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MSFL vs. XLE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSFL vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long MSFT Daily ETF (MSFL) 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, MSFL achieves a -10.95% return, which is significantly lower than XLE's 29.95% return.


MSFL

1D
-2.30%
1M
53.42%
6M
24.41%
YTD
-10.95%
1Y
-27.73%
3Y*
5Y*
10Y*
ALL TIME*
-1.86%

XLE

1D
-2.07%
1M
7.87%
6M
9.98%
YTD
29.95%
1Y
38.22%
3Y*
13.23%
5Y*
22.66%
10Y*
9.80%
ALL TIME*
8.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$45.44M$34.15M$35.32M
$1.81B$1.78B$1.93B

MSFL vs. XLE - Yearly Performance Comparison


2026 (YTD)20252024
MSFL
GraniteShares 2x Long MSFT Daily ETF
-10.95%16.99%-8.21%
XLE
State Street Energy Select Sector SPDR ETF
29.95%7.88%-3.34%

Correlation

The correlation between MSFL and XLE is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.12

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2024

-0.02

MSFL vs. XLE - Sectors Allocation Comparison


Sectors
MSFL
XLE

Technology

66.7%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

100.0%

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Utilities

-

-

Technology

MSFL
66.7%
XLE

-

Basic Materials

MSFL

-

XLE

-

Communication Services

MSFL

-

XLE

-

Consumer Cyclical

MSFL

-

XLE

-

Consumer Defensive

MSFL

-

XLE

-

Energy

MSFL

-

XLE
100.0%

Financial Services

MSFL

-

XLE

-

Healthcare

MSFL

-

XLE

-

Industrials

MSFL

-

XLE

-

Real Estate

MSFL

-

XLE

-

Utilities

MSFL

-

XLE

-

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Return for Risk

MSFL vs. XLE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MSFL
MSFL Risk / Return Rank: 66
Overall Rank
MSFL Sharpe Ratio Rank: 55
Sharpe Ratio Rank
MSFL Sortino Ratio Rank: 66
Sortino Ratio Rank
MSFL Omega Ratio Rank: 66
Omega Ratio Rank
MSFL Calmar Ratio Rank: 55
Calmar Ratio Rank
MSFL Martin Ratio Rank: 66
Martin Ratio Rank

XLE
XLE Risk / Return Rank: 6161
Overall Rank
XLE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 6262
Sortino Ratio Rank
XLE Omega Ratio Rank: 5959
Omega Ratio Rank
XLE Calmar Ratio Rank: 6464
Calmar Ratio Rank
XLE Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MSFL vs. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long MSFT Daily ETF (MSFL) 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.


MSFLXLEDifference
Sharpe ratioReturn per unit of total volatility

-2.26

Sortino ratioReturn per unit of downside risk

-2.69

Omega ratioGain probability vs. loss probability

0.96

1.30

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.45

2.56

-3.01

Martin ratioReturn relative to average drawdown

-0.74

6.80

-7.54

MSFL vs. XLE - Sharpe Ratio Comparison

The current MSFL Sharpe Ratio is -0.44, which is lower than the XLE Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of MSFL 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

MSFL vs. XLE - Drawdown Comparison

The maximum MSFL drawdown since its inception was -62.08%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for MSFL and XLE.


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Drawdown Indicators


MSFLXLEDifference

Max Drawdown

Largest peak-to-trough decline

-62.08%

-71.26%

+9.18%

Max Drawdown (1Y)

Largest decline over 1 year

-62.08%

-14.98%

-47.10%

Max Drawdown (3Y)

Largest decline over 3 years

-20.14%

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

-30.61%

-7.73%

-22.88%

Average Drawdown

Average peak-to-trough decline

-23.71%

-17.93%

-5.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.35%

5.64%

+31.71%

Volatility

MSFL vs. XLE - Volatility Comparison

GraniteShares 2x Long MSFT Daily ETF (MSFL) has a higher volatility of 30.74% compared to State Street Energy Select Sector SPDR ETF (XLE) at 6.16%. This indicates that MSFL'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


MSFLXLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.74%

6.16%

+24.58%

Volatility (6M)

Calculated over the trailing 6-month period

51.82%

16.48%

+35.34%

Volatility (1Y)

Calculated over the trailing 1-year period

63.39%

21.12%

+42.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.61%

25.76%

+28.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.61%

29.58%

+25.03%

MSFL vs. XLE - Expense Ratio Comparison

MSFL has a 1.15% expense ratio, which is higher than XLE's 0.08% expense ratio.


Dividends

MSFL vs. XLE - Dividend Comparison

MSFL has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 2.65%.


PositionTTM20252024202320222021202020192018201720162015
MSFL
GraniteShares 2x Long MSFT Daily ETF
0.00%0.00%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
2.65%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


MSFL and XLE have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSFL has higher volatility (30.74%) compared to XLE (6.16%). In terms of maximum drawdown, MSFL dropped -62.08% vs XLE's -71.26%.

On 1-year performance, XLE leads with 38.22% vs -27.73% for MSFL. On fees, XLE is cheaper at 0.08% per year. On volatility, XLE has been the lower-risk option at 6.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XLE has performed better with a 38.22% return vs -27.73%. 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 1.15% for MSFL.

XLE has the higher dividend yield at 2.65%, compared with 0.00% for MSFL.

MSFL is categorized as Leveraged Equities, while XLE is Energy Equities. They also come from different issuers: GraniteShares and State Street. Their fees differ too: 1.15% for MSFL and 0.08% for XLE.

XLE currently has the higher Sharpe Ratio (1.82 vs -0.44), 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

Find the right allocation for MSFL and XLE

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