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LNGX vs. XES
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LNGX vs. XES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. Natural Gas ETF (LNGX) and SPDR S&P Oil & Gas Equipment & Services ETF (XES). The values are adjusted to include any dividend payments, if applicable.

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LNGX vs. XES - Yearly Performance Comparison


Returns By Period

In the year-to-date period, LNGX achieves a 30.75% return, which is significantly lower than XES's 39.21% return.


LNGX

1D
-2.40%
1M
11.06%
YTD
30.75%
6M
1Y
3Y*
5Y*
10Y*

XES

1D
-2.19%
1M
0.77%
YTD
39.21%
6M
55.34%
1Y
59.95%
3Y*
16.36%
5Y*
16.76%
10Y*
-2.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LNGX vs. XES - Expense Ratio Comparison

LNGX has a 0.45% expense ratio, which is higher than XES's 0.35% expense ratio.


Return for Risk

LNGX vs. XES — Risk / Return Rank

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

LNGX

XES
XES Risk / Return Rank: 7474
Overall Rank
XES Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XES Sortino Ratio Rank: 7575
Sortino Ratio Rank
XES Omega Ratio Rank: 7474
Omega Ratio Rank
XES Calmar Ratio Rank: 7979
Calmar Ratio Rank
XES Martin Ratio Rank: 6464
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.

LNGX vs. XES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. Natural Gas ETF (LNGX) and SPDR S&P Oil & Gas Equipment & Services ETF (XES). 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.


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

LNGX vs. XES - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LNGXXESDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

5.34

-0.08

+5.43

Correlation

The correlation between LNGX and XES is 0.50, 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.


Dividends

LNGX vs. XES - Dividend Comparison

LNGX's dividend yield for the trailing twelve months is around 0.20%, less than XES's 1.22% yield.


TTM20252024202320222021202020192018201720162015
LNGX
Global X U.S. Natural Gas ETF
0.20%0.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XES
SPDR S&P Oil & Gas Equipment & Services ETF
1.22%1.69%1.31%0.66%0.36%1.81%1.33%1.43%1.14%1.68%0.64%2.47%

Drawdowns

LNGX vs. XES - Drawdown Comparison

The maximum LNGX drawdown since its inception was -8.71%, smaller than the maximum XES drawdown of -95.65%. Use the drawdown chart below to compare losses from any high point for LNGX and XES.


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Drawdown Indicators


LNGXXESDifference

Max Drawdown

Largest peak-to-trough decline

-8.71%

-95.65%

+86.94%

Max Drawdown (1Y)

Largest decline over 1 year

-27.52%

Max Drawdown (5Y)

Largest decline over 5 years

-45.95%

Max Drawdown (10Y)

Largest decline over 10 years

-91.23%

Current Drawdown

Current decline from peak

-3.79%

-73.12%

+69.33%

Average Drawdown

Average peak-to-trough decline

-2.22%

-54.22%

+52.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.15%

Volatility

LNGX vs. XES - Volatility Comparison


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Volatility by Period


LNGXXESDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.93%

Volatility (6M)

Calculated over the trailing 6-month period

22.22%

Volatility (1Y)

Calculated over the trailing 1-year period

22.63%

40.10%

-17.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.63%

39.83%

-17.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.63%

45.19%

-22.56%