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MGNR vs. XLE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGNR vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Beacon GLG Natural Resources ETF (MGNR) and State Street Energy Select Sector SPDR ETF (XLE). The values are adjusted to include any dividend payments, if applicable.

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MGNR vs. XLE - Yearly Performance Comparison


2026 (YTD)20252024
MGNR
American Beacon GLG Natural Resources ETF
16.96%50.57%22.78%
XLE
State Street Energy Select Sector SPDR ETF
37.91%7.88%5.89%

Returns By Period

In the year-to-date period, MGNR achieves a 16.96% return, which is significantly lower than XLE's 37.91% return.


MGNR

1D
3.40%
1M
-5.17%
YTD
16.96%
6M
28.13%
1Y
75.70%
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)

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MGNR vs. XLE - Expense Ratio Comparison

MGNR has a 0.75% expense ratio, which is higher than XLE's 0.08% expense ratio.


Return for Risk

MGNR vs. XLE — Risk / Return Rank

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

MGNR
MGNR Risk / Return Rank: 9696
Overall Rank
MGNR Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
MGNR Sortino Ratio Rank: 9696
Sortino Ratio Rank
MGNR Omega Ratio Rank: 9696
Omega Ratio Rank
MGNR Calmar Ratio Rank: 9696
Calmar Ratio Rank
MGNR Martin Ratio Rank: 9797
Martin Ratio Rank

XLE
XLE Risk / Return Rank: 7373
Overall Rank
XLE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 7676
Sortino Ratio Rank
XLE Omega Ratio Rank: 7777
Omega Ratio Rank
XLE Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLE Martin Ratio Rank: 5858
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.

MGNR vs. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon GLG Natural Resources ETF (MGNR) 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.


MGNRXLEDifference

Sharpe ratio

Return per unit of total volatility

2.74

1.42

+1.32

Sortino ratio

Return per unit of downside risk

3.21

1.84

+1.37

Omega ratio

Gain probability vs. loss probability

1.49

1.28

+0.22

Calmar ratio

Return relative to maximum drawdown

4.62

1.96

+2.67

Martin ratio

Return relative to average drawdown

20.79

5.16

+15.63

MGNR vs. XLE - Sharpe Ratio Comparison

The current MGNR Sharpe Ratio is 2.74, which is higher than the XLE Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of MGNR 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.


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Sharpe Ratios by Period


MGNRXLEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.74

1.42

+1.32

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

1.71

0.32

+1.40

Correlation

The correlation between MGNR and XLE is 0.45, 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

MGNR vs. XLE - Dividend Comparison

MGNR's dividend yield for the trailing twelve months is around 1.00%, less than XLE's 2.44% yield.


TTM20252024202320222021202020192018201720162015
MGNR
American Beacon GLG Natural Resources ETF
1.00%1.17%0.79%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

MGNR vs. XLE - Drawdown Comparison

The maximum MGNR drawdown since its inception was -22.06%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for MGNR and XLE.


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Drawdown Indicators


MGNRXLEDifference

Max Drawdown

Largest peak-to-trough decline

-22.06%

-71.26%

+49.20%

Max Drawdown (1Y)

Largest decline over 1 year

-16.06%

-18.79%

+2.73%

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

-5.43%

-2.08%

-3.35%

Average Drawdown

Average peak-to-trough decline

-4.01%

-18.05%

+14.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

7.14%

-3.57%

Volatility

MGNR vs. XLE - Volatility Comparison

American Beacon GLG Natural Resources ETF (MGNR) has a higher volatility of 9.73% compared to State Street Energy Select Sector SPDR ETF (XLE) at 5.05%. This indicates that MGNR'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


MGNRXLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.73%

5.05%

+4.68%

Volatility (6M)

Calculated over the trailing 6-month period

19.87%

13.94%

+5.93%

Volatility (1Y)

Calculated over the trailing 1-year period

27.75%

24.93%

+2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.41%

26.06%

-0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.41%

29.48%

-4.07%