LNGX vs. XLE

Last updated Apr 1, 2026

Compare and contrast key facts about Global X U.S. Natural Gas ETF (LNGX) and State Street Energy Select Sector SPDR ETF (XLE).

LNGX and XLE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LNGX is a passively managed fund by Global X that tracks the performance of the Global X U.S. Natural Gas Index. It was launched on Oct 28, 2025. 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. Both LNGX and XLE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

LNGX vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. Natural Gas ETF (LNGX) and State Street Energy Select Sector SPDR ETF (XLE). The values are adjusted to include any dividend payments, if applicable.

LNGX vs. XLE - Yearly Performance Comparison

	2026 (YTD)	2025
LNGX Global X U.S. Natural Gas ETF	30.75%	5.97%
XLE State Street Energy Select Sector SPDR ETF	37.91%	2.47%

Returns By Period

In the year-to-date period, LNGX achieves a 30.75% return, which is significantly lower than XLE's 37.91% return.

LNGX

• 1D: -2.40%
• 1M: 11.06%
• YTD: 30.75%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 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)

LNGX vs. XLE - Expense Ratio Comparison

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

LNGX

Global X U.S. Natural Gas ETF

XLE

State Street Energy Select Sector SPDR ETF

Return for Risk

LNGX vs. XLE — Risk / Return Rank

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

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.

LNGX vs. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. Natural Gas ETF (LNGX) 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.

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

Sharpe Ratios by Period

	LNGX	XLE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.42	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.93	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.40	—
Sharpe Ratio (All Time) Calculated using the full available price history	5.34	0.32	+5.03

Correlation

The correlation between LNGX and XLE is 0.80, 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.

Dividends

LNGX vs. XLE - Dividend Comparison

LNGX's dividend yield for the trailing twelve months is around 0.20%, less than XLE's 2.44% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
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

LNGX vs. XLE - Drawdown Comparison

The maximum LNGX drawdown since its inception was -8.71%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for LNGX and XLE.

Drawdown Indicators

	LNGX	XLE	Difference
Max Drawdown Largest peak-to-trough decline	-8.71%	-71.26%	+62.55%
Max Drawdown (1Y) Largest decline over 1 year	—	-18.79%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.04%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-66.81%	—
Current Drawdown Current decline from peak	-3.79%	-2.08%	-1.71%
Average Drawdown Average peak-to-trough decline	-2.22%	-18.05%	+15.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	7.14%	—

Volatility

Volatility by Period

	LNGX	XLE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.05%	—
Volatility (6M) Calculated over the trailing 6-month period	—	13.94%	—
Volatility (1Y) Calculated over the trailing 1-year period	22.63%	24.93%	-2.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.63%	26.06%	-3.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.63%	29.48%	-6.85%