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LTPZ vs. XLE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LTPZ vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO 15+ Year US TIPS Index ETF (LTPZ) 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, LTPZ achieves a 0.53% return, which is significantly lower than XLE's 29.56% return. Over the past 10 years, LTPZ has underperformed XLE with an annualized return of 0.75%, while XLE has yielded a comparatively higher 9.91% annualized return.


LTPZ

1D
0.11%
1M
1.30%
YTD
0.53%
6M
0.57%
1Y
4.30%
3Y*
-0.67%
5Y*
-5.50%
10Y*
0.75%

XLE

1D
0.75%
1M
-0.90%
YTD
29.56%
6M
28.37%
1Y
34.84%
3Y*
16.18%
5Y*
20.12%
10Y*
9.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTPZ vs. XLE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LTPZ
PIMCO 15+ Year US TIPS Index ETF
0.53%4.00%-4.80%0.96%-31.71%7.02%24.89%17.47%-7.22%9.07%
XLE
State Street Energy Select Sector SPDR ETF
29.56%7.88%5.56%-0.63%64.32%53.28%-32.67%11.74%-18.22%-0.89%

Correlation

The correlation between LTPZ and XLE is -0.17, 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 (1Y)
Calculated over the trailing 1-year period

-0.17

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

-0.01

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

-0.02

Correlation (10Y)
Calculated over the trailing 10-year period

-0.09

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2009

-0.15

The correlation between LTPZ and XLE shifts across timeframes, from -0.17 (1 year) to -0.01 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

LTPZ vs. XLE — Risk / Return Rank

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

LTPZ
LTPZ Risk / Return Rank: 1515
Overall Rank
LTPZ Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
LTPZ Sortino Ratio Rank: 1515
Sortino Ratio Rank
LTPZ Omega Ratio Rank: 1414
Omega Ratio Rank
LTPZ Calmar Ratio Rank: 1616
Calmar Ratio Rank
LTPZ Martin Ratio Rank: 1515
Martin Ratio Rank

XLE
XLE Risk / Return Rank: 6161
Overall Rank
XLE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 5858
Sortino Ratio Rank
XLE Omega Ratio Rank: 5454
Omega Ratio Rank
XLE Calmar Ratio Rank: 7171
Calmar Ratio Rank
XLE Martin Ratio Rank: 5656
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.

LTPZ vs. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO 15+ Year US TIPS Index ETF (LTPZ) 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.


LTPZXLEDifference
Sharpe ratioReturn per unit of total volatility

-1.42

Sortino ratioReturn per unit of downside risk

-1.77

Omega ratioGain probability vs. loss probability

1.07

1.30

-0.22

Calmar ratioReturn relative to maximum drawdown

0.52

3.10

-2.58

Martin ratioReturn relative to average drawdown

1.11

8.63

-7.52

LTPZ vs. XLE - Sharpe Ratio Comparison

The current LTPZ Sharpe Ratio is 0.40, which is lower than the XLE Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of LTPZ 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

LTPZ vs. XLE - Drawdown Comparison

The maximum LTPZ drawdown since its inception was -40.99%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for LTPZ and XLE.


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Drawdown Indicators


LTPZXLEDifference

Max Drawdown

Largest peak-to-trough decline

-40.99%

-71.26%

+30.27%

Max Drawdown (1Y)

Largest decline over 1 year

-7.00%

-12.05%

+5.05%

Max Drawdown (3Y)

Largest decline over 3 years

-16.27%

-20.14%

+3.87%

Max Drawdown (5Y)

Largest decline over 5 years

-40.99%

-26.04%

-14.95%

Max Drawdown (10Y)

Largest decline over 10 years

-40.99%

-66.81%

+25.82%

Current Drawdown

Current decline from peak

-32.66%

-8.01%

-24.65%

Average Drawdown

Average peak-to-trough decline

-12.44%

-17.97%

+5.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

4.32%

-1.04%

Volatility

LTPZ vs. XLE - Volatility Comparison

The current volatility for PIMCO 15+ Year US TIPS Index ETF (LTPZ) is 2.55%, while State Street Energy Select Sector SPDR ETF (XLE) has a volatility of 7.26%. This indicates that LTPZ experiences smaller price fluctuations and is considered to be less risky 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


LTPZXLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.55%

7.26%

-4.71%

Volatility (6M)

Calculated over the trailing 6-month period

6.54%

16.79%

-10.25%

Volatility (1Y)

Calculated over the trailing 1-year period

9.19%

20.57%

-11.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.87%

26.05%

-10.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.07%

29.58%

-14.51%

LTPZ vs. XLE - Expense Ratio Comparison

LTPZ has a 0.20% expense ratio, which is higher than XLE's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

LTPZ vs. XLE - Dividend Comparison

LTPZ's dividend yield for the trailing twelve months is around 5.22%, more than XLE's 2.59% yield.


PositionTTM20252024202320222021202020192018201720162015
LTPZ
PIMCO 15+ Year US TIPS Index ETF
5.22%4.64%3.71%3.71%8.38%3.56%1.42%1.74%3.05%2.25%2.32%0.71%
XLE
State Street Energy Select Sector SPDR ETF
2.59%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


LTPZ and XLE have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLE has higher volatility (7.26%) compared to LTPZ (2.55%). In terms of maximum drawdown, LTPZ dropped -40.99% vs XLE's -71.26%.

On 10-year performance, XLE leads with 9.91% vs 0.75% for LTPZ. On fees, XLE is cheaper at 0.08% per year. On volatility, LTPZ has been the lower-risk option at 2.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XLE has performed better with a 9.91% return vs 0.75%. 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 0.20% for LTPZ.

LTPZ has the higher dividend yield at 5.22%, compared with 2.59% for XLE.

LTPZ is categorized as Inflation-Protected Bonds, while XLE is Energy Equities. LTPZ tracks ICE BofA US Inflation-Linked Treasury (15+ Y), while XLE tracks Energy Select Sector Index. They also come from different issuers: PIMCO and State Street. Their fees differ too: 0.20% for LTPZ and 0.08% for XLE.

XLE currently has the higher Sharpe Ratio (1.82 vs 0.40), 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.

Portfolio Optimizer

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