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SHM vs. XLE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHM vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Nuveen Bloomberg Barclays Short Term Municipal Bond ETF (SHM) 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, SHM achieves a 0.78% return, which is significantly lower than XLE's 32.17% return. Over the past 10 years, SHM has underperformed XLE with an annualized return of 1.20%, while XLE has yielded a comparatively higher 10.22% annualized return.


SHM

1D
0.04%
1M
0.39%
YTD
0.78%
6M
1.08%
1Y
3.47%
3Y*
2.93%
5Y*
0.91%
10Y*
1.20%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHM vs. XLE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHM
SPDR Nuveen Bloomberg Barclays Short Term Municipal Bond ETF
0.78%3.95%1.22%2.92%-3.82%-0.37%2.65%3.64%1.56%0.99%
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 SHM 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

-0.04

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

-0.02

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

-0.06

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2007

-0.05

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Return for Risk

SHM vs. XLE — Risk / Return Rank

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

SHM
SHM Risk / Return Rank: 7575
Overall Rank
SHM Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SHM Sortino Ratio Rank: 9090
Sortino Ratio Rank
SHM Omega Ratio Rank: 9090
Omega Ratio Rank
SHM Calmar Ratio Rank: 6262
Calmar Ratio Rank
SHM Martin Ratio Rank: 4747
Martin Ratio Rank

XLE
XLE Risk / Return Rank: 6363
Overall Rank
XLE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 5959
Sortino Ratio Rank
XLE Omega Ratio Rank: 5656
Omega Ratio Rank
XLE Calmar Ratio Rank: 7373
Calmar Ratio Rank
XLE Martin Ratio Rank: 6060
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.

SHM vs. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Nuveen Bloomberg Barclays Short Term Municipal Bond ETF (SHM) 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.


SHMXLEDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+1.46

Omega ratioGain probability vs. loss probability

1.59

1.35

+0.24

Calmar ratioReturn relative to maximum drawdown

3.08

3.75

-0.68

Martin ratioReturn relative to average drawdown

7.88

10.92

-3.04

SHM vs. XLE - Sharpe Ratio Comparison

The current SHM Sharpe Ratio is 2.76, which is comparable to the XLE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of SHM 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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Sharpe Ratios by Period


SHMXLEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.76

2.21

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.79

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.35

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.31

+0.17

Drawdowns

SHM vs. XLE - Drawdown Comparison

The maximum SHM drawdown since its inception was -11.61%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for SHM and XLE.


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Drawdown Indicators


SHMXLEDifference

Max Drawdown

Largest peak-to-trough decline

-11.61%

-71.26%

+59.65%

Max Drawdown (1Y)

Largest decline over 1 year

-1.13%

-12.05%

+10.92%

Max Drawdown (3Y)

Largest decline over 3 years

-2.03%

-20.14%

+18.11%

Max Drawdown (5Y)

Largest decline over 5 years

-6.67%

-26.04%

+19.37%

Max Drawdown (10Y)

Largest decline over 10 years

-11.61%

-66.81%

+55.20%

Current Drawdown

Current decline from peak

-0.37%

-6.15%

+5.78%

Average Drawdown

Average peak-to-trough decline

-0.97%

-17.98%

+17.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

4.14%

-3.70%

Volatility

SHM vs. XLE - Volatility Comparison

The current volatility for SPDR Nuveen Bloomberg Barclays Short Term Municipal Bond ETF (SHM) is 0.35%, while State Street Energy Select Sector SPDR ETF (XLE) has a volatility of 8.25%. This indicates that SHM 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


SHMXLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.35%

8.25%

-7.90%

Volatility (6M)

Calculated over the trailing 6-month period

0.85%

16.58%

-15.73%

Volatility (1Y)

Calculated over the trailing 1-year period

1.26%

20.53%

-19.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.07%

26.02%

-23.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.31%

29.59%

-26.28%

SHM vs. XLE - Expense Ratio Comparison

SHM 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

SHM vs. XLE - Dividend Comparison

SHM's dividend yield for the trailing twelve months is around 2.67%, more than XLE's 2.54% yield.


PositionTTM20252024202320222021202020192018201720162015
SHM
SPDR Nuveen Bloomberg Barclays Short Term Municipal Bond ETF
2.67%2.61%2.06%1.15%0.69%0.86%1.24%1.40%1.23%1.06%0.94%0.92%
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


SHM 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.

XLE has higher volatility (8.25%) compared to SHM (0.35%). In terms of maximum drawdown, SHM dropped -11.61% vs XLE's -71.26%.

On 10-year performance, XLE leads with 10.22% vs 1.20% for SHM. On fees, XLE is cheaper at 0.08% per year. On volatility, SHM has been the lower-risk option at 0.35%. 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 10.22% return vs 1.20%. 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 SHM.

SHM has the higher dividend yield at 2.67%, compared with 2.54% for XLE.

SHM is categorized as Municipal Bonds, while XLE is Energy Equities. SHM tracks Bloomberg Municipal Managed Money Short, while XLE tracks Energy Select Sector Index. Their fees differ too: 0.20% for SHM and 0.08% for XLE.

SHM currently has the higher Sharpe Ratio (2.76 vs 2.21), 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 SHM and XLE

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