34.98%

Max Drawdown (5Y)

Largest decline over 5 years

-34.98%

Max Drawdown (10Y)

Largest decline over 10 years

-82.61%

Current Drawdown

Current decline from peak

0.00%

-42.09%

+42.09%

Average Drawdown

Average peak-to-trough decline

-0.47%

-42.58%

+42.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.60%

Volatility

FTMA vs. XOP - Volatility Comparison


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Volatility by Period


FTMAXOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.01%

Volatility (6M)

Calculated over the trailing 6-month period

21.96%

Volatility (1Y)

Calculated over the trailing 1-year period

3.39%

28.30%

-24.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.39%

33.88%

-30.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.39%

40.25%

-36.86%

FTMA vs. XOP - Expense Ratio Comparison

Both FTMA and XOP have an expense ratio of 0.35%.


Dividends

FTMA vs. XOP - Dividend Comparison

FTMA's dividend yield for the trailing twelve months is around 1.95%, less than XOP's 2.10% yield.


PositionTTM20252024202320222021202020192018201720162015
FTMA
Franklin Massachusetts Municipal Income ETF
1.95%0.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XOP
SPDR S&P Oil & Gas Exploration & Production ETF
2.10%2.62%2.45%2.63%2.47%1.61%2.34%1.47%0.99%0.76%0.76%2.21%

Frequently Asked Questions


FTMA and XOP have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

FTMA and XOP have the same expense ratio: 0.35% per year.

XOP has the higher dividend yield at 2.10%, compared with 1.95% for FTMA.

FTMA is categorized as Municipal Bonds, while XOP is Energy Equities. FTMA tracks Actively Managed, while XOP tracks S&P Oil & Gas Exploration & Production Select Industry. They also come from different issuers: Franklin Templeton and State Street.

Portfolio Optimizer

Find the right allocation for FTMA and XOP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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