SPXE vs. ^GSPC

In the year-to-date period, SPXE achieves a 1.22% return, which is significantly higher than ^GSPC's 0.51% return.

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This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 Ex-Energy ETF (SPXE) and S&P 500 (^GSPC). 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.

The current SPXE Sharpe Ratio is 0.77, which is comparable to the ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of SPXE and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum SPXE drawdown since its inception was -32.27%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SPXE and ^GSPC.

ProShares S&P 500 Ex-Energy ETF (SPXE) and S&P 500 (^GSPC) have volatilities of 4.59% and 4.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.