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HAIL vs. XLE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

HAIL vs. XLE

Last updated Jun 24, 2026

HAIL (SPDR S&P Kensho Smart Mobility ETF) and XLE (State Street Energy Select Sector SPDR ETF) are both exchange-traded funds - HAIL is a Global Equities fund tracking the S&P Kensho Smart Transportation Index, while XLE is a Energy Equities fund tracking the Energy Select Sector Index. Both are passively managed. Over the past 5 years, HAIL returned -7.00%/yr vs 18.87%/yr for XLE. At a 0.39 correlation, their price movements are largely independent. HAIL charges 0.45%/yr vs 0.08%/yr for XLE.

Performance

HAIL vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Kensho Smart Mobility ETF (HAIL) and State Street Energy Select Sector SPDR ETF (XLE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HAIL achieves a 16.75% return, which is significantly lower than XLE's 23.49% return.

HAIL

1D
-3.39%
1M
-4.49%
YTD
16.75%
6M
13.47%
1Y
36.55%
3Y*
9.90%
5Y*
-7.00%
10Y*
—

XLE

1D
0.74%
1M
-7.80%
YTD
23.49%
6M
24.07%
1Y
30.55%
3Y*
15.73%
5Y*
18.87%
10Y*
9.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HAIL vs. XLE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
HAIL
SPDR S&P Kensho Smart Mobility ETF		16.75%19.62%-6.98%9.65%-45.72%1.95%84.33%30.63%-19.96%-0.65%
XLE
State Street Energy Select Sector SPDR ETF		23.49%7.88%5.56%-0.63%64.32%53.28%-32.67%11.74%-18.22%-0.47%

Correlation

The correlation between HAIL and XLE is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.01

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

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Dec 27, 2017

0.39

Over the past year, the correlation between HAIL and XLE has dropped to 0.01 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

HAIL vs. XLE - Sectors Allocation Comparison

Sectors
HAIL
XLE

Technology

39.4%

-

Consumer Cyclical

32.6%

-

Industrials

21.0%

-

Communication Services

4.8%

-

Financial Services

3.1%

-

Basic Materials

1.2%

-

Energy

1.1%
100.0%

Consumer Defensive

-

-

Healthcare

-

-

Real Estate

-

-

Utilities

-

-

Technology

HAIL
39.4%
XLE

-

Consumer Cyclical

HAIL
32.6%
XLE

-

Industrials

HAIL
21.0%
XLE

-

Communication Services

HAIL
4.8%
XLE

-

Financial Services

HAIL
3.1%
XLE

-

Basic Materials

HAIL
1.2%
XLE

-

Energy

HAIL
1.1%
XLE
100.0%

Consumer Defensive

HAIL

-

XLE

-

Healthcare

HAIL

-

XLE

-

Real Estate

HAIL

-

XLE

-

Utilities

HAIL

-

XLE

-

Compare stocks, funds, or ETFs

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

SPDR S&P Kensho Smart Mobility ETF

State Street Energy Select Sector SPDR ETF

Often compared with HAIL:
HAIL vs. IDRVHAIL vs. KARSHAIL vs. TIMEHAIL vs. MOTOHAIL vs. DRIVHAIL vs. VOOHAIL vs. ^GSPC
Often compared with XLE:
XLE vs. VDEXLE vs. USOXLE vs. XOPXLE vs. XLUXLE vs. XLKXLE vs. IXCXLE vs. FENY

Return for Risk

HAIL vs. XLE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HAIL
HAIL Risk / Return Rank: 3636
Overall Rank
HAIL Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
HAIL Sortino Ratio Rank: 3434
Sortino Ratio Rank
HAIL Omega Ratio Rank: 3232
Omega Ratio Rank
HAIL Calmar Ratio Rank: 4242
Calmar Ratio Rank
HAIL Martin Ratio Rank: 3838
Martin Ratio Rank
XLE
XLE Risk / Return Rank: 4242
Overall Rank
XLE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 4141
Sortino Ratio Rank
XLE Omega Ratio Rank: 3939
Omega Ratio Rank
XLE Calmar Ratio Rank: 4545
Calmar Ratio Rank
XLE Martin Ratio Rank: 4242
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.

HAIL vs. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho Smart Mobility ETF (HAIL) 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.

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.

HAILXLEDifference
Sharpe ratioReturn per unit of total volatility
1.19
1.48

-0.29

Sortino ratioReturn per unit of downside risk
1.71
2.00

-0.30

Omega ratioGain probability vs. loss probability

1.21

1.25

-0.04

Calmar ratioReturn relative to maximum drawdown

1.97

2.18

-0.21

Martin ratioReturn relative to average drawdown

5.59

6.53

-0.94

HAIL vs. XLE - Sharpe Ratio Comparison

The current HAIL Sharpe Ratio is 1.19, which is comparable to the XLE Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of HAIL and XLE, 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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Drawdowns

HAIL vs. XLE - Drawdown Comparison

The maximum HAIL drawdown since its inception was -65.98%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for HAIL and XLE.

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Drawdown Indicators

HAILXLEDifference

Max Drawdown

Largest peak-to-trough decline

-65.98%

-71.26%

+5.28%

Max Drawdown (1Y)

Largest decline over 1 year

-18.64%

-14.05%

-4.59%

Max Drawdown (3Y)

Largest decline over 3 years

-40.96%

-20.14%

-20.82%

Max Drawdown (5Y)

Largest decline over 5 years

-63.01%

-26.04%

-36.97%

Max Drawdown (10Y)

Largest decline over 10 years

—

-66.81%

—

Current Drawdown

Current decline from peak

-38.42%

-12.32%

-26.10%

Average Drawdown

Average peak-to-trough decline

-31.61%

-17.96%

-13.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.56%

4.69%

+1.87%

Volatility

HAIL vs. XLE - Volatility Comparison

SPDR S&P Kensho Smart Mobility ETF (HAIL) has a higher volatility of 13.59% compared to State Street Energy Select Sector SPDR ETF (XLE) at 7.12%. This indicates that HAIL'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

HAILXLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.59%

7.12%

+6.47%

Volatility (6M)

Calculated over the trailing 6-month period

24.74%

16.82%

+7.92%

Volatility (1Y)

Calculated over the trailing 1-year period

30.90%

20.93%

+9.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.16%

25.98%

+6.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.87%

29.60%

+2.27%

HAIL vs. XLE - Expense Ratio Comparison

HAIL has a 0.45% expense ratio, which is higher than XLE's 0.08% expense ratio.

Dividends

HAIL vs. XLE - Dividend Comparison

HAIL's dividend yield for the trailing twelve months is around 1.64%, less than XLE's 2.79% yield.

PositionTTM20252024202320222021202020192018201720162015
HAIL
SPDR S&P Kensho Smart Mobility ETF		1.64%2.00%2.98%2.62%2.09%1.36%0.52%1.17%2.54%0.00%0.00%0.00%
XLE
State Street Energy Select Sector SPDR ETF		2.79%3.28%3.36%3.55%3.68%4.21%5.62%6.72%3.54%3.03%2.26%3.39%

Frequently Asked Questions

HAIL and XLE have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HAIL has higher volatility (13.59%) compared to XLE (7.12%). In terms of maximum drawdown, HAIL dropped -65.98% vs XLE's -71.26%.

On 5-year performance, XLE leads with 18.87% vs -7.00% for HAIL. On fees, XLE is cheaper at 0.08% per year. On volatility, XLE has been the lower-risk option at 7.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, XLE has performed better with a 18.87% return vs -7.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLE is cheaper with a 0.08% expense ratio, compared with 0.45% for HAIL.

XLE has the higher dividend yield at 2.79%, compared with 1.64% for HAIL.

HAIL is categorized as Global Equities, while XLE is Energy Equities. HAIL tracks S&P Kensho Smart Transportation Index, while XLE tracks Energy Select Sector Index. Their fees differ too: 0.45% for HAIL and 0.08% for XLE.

XLE currently has the higher Sharpe Ratio (1.48 vs 1.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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