SETM vs. XLE
Compare and contrast key facts about Sprott Energy Transition Materials ETF (SETM) and State Street Energy Select Sector SPDR ETF (XLE).
SETM and XLE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SETM is a passively managed fund by Sprott that tracks the performance of the Nasdaq Sprott Energy Transition Materials Select Index - AUD - Benchmark TR Gross. It was launched on Feb 1, 2023. 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 SETM 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
SETM vs. XLE - Performance Comparison
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SETM vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SETM Sprott Energy Transition Materials ETF | 14.27% | 95.27% | -13.24% | -11.03% |
XLE State Street Energy Select Sector SPDR ETF | 37.91% | 7.88% | 5.56% | 0.89% |
Returns By Period
In the year-to-date period, SETM achieves a 14.27% return, which is significantly lower than XLE's 37.91% return.
SETM
- 1D
- 5.82%
- 1M
- -14.37%
- YTD
- 14.27%
- 6M
- 33.70%
- 1Y
- 137.98%
- 3Y*
- 26.40%
- 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%
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SETM vs. XLE - Expense Ratio Comparison
SETM has a 0.65% expense ratio, which is higher than XLE's 0.08% expense ratio.
Return for Risk
SETM vs. XLE — Risk / Return Rank
SETM
XLE
SETM vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Energy Transition Materials ETF (SETM) 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.
| SETM | XLE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.03 | 1.42 | +1.61 |
Sortino ratioReturn per unit of downside risk | 3.18 | 1.84 | +1.35 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.28 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 5.08 | 1.96 | +3.13 |
Martin ratioReturn relative to average drawdown | 17.14 | 5.16 | +11.98 |
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
| SETM | XLE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.03 | 1.42 | +1.61 |
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 | 0.52 | 0.32 | +0.21 |
Correlation
The correlation between SETM and XLE is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SETM vs. XLE - Dividend Comparison
SETM's dividend yield for the trailing twelve months is around 1.37%, less than XLE's 2.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SETM Sprott Energy Transition Materials ETF | 1.37% | 1.56% | 2.07% | 2.47% | 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
SETM vs. XLE - Drawdown Comparison
The maximum SETM drawdown since its inception was -42.81%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for SETM and XLE.
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Drawdown Indicators
| SETM | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.81% | -71.26% | +28.45% |
Max Drawdown (1Y)Largest decline over 1 year | -25.85% | -18.79% | -7.06% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.04% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -66.81% | — |
Current DrawdownCurrent decline from peak | -16.74% | -2.08% | -14.66% |
Average DrawdownAverage peak-to-trough decline | -14.59% | -18.05% | +3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.67% | 7.14% | +0.53% |
Volatility
SETM vs. XLE - Volatility Comparison
Sprott Energy Transition Materials ETF (SETM) has a higher volatility of 18.23% compared to State Street Energy Select Sector SPDR ETF (XLE) at 5.05%. This indicates that SETM'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
| SETM | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.23% | 5.05% | +13.18% |
Volatility (6M)Calculated over the trailing 6-month period | 36.72% | 13.94% | +22.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.92% | 24.93% | +20.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.22% | 26.06% | +10.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.22% | 29.48% | +6.74% |