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VTG vs. XES
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTG vs. XES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Treasury ETF (VTG) 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, VTG achieves a 0.11% return, which is significantly lower than XES's 39.22% return.


VTG

1D
0.09%
1M
0.64%
YTD
0.11%
6M
0.26%
1Y
3Y*
5Y*
10Y*

XES

1D
-1.07%
1M
-12.19%
YTD
39.22%
6M
40.00%
1Y
79.49%
3Y*
17.82%
5Y*
12.58%
10Y*
-3.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTG vs. XES - Yearly Performance Comparison


Correlation

The correlation between VTG and XES is -0.13, 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 (All Time)
Calculated using the full available price history since Jul 9, 2025

-0.13

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Return for Risk

VTG vs. XES — Risk / Return Rank

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

VTG

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


XES
XES Risk / Return Rank: 8282
Overall Rank
XES Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XES Sortino Ratio Rank: 7777
Sortino Ratio Rank
XES Omega Ratio Rank: 7171
Omega Ratio Rank
XES Calmar Ratio Rank: 9090
Calmar Ratio Rank
XES Martin Ratio Rank: 8989
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.

VTG vs. XES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Treasury ETF (VTG) 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.

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.


VTGXESDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

5.32

Martin ratioReturn relative to average drawdown

18.76

VTG vs. XES - Sharpe Ratio Comparison


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Drawdowns

VTG vs. XES - Drawdown Comparison

The maximum VTG drawdown since its inception was -2.89%, smaller than the maximum XES drawdown of -95.65%. Use the drawdown chart below to compare losses from any high point for VTG and XES.


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Drawdown Indicators


VTGXESDifference

Max Drawdown

Largest peak-to-trough decline

-2.89%

-95.65%

+92.76%

Max Drawdown (1Y)

Largest decline over 1 year

-15.03%

Max Drawdown (3Y)

Largest decline over 3 years

-45.95%

Max Drawdown (5Y)

Largest decline over 5 years

-45.95%

Max Drawdown (10Y)

Largest decline over 10 years

-91.23%

Current Drawdown

Current decline from peak

-1.68%

-73.11%

+71.43%

Average Drawdown

Average peak-to-trough decline

-0.79%

-54.40%

+53.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.25%

Volatility

VTG vs. XES - Volatility Comparison


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Volatility by Period


VTGXESDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.30%

Volatility (6M)

Calculated over the trailing 6-month period

20.80%

Volatility (1Y)

Calculated over the trailing 1-year period

3.52%

31.19%

-27.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.52%

39.02%

-35.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.52%

44.96%

-41.44%

VTG vs. XES - Expense Ratio Comparison

VTG has a 0.03% expense ratio, which is lower than XES's 0.35% expense ratio.


Dividends

VTG vs. XES - Dividend Comparison

VTG's dividend yield for the trailing twelve months is around 3.20%, more than XES's 1.15% yield.


PositionTTM20252024202320222021202020192018201720162015
VTG
Vanguard Total Treasury ETF
3.20%1.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XES
SPDR S&P Oil & Gas Equipment & Services ETF
1.15%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


VTG and XES have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VTG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTG is cheaper with a 0.03% expense ratio, compared with 0.35% for XES.

VTG has the higher dividend yield at 3.20%, compared with 1.15% for XES.

VTG is categorized as Intermediate Core Bond, while XES is Energy Equities. VTG tracks Bloomberg U.S. Treasury Total Return Unhedged USD Index, while XES tracks S&P Oil & Gas Equipment & Services Select Industry Index. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.03% for VTG and 0.35% for XES.

Portfolio Optimizer

Find the right allocation for VTG and XES

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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