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VDE vs. XLE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VDE and XLE is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

VDE vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Energy ETF (VDE) and Energy Select Sector SPDR Fund (XLE). The values are adjusted to include any dividend payments, if applicable.

260.00%280.00%300.00%320.00%340.00%360.00%380.00%December2025FebruaryMarchAprilMay
274.63%
308.11%
VDE
XLE

Key characteristics

Sharpe Ratio

VDE:

-0.40

XLE:

-0.40

Sortino Ratio

VDE:

-0.37

XLE:

-0.38

Omega Ratio

VDE:

0.95

XLE:

0.95

Calmar Ratio

VDE:

-0.47

XLE:

-0.50

Martin Ratio

VDE:

-1.30

XLE:

-1.36

Ulcer Index

VDE:

7.73%

XLE:

7.43%

Daily Std Dev

VDE:

25.30%

XLE:

25.07%

Max Drawdown

VDE:

-74.16%

XLE:

-71.54%

Current Drawdown

VDE:

-16.44%

XLE:

-15.84%

Returns By Period

In the year-to-date period, VDE achieves a -6.53% return, which is significantly lower than XLE's -5.23% return. Over the past 10 years, VDE has underperformed XLE with an annualized return of 3.37%, while XLE has yielded a comparatively higher 3.88% annualized return.


VDE

YTD

-6.53%

1M

3.72%

6M

-12.73%

1Y

-10.81%

5Y*

21.77%

10Y*

3.37%

XLE

YTD

-5.23%

1M

2.94%

6M

-12.51%

1Y

-10.74%

5Y*

20.70%

10Y*

3.88%

*Annualized

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VDE vs. XLE - Expense Ratio Comparison

VDE has a 0.10% expense ratio, which is lower than XLE's 0.13% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

VDE vs. XLE — Risk-Adjusted Performance Rank

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

VDE
The Risk-Adjusted Performance Rank of VDE is 55
Overall Rank
The Sharpe Ratio Rank of VDE is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of VDE is 88
Sortino Ratio Rank
The Omega Ratio Rank of VDE is 77
Omega Ratio Rank
The Calmar Ratio Rank of VDE is 22
Calmar Ratio Rank
The Martin Ratio Rank of VDE is 33
Martin Ratio Rank

XLE
The Risk-Adjusted Performance Rank of XLE is 55
Overall Rank
The Sharpe Ratio Rank of XLE is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of XLE is 88
Sortino Ratio Rank
The Omega Ratio Rank of XLE is 77
Omega Ratio Rank
The Calmar Ratio Rank of XLE is 22
Calmar Ratio Rank
The Martin Ratio Rank of XLE is 22
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VDE vs. XLE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy ETF (VDE) and Energy Select Sector SPDR Fund (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.


The current VDE Sharpe Ratio is -0.40, which is comparable to the XLE Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of VDE and XLE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00December2025FebruaryMarchAprilMay
-0.40
-0.40
VDE
XLE

Dividends

VDE vs. XLE - Dividend Comparison

VDE's dividend yield for the trailing twelve months is around 3.48%, less than XLE's 3.55% yield.


TTM20242023202220212020201920182017201620152014
VDE
Vanguard Energy ETF
3.48%3.23%3.34%3.65%4.13%4.76%3.59%3.35%2.90%2.31%3.17%1.98%
XLE
Energy Select Sector SPDR Fund
3.55%3.36%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%

Drawdowns

VDE vs. XLE - Drawdown Comparison

The maximum VDE drawdown since its inception was -74.16%, roughly equal to the maximum XLE drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for VDE and XLE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-16.44%
-15.84%
VDE
XLE

Volatility

VDE vs. XLE - Volatility Comparison

Vanguard Energy ETF (VDE) and Energy Select Sector SPDR Fund (XLE) have volatilities of 12.68% and 12.45%, 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.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
12.68%
12.45%
VDE
XLE