INSW vs. XLE

Last updated Apr 1, 2026

Compare and contrast key facts about International Seaways, Inc. (INSW) and State Street Energy Select Sector SPDR ETF (XLE).

XLE is a passively managed fund by State Street that tracks the performance of the Energy Select Sector Index. It was launched on Dec 16, 1998.

Performance

INSW vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in International Seaways, Inc. (INSW) and State Street Energy Select Sector SPDR ETF (XLE). The values are adjusted to include any dividend payments, if applicable.

INSW vs. XLE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
INSW International Seaways, Inc.	54.76%	44.97%	-10.85%	42.93%	162.53%	-2.93%	-44.43%	76.72%	-8.78%	31.48%
XLE State Street Energy Select Sector SPDR ETF	37.91%	7.88%	5.56%	-0.63%	64.32%	53.28%	-32.67%	11.74%	-18.22%	-0.89%

Returns By Period

In the year-to-date period, INSW achieves a 54.76% return, which is significantly higher than XLE's 37.91% return.

INSW

• 1D: 2.75%
• 1M: -0.52%
• YTD: 54.76%
• 6M: 65.82%
• 1Y: 137.72%
• 3Y*: 34.48%
• 5Y*: 44.11%
• 10Y*: —

XLE

• 1D: -1.13%
• 1M: 10.27%
• YTD: 37.91%
• 6M: 39.21%
• 1Y: 35.32%
• 3Y*: 17.71%
• 5Y*: 23.99%
• 10Y*: 11.65%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

INSW vs. XLE — Risk / Return Rank

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

INSW

INSW Risk / Return Rank: 97
INSW Sharpe Ratio Rank: 98
INSW Sortino Ratio Rank: 97
INSW Omega Ratio Rank: 94
INSW Calmar Ratio Rank: 98
INSW Martin Ratio Rank: 98

XLE

XLE Risk / Return Rank: 73
XLE Sharpe Ratio Rank: 79
XLE Sortino Ratio Rank: 76
XLE Omega Ratio Rank: 77
XLE Calmar Ratio Rank: 78
XLE Martin Ratio Rank: 58

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.

INSW vs. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for International Seaways, Inc. (INSW) 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.

	INSW	XLE	Difference
Sharpe ratio Return per unit of total volatility	3.44	1.42	+2.01
Sortino ratio Return per unit of downside risk	4.03	1.84	+2.20
Omega ratio Gain probability vs. loss probability	1.48	1.28	+0.21
Calmar ratio Return relative to maximum drawdown	9.98	1.96	+8.02
Martin ratio Return relative to average drawdown	27.11	5.16	+21.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

INSW vs. XLE - Sharpe Ratio Comparison

The current INSW Sharpe Ratio is 3.44, which is higher than the XLE Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of INSW 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.

Sharpe Ratios by Period

	INSW	XLE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.44	1.42	+2.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.07	0.93	+0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.40	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.32	+0.28

Correlation

The correlation between INSW and XLE is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

INSW vs. XLE - Dividend Comparison

INSW's dividend yield for the trailing twelve months is around 6.01%, more than XLE's 2.44% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
INSW International Seaways, Inc.	6.01%	6.04%	16.05%	13.83%	3.84%	9.26%	1.47%	0.00%	0.00%	0.00%	0.00%	0.00%
XLE State Street Energy Select Sector SPDR ETF	2.44%	3.28%	3.36%	3.55%	3.68%	4.21%	5.62%	6.72%	3.54%	3.03%	2.26%	3.39%

Drawdowns

INSW vs. XLE - Drawdown Comparison

The maximum INSW drawdown since its inception was -57.49%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for INSW and XLE.

Drawdown Indicators

	INSW	XLE	Difference
Max Drawdown Largest peak-to-trough decline	-57.49%	-71.26%	+13.77%
Max Drawdown (1Y) Largest decline over 1 year	-13.84%	-18.79%	+4.95%
Max Drawdown (5Y) Largest decline over 5 years	-50.40%	-26.04%	-24.36%
Max Drawdown (10Y) Largest decline over 10 years	—	-66.81%	—
Current Drawdown Current decline from peak	-1.78%	-2.08%	+0.30%
Average Drawdown Average peak-to-trough decline	-21.22%	-18.05%	-3.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.10%	7.14%	-2.04%

Volatility

INSW vs. XLE - Volatility Comparison

International Seaways, Inc. (INSW) has a higher volatility of 14.13% compared to State Street Energy Select Sector SPDR ETF (XLE) at 5.05%. This indicates that INSW'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.

Volatility by Period

	INSW	XLE	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.13%	5.05%	+9.08%
Volatility (6M) Calculated over the trailing 6-month period	26.63%	13.94%	+12.69%
Volatility (1Y) Calculated over the trailing 1-year period	40.28%	24.93%	+15.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.31%	26.06%	+15.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.35%	29.48%	+15.87%