STRT vs. XLE

Last updated Jun 23, 2026

STRT (Strattec Security Corporation) is a stock, while XLE (State Street Energy Select Sector SPDR ETF) is Energy Equities fund tracking the Energy Select Sector Index. Over the past 10 years, STRT returned 7.51%/yr vs 9.29%/yr for XLE. At a 0.14 correlation, their price movements are largely independent.

Performance

STRT vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strattec Security Corporation (STRT) and State Street Energy Select Sector SPDR ETF (XLE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STRT achieves a 4.08% return, which is significantly lower than XLE's 22.58% return. Over the past 10 years, STRT has underperformed XLE with an annualized return of 7.51%, while XLE has yielded a comparatively higher 9.29% annualized return.

STRT

• 1D: -0.71%
• 1M: 9.40%
• YTD: 4.08%
• 6M: -1.74%
• 1Y: 38.38%
• 3Y*: 65.45%
• 5Y*: 11.61%
• 10Y*: 7.51%

XLE

• 1D: 1.26%
• 1M: -8.47%
• YTD: 22.58%
• 6M: 23.97%
• 1Y: 26.32%
• 3Y*: 15.44%
• 5Y*: 18.90%
• 10Y*: 9.29%

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

STRT vs. XLE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STRT Strattec Security Corporation	4.08%	84.81%	62.59%	23.31%	-44.49%	-25.00%	123.78%	-21.04%	-32.75%	9.81%
XLE State Street Energy Select Sector SPDR ETF	22.58%	7.88%	5.56%	-0.63%	64.32%	53.28%	-32.67%	11.74%	-18.22%	-0.89%

Correlation

The correlation between STRT and XLE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (10Y) Calculated over the trailing 10-year period	0.15
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998	0.14

Return for Risk

STRT vs. XLE — Risk / Return Rank

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

STRT

STRT Risk / Return Rank: 65
STRT Sharpe Ratio Rank: 67
STRT Sortino Ratio Rank: 62
STRT Omega Ratio Rank: 61
STRT Calmar Ratio Rank: 66
STRT Martin Ratio Rank: 67

XLE

XLE Risk / Return Rank: 36
XLE Sharpe Ratio Rank: 36
XLE Sortino Ratio Rank: 34
XLE Omega Ratio Rank: 32
XLE Calmar Ratio Rank: 39
XLE Martin Ratio Rank: 38

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.

STRT vs. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strattec Security Corporation (STRT) 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.

	STRT	XLE	Difference
Sharpe ratio: Return per unit of total volatility	0.79	1.26	-0.48
Sortino ratio: Return per unit of downside risk	1.31	1.75	-0.44
Omega ratio: Gain probability vs. loss probability	1.16	1.21	-0.05
Calmar ratio: Return relative to maximum drawdown	1.23	1.88	-0.65
Martin ratio: Return relative to average drawdown	2.79	5.70	-2.91

STRT vs. XLE - Sharpe Ratio Comparison

The current STRT Sharpe Ratio is 0.79, which is lower than the XLE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of STRT 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.

Drawdowns

STRT vs. XLE - Drawdown Comparison

The maximum STRT drawdown since its inception was -89.98%, which is greater than XLE's maximum drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for STRT and XLE.

Drawdown Indicators

	STRT	XLE	Difference
Max Drawdown Largest peak-to-trough decline	-89.98%	-71.26%	-18.72%
Max Drawdown (1Y) Largest decline over 1 year	-31.31%	-14.05%	-17.26%
Max Drawdown (3Y) Largest decline over 3 years	-36.82%	-20.14%	-16.68%
Max Drawdown (5Y) Largest decline over 5 years	-62.13%	-26.04%	-36.09%
Max Drawdown (10Y) Largest decline over 10 years	-74.35%	-66.81%	-7.54%
Current Drawdown Current decline from peak	-19.98%	-12.96%	-7.02%
Average Drawdown Average peak-to-trough decline	-40.61%	-17.97%	-22.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.78%	4.66%	+9.12%

Volatility

STRT vs. XLE - Volatility Comparison

Strattec Security Corporation (STRT) has a higher volatility of 8.45% compared to State Street Energy Select Sector SPDR ETF (XLE) at 7.06%. This indicates that STRT'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.

Volatility by Period

	STRT	XLE	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.45%	7.06%	+1.39%
Volatility (6M) Calculated over the trailing 6-month period	34.34%	16.89%	+17.45%
Volatility (1Y) Calculated over the trailing 1-year period	49.19%	20.96%	+28.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.16%	25.98%	+23.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	53.53%	29.62%	+23.91%

Dividends

STRT vs. XLE - Dividend Comparison

STRT has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 3.47%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
STRT Strattec Security Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.28%	2.52%	1.94%	1.29%	1.34%	0.89%
XLE State Street Energy Select Sector SPDR ETF	3.47%	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

Can I hold both STRT and XLE in my portfolio?

STRT and XLE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STRT or XLE?

STRT has higher volatility (8.45%) compared to XLE (7.06%). In terms of maximum drawdown, STRT dropped -89.98% vs XLE's -71.26%.

Which has better risk-adjusted returns?

XLE currently has the higher Sharpe Ratio (1.26 vs 0.79), 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.