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XES vs. LNGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XES vs. LNGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Oil & Gas Equipment & Services ETF (XES) and Global X U.S. Natural Gas ETF (LNGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XES achieves a 51.54% return, which is significantly higher than LNGX's 19.55% return.


XES

1D
2.58%
1M
-3.51%
YTD
51.54%
6M
51.49%
1Y
106.77%
3Y*
20.03%
5Y*
14.11%
10Y*
-2.41%

LNGX

1D
0.29%
1M
-6.07%
YTD
19.55%
6M
16.11%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XES vs. LNGX - Yearly Performance Comparison


Correlation

The correlation between XES and LNGX is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 30, 2025

0.54

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Return for Risk

XES vs. LNGX — Risk / Return Rank

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

XES
XES Risk / Return Rank: 9292
Overall Rank
XES Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XES Sortino Ratio Rank: 8989
Sortino Ratio Rank
XES Omega Ratio Rank: 8484
Omega Ratio Rank
XES Calmar Ratio Rank: 9797
Calmar Ratio Rank
XES Martin Ratio Rank: 9595
Martin Ratio Rank

LNGX
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.

XES vs. LNGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Oil & Gas Equipment & Services ETF (XES) and Global X U.S. Natural Gas ETF (LNGX). 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.


XESLNGXDifference

Sharpe ratio

Return per unit of total volatility

3.52

Sortino ratio

Return per unit of downside risk

4.12

Omega ratio

Gain probability vs. loss probability

1.51

Calmar ratio

Return relative to maximum drawdown

11.21

Martin ratio

Return relative to average drawdown

30.56

XES vs. LNGX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XESLNGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

2.03

-2.10

Drawdowns

XES vs. LNGX - Drawdown Comparison

The maximum XES drawdown since its inception was -95.65%, which is greater than LNGX's maximum drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for XES and LNGX.


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Drawdown Indicators


XESLNGXDifference

Max Drawdown

Largest peak-to-trough decline

-95.65%

-14.31%

-81.34%

Max Drawdown (1Y)

Largest decline over 1 year

-9.84%

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

-70.73%

-12.03%

-58.70%

Average Drawdown

Average peak-to-trough decline

-54.36%

-4.32%

-50.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

Volatility

XES vs. LNGX - Volatility Comparison


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Volatility by Period


XESLNGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.25%

Volatility (6M)

Calculated over the trailing 6-month period

20.51%

Volatility (1Y)

Calculated over the trailing 1-year period

30.52%

24.75%

+5.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.04%

24.75%

+14.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.05%

24.75%

+20.30%

XES vs. LNGX - Expense Ratio Comparison

XES has a 0.35% expense ratio, which is lower than LNGX's 0.45% expense ratio.


Dividends

XES vs. LNGX - Dividend Comparison

XES's dividend yield for the trailing twelve months is around 1.12%, more than LNGX's 0.22% yield.


PositionTTM20252024202320222021202020192018201720162015
LNGX
Global X U.S. Natural Gas ETF
0.22%0.27%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
1.12%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


XES and LNGX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XES is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XES is cheaper with a 0.35% expense ratio, compared with 0.45% for LNGX.

XES has the higher dividend yield at 1.12%, compared with 0.22% for LNGX.

XES tracks S&P Oil & Gas Equipment & Services Select Industry Index, while LNGX tracks Global X U.S. Natural Gas Index. They also come from different issuers: State Street and Global X. Their fees differ too: 0.35% for XES and 0.45% for LNGX.

Portfolio Optimizer

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