SOLR vs. XLE
Compare and contrast key facts about SmartETFs Sustainable Energy II ETF (SOLR) and State Street Energy Select Sector SPDR ETF (XLE).
SOLR and XLE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SOLR is an actively managed fund by SmartETFs. It was launched on Nov 11, 2020. 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.
Performance
SOLR vs. XLE - Performance Comparison
Loading graphics...
SOLR vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SOLR SmartETFs Sustainable Energy II ETF | -0.57% | 26.72% | -12.41% | -0.78% | -11.87% | 11.48% | 19.67% |
XLE State Street Energy Select Sector SPDR ETF | 37.91% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | 17.49% |
Returns By Period
In the year-to-date period, SOLR achieves a -0.57% return, which is significantly lower than XLE's 37.91% return.
SOLR
- 1D
- 3.55%
- 1M
- -9.09%
- YTD
- -0.57%
- 6M
- 1.21%
- 1Y
- 32.04%
- 3Y*
- 0.03%
- 5Y*
- 0.74%
- 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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SOLR vs. XLE - Expense Ratio Comparison
SOLR has a 0.79% expense ratio, which is higher than XLE's 0.08% expense ratio.
Return for Risk
SOLR vs. XLE — Risk / Return Rank
SOLR
XLE
SOLR vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SmartETFs Sustainable Energy II ETF (SOLR) 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.
| SOLR | XLE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | 1.42 | +0.04 |
Sortino ratioReturn per unit of downside risk | 2.14 | 1.84 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.28 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.12 | 1.96 | +0.16 |
Martin ratioReturn relative to average drawdown | 7.74 | 5.16 | +2.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SOLR | XLE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 1.42 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.93 | -0.89 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.32 | -0.10 |
Correlation
The correlation between SOLR and XLE is 0.30, 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
SOLR vs. XLE - Dividend Comparison
SOLR's dividend yield for the trailing twelve months is around 0.68%, less than XLE's 2.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOLR SmartETFs Sustainable Energy II ETF | 0.68% | 0.67% | 0.93% | 0.42% | 1.29% | 2.62% | 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
SOLR vs. XLE - Drawdown Comparison
The maximum SOLR drawdown since its inception was -39.46%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for SOLR and XLE.
Loading graphics...
Drawdown Indicators
| SOLR | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.46% | -71.26% | +31.80% |
Max Drawdown (1Y)Largest decline over 1 year | -14.63% | -18.79% | +4.16% |
Max Drawdown (5Y)Largest decline over 5 years | -39.46% | -26.04% | -13.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -66.81% | — |
Current DrawdownCurrent decline from peak | -11.59% | -2.08% | -9.51% |
Average DrawdownAverage peak-to-trough decline | -16.00% | -18.05% | +2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.00% | 7.14% | -3.14% |
Volatility
SOLR vs. XLE - Volatility Comparison
SmartETFs Sustainable Energy II ETF (SOLR) has a higher volatility of 8.42% compared to State Street Energy Select Sector SPDR ETF (XLE) at 5.05%. This indicates that SOLR'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.
Loading graphics...
Volatility by Period
| SOLR | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.42% | 5.05% | +3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 14.49% | 13.94% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.01% | 24.93% | -2.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.02% | 26.06% | -4.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.69% | 29.48% | -6.79% |