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USD=X vs. XLE
Performance
Return for Risk
Drawdowns
Volatility

USD=X vs. XLE

Last updated Jun 9, 2026

USD=X (USD Cash) is a currency, while XLE (State Street Energy Select Sector SPDR ETF) is Energy Equities fund tracking the Energy Select Sector Index. Over the past 10 years, USD=X returned 0.00%/yr vs 10.02%/yr for XLE.

Performance

USD=X vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) 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

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

XLE

1D
1.14%
1M
4.72%
YTD
31.32%
6M
30.37%
1Y
44.35%
3Y*
16.51%
5Y*
20.33%
10Y*
10.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. XLE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLE
State Street Energy Select Sector SPDR ETF		31.32%7.88%5.56%-0.63%64.32%53.28%-32.67%11.74%-18.22%-0.89%

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USD Cash

State Street Energy Select Sector SPDR ETF

Often compared with USD=X:
USD=X vs. UUPUSD=X vs. EUR=XUSD=X vs. XRP-USDUSD=X vs. BTC-USDUSD=X vs. QQQUSD=X vs. TSLAUSD=X vs. USDX
Often compared with XLE:
XLE vs. VDEXLE vs. USOXLE vs. XOPXLE vs. XLUXLE vs. XLKXLE vs. IXCXLE vs. FENY

Return for Risk

USD=X vs. XLE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
USD=X
XLE
XLE Risk / Return Rank: 7070
Overall Rank
XLE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 6868
Sortino Ratio Rank
XLE Omega Ratio Rank: 6565
Omega Ratio Rank
XLE Calmar Ratio Rank: 7979
Calmar Ratio Rank
XLE Martin Ratio Rank: 6464
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.

USD=X vs. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. XLE - Sharpe Ratio Comparison

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Sharpe Ratios by Period

USD=XXLEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

2.18

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.79

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.34

—

Sharpe Ratio (All Time)

Calculated using the full available price history

—

0.31

—

Drawdowns

USD=X vs. XLE - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for USD=X and XLE.

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Drawdown Indicators

USD=XXLEDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-71.26%

+71.26%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-12.05%

+12.05%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-20.14%

+20.14%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-26.04%

+26.04%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-66.81%

+66.81%

Current Drawdown

Current decline from peak

0.00%

-6.76%

+6.76%

Average Drawdown

Average peak-to-trough decline

0.00%

-17.98%

+17.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

4.20%

-4.20%

Volatility

USD=X vs. XLE - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while State Street Energy Select Sector SPDR ETF (XLE) has a volatility of 7.07%. This indicates that USD=X 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

USD=XXLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

7.07%

-7.07%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

16.58%

-16.58%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

20.48%

-20.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

26.03%

-26.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

29.58%

-29.58%

Frequently Asked Questions

XLE has higher volatility (7.07%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs XLE's -71.26%.

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