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TFLO vs. XES
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TFLO vs. XES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Treasury Floating Rate Bond ETF (TFLO) and SPDR S&P Oil & Gas Equipment & Services ETF (XES). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TFLO achieves a 1.59% return, which is significantly lower than XES's 50.69% return. Over the past 10 years, TFLO has outperformed XES with an annualized return of 2.37%, while XES has yielded a comparatively lower -2.47% annualized return.


TFLO

1D
0.02%
1M
0.31%
YTD
1.59%
6M
1.92%
1Y
3.97%
3Y*
4.74%
5Y*
3.63%
10Y*
2.37%

XES

1D
-0.56%
1M
-4.59%
YTD
50.69%
6M
43.67%
1Y
97.14%
3Y*
19.81%
5Y*
13.75%
10Y*
-2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TFLO vs. XES - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TFLO
iShares Treasury Floating Rate Bond ETF
1.59%4.22%5.34%5.12%1.99%-0.02%0.43%2.04%1.76%1.01%
XES
SPDR S&P Oil & Gas Equipment & Services ETF
50.69%5.89%-5.44%6.68%62.03%12.00%-43.38%-9.00%-46.99%-21.93%

Correlation

The correlation between TFLO and XES is -0.12, 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

-0.12

Correlation (3Y)
Calculated over the trailing 3-year period

-0.05

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

-0.04

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2014

-0.04

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Return for Risk

TFLO vs. XES — Risk / Return Rank

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

TFLO
TFLO Risk / Return Rank: 100100
Overall Rank
TFLO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TFLO Sortino Ratio Rank: 100100
Sortino Ratio Rank
TFLO Omega Ratio Rank: 100100
Omega Ratio Rank
TFLO Calmar Ratio Rank: 100100
Calmar Ratio Rank
TFLO Martin Ratio Rank: 100100
Martin Ratio Rank

XES
XES Risk / Return Rank: 8989
Overall Rank
XES Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XES Sortino Ratio Rank: 8585
Sortino Ratio Rank
XES Omega Ratio Rank: 7979
Omega Ratio Rank
XES Calmar Ratio Rank: 9696
Calmar Ratio Rank
XES Martin Ratio Rank: 9494
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.

TFLO vs. XES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Floating Rate Bond ETF (TFLO) and SPDR S&P Oil & Gas Equipment & Services ETF (XES). 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.


TFLOXESDifference
Sharpe ratioReturn per unit of total volatility

+10.86

Sortino ratioReturn per unit of downside risk

+47.01

Omega ratioGain probability vs. loss probability

13.94

1.48

+12.46

Calmar ratioReturn relative to maximum drawdown

201.22

9.93

+191.29

Martin ratioReturn relative to average drawdown

823.26

26.79

+796.48

TFLO vs. XES - Sharpe Ratio Comparison

The current TFLO Sharpe Ratio is 14.09, which is higher than the XES Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of TFLO and XES, 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


TFLOXESDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

14.09

3.23

+10.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

10.30

0.35

+9.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

5.21

-0.05

+5.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

-0.07

+1.06

Drawdowns

TFLO vs. XES - Drawdown Comparison

The maximum TFLO drawdown since its inception was -5.01%, smaller than the maximum XES drawdown of -95.65%. Use the drawdown chart below to compare losses from any high point for TFLO and XES.


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Drawdown Indicators


TFLOXESDifference

Max Drawdown

Largest peak-to-trough decline

-5.01%

-95.65%

+90.64%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-9.84%

+9.82%

Max Drawdown (3Y)

Largest decline over 3 years

-0.04%

-45.95%

+45.91%

Max Drawdown (5Y)

Largest decline over 5 years

-0.13%

-45.95%

+45.82%

Max Drawdown (10Y)

Largest decline over 10 years

-0.16%

-91.23%

+91.07%

Current Drawdown

Current decline from peak

0.00%

-70.90%

+70.90%

Average Drawdown

Average peak-to-trough decline

-0.10%

-54.36%

+54.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

3.64%

-3.64%

Volatility

TFLO vs. XES - Volatility Comparison

The current volatility for iShares Treasury Floating Rate Bond ETF (TFLO) is 0.07%, while SPDR S&P Oil & Gas Equipment & Services ETF (XES) has a volatility of 8.22%. This indicates that TFLO experiences smaller price fluctuations and is considered to be less risky than XES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TFLOXESDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.07%

8.22%

-8.15%

Volatility (6M)

Calculated over the trailing 6-month period

0.20%

20.52%

-20.32%

Volatility (1Y)

Calculated over the trailing 1-year period

0.28%

30.50%

-30.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.35%

39.04%

-38.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.46%

45.04%

-44.58%

TFLO vs. XES - Expense Ratio Comparison

TFLO has a 0.15% expense ratio, which is lower than XES's 0.35% expense ratio.


Dividends

TFLO vs. XES - Dividend Comparison

TFLO's dividend yield for the trailing twelve months is around 3.90%, more than XES's 1.12% yield.


PositionTTM20252024202320222021202020192018201720162015
TFLO
iShares Treasury Floating Rate Bond ETF
3.90%4.16%5.21%4.88%1.68%0.00%0.36%2.08%1.65%0.86%0.31%0.15%
XES
SPDR S&P Oil & Gas Equipment & Services ETF
1.12%1.69%1.31%0.66%0.36%1.81%1.33%1.43%1.14%1.68%0.64%2.47%

Frequently Asked Questions


TFLO and XES have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XES has higher volatility (8.22%) compared to TFLO (0.07%). In terms of maximum drawdown, TFLO dropped -5.01% vs XES's -95.65%.

On 10-year performance, TFLO leads with 2.37% vs -2.47% for XES. On fees, TFLO is cheaper at 0.15% per year. On volatility, TFLO has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TFLO has performed better with a 2.37% return vs -2.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TFLO is cheaper with a 0.15% expense ratio, compared with 0.35% for XES.

TFLO has the higher dividend yield at 3.90%, compared with 1.12% for XES.

TFLO is categorized as Government Bonds, while XES is Energy Equities. TFLO tracks Bloomberg U.S. Treasury Floating Rate Index, while XES tracks S&P Oil & Gas Equipment & Services Select Industry Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.15% for TFLO and 0.35% for XES.

TFLO currently has the higher Sharpe Ratio (14.09 vs 3.23), 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

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