XEL vs. XLU
Compare and contrast key facts about Xcel Energy Inc. (XEL) and Utilities Select Sector SPDR Fund (XLU).
XLU is a passively managed fund by State Street that tracks the performance of the Utilities Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XEL or XLU.
Performance
XEL vs. XLU - Performance Comparison
Returns By Period
In the year-to-date period, XEL achieves a 16.34% return, which is significantly lower than XLU's 29.17% return. Over the past 10 years, XEL has outperformed XLU with an annualized return of 11.05%, while XLU has yielded a comparatively lower 9.30% annualized return.
XEL
16.34%
9.16%
27.10%
19.94%
5.70%
11.05%
XLU
29.17%
-2.45%
12.34%
32.56%
8.22%
9.30%
Key characteristics
| XEL | XLU | |
|---|---|---|
| Sharpe Ratio | 0.89 | 2.11 |
| Sortino Ratio | 1.29 | 2.88 |
| Omega Ratio | 1.19 | 1.36 |
| Calmar Ratio | 0.57 | 1.69 |
| Martin Ratio | 1.97 | 10.04 |
| Ulcer Index | 9.96% | 3.28% |
| Daily Std Dev | 22.04% | 15.62% |
| Max Drawdown | -80.64% | -52.27% |
| Current Drawdown | -2.48% | -2.76% |
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Correlation
The correlation between XEL and XLU is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
XEL vs. XLU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xcel Energy Inc. (XEL) and Utilities Select Sector SPDR Fund (XLU). 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.
Dividends
XEL vs. XLU - Dividend Comparison
XEL's dividend yield for the trailing twelve months is around 3.09%, more than XLU's 2.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XEL Xcel Energy Inc. | 3.09% | 3.36% | 2.78% | 2.71% | 2.58% | 2.55% | 3.09% | 2.99% | 3.34% | 3.56% | 3.34% | 3.97% |
XLU Utilities Select Sector SPDR Fund | 2.77% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
Drawdowns
XEL vs. XLU - Drawdown Comparison
The maximum XEL drawdown since its inception was -80.64%, which is greater than XLU's maximum drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for XEL and XLU. For additional features, visit the drawdowns tool.
Volatility
XEL vs. XLU - Volatility Comparison
Xcel Energy Inc. (XEL) has a higher volatility of 7.13% compared to Utilities Select Sector SPDR Fund (XLU) at 5.41%. This indicates that XEL's price experiences larger fluctuations and is considered to be riskier than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.