LYG vs. XLE
LYG (Lloyds Banking Group plc) is a stock, while XLE (State Street Energy Select Sector SPDR ETF) is Energy Equities fund tracking the Energy Select Sector Index. Over the past 10 years, LYG returned 7.28%/yr vs 10.22%/yr for XLE. At a 0.39 correlation, their price movements are largely independent.
Performance
LYG vs. XLE - Performance Comparison
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Returns By Period
In the year-to-date period, LYG achieves a 3.23% return, which is significantly lower than XLE's 32.17% return. Over the past 10 years, LYG has underperformed XLE with an annualized return of 7.28%, while XLE has yielded a comparatively higher 10.22% annualized return.
LYG
- 1D
- -1.66%
- 1M
- 1.91%
- YTD
- 3.23%
- 6M
- 6.44%
- 1Y
- 32.25%
- 3Y*
- 39.83%
- 5Y*
- 19.66%
- 10Y*
- 7.28%
XLE
- 1D
- 1.29%
- 1M
- -1.14%
- YTD
- 32.17%
- 6M
- 29.80%
- 1Y
- 45.00%
- 3Y*
- 17.46%
- 5Y*
- 20.44%
- 10Y*
- 10.22%
LYG vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYG Lloyds Banking Group plc | 3.23% | 103.71% | 20.30% | 14.68% | -9.47% | 33.81% | -40.79% | 36.81% | -28.35% | 30.79% |
XLE State Street Energy Select Sector SPDR ETF | 32.17% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | -32.67% | 11.74% | -18.22% | -0.89% |
Correlation
The correlation between LYG and XLE is -0.10, 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 | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 2001 | 0.39 |
The correlation between LYG and XLE shifts across timeframes, from -0.10 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LYG vs. XLE — Risk / Return Rank
LYG
XLE
LYG vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lloyds Banking Group plc (LYG) 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.
| LYG | XLE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.35 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 3.75 | -2.33 |
| Martin ratioReturn relative to average drawdown | 4.02 | 10.92 | -6.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LYG | XLE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 2.21 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.79 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.35 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.03 | 0.31 | -0.34 |
Drawdowns
LYG vs. XLE - Drawdown Comparison
The maximum LYG drawdown since its inception was -94.84%, which is greater than XLE's maximum drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for LYG and XLE.
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Drawdown Indicators
| LYG | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.84% | -71.26% | -23.58% |
Max Drawdown (1Y)Largest decline over 1 year | -22.72% | -12.05% | -10.67% |
Max Drawdown (3Y)Largest decline over 3 years | -22.72% | -20.14% | -2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -40.19% | -26.04% | -14.15% |
Max Drawdown (10Y)Largest decline over 10 years | -68.72% | -66.81% | -1.91% |
Current DrawdownCurrent decline from peak | -57.34% | -6.15% | -51.19% |
Average DrawdownAverage peak-to-trough decline | -63.42% | -17.98% | -45.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.03% | 4.14% | +3.89% |
Volatility
LYG vs. XLE - Volatility Comparison
Lloyds Banking Group plc (LYG) has a higher volatility of 10.06% compared to State Street Energy Select Sector SPDR ETF (XLE) at 8.25%. This indicates that LYG'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
| LYG | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.06% | 8.25% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 21.69% | 16.58% | +5.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.90% | 20.53% | +7.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.05% | 26.02% | +6.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.50% | 29.59% | +6.91% |
Dividends
LYG vs. XLE - Dividend Comparison
LYG's dividend yield for the trailing twelve months is around 3.74%, more than XLE's 2.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYG Lloyds Banking Group plc | 3.74% | 3.19% | 5.44% | 5.23% | 4.92% | 2.70% | 0.00% | 5.04% | 6.63% | 6.81% | 5.17% | 2.11% |
XLE State Street Energy Select Sector SPDR ETF | 2.54% | 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
LYG and XLE have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LYG has higher volatility (10.06%) compared to XLE (8.25%). In terms of maximum drawdown, LYG dropped -94.84% vs XLE's -71.26%.
XLE currently has the higher Sharpe Ratio (2.21 vs 1.16), 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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