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XES vs. RNWZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XES vs. RNWZ - 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 TrueShares Eagle Global Renewable Energy Income ETF (RNWZ). The values are adjusted to include any dividend payments, if applicable.

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XES vs. RNWZ - Yearly Performance Comparison


2026 (YTD)2025202420232022
XES
SPDR S&P Oil & Gas Equipment & Services ETF
39.21%5.89%-5.44%6.68%14.51%
RNWZ
TrueShares Eagle Global Renewable Energy Income ETF
16.02%36.33%-7.36%-3.89%-0.19%

Returns By Period

In the year-to-date period, XES achieves a 39.21% return, which is significantly higher than RNWZ's 16.02% return.


XES

1D
-2.19%
1M
0.77%
YTD
39.21%
6M
55.34%
1Y
59.95%
3Y*
16.36%
5Y*
16.76%
10Y*
-2.56%

RNWZ

1D
2.24%
1M
0.71%
YTD
16.02%
6M
25.57%
1Y
47.86%
3Y*
12.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XES vs. RNWZ - Expense Ratio Comparison

XES has a 0.35% expense ratio, which is lower than RNWZ's 0.75% expense ratio.


Return for Risk

XES vs. RNWZ — Risk / Return Rank

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

XES
XES Risk / Return Rank: 7474
Overall Rank
XES Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XES Sortino Ratio Rank: 7575
Sortino Ratio Rank
XES Omega Ratio Rank: 7474
Omega Ratio Rank
XES Calmar Ratio Rank: 7979
Calmar Ratio Rank
XES Martin Ratio Rank: 6464
Martin Ratio Rank

RNWZ
RNWZ Risk / Return Rank: 9797
Overall Rank
RNWZ Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RNWZ Sortino Ratio Rank: 9797
Sortino Ratio Rank
RNWZ Omega Ratio Rank: 9797
Omega Ratio Rank
RNWZ Calmar Ratio Rank: 9797
Calmar Ratio Rank
RNWZ Martin Ratio Rank: 9797
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.

XES vs. RNWZ - 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 TrueShares Eagle Global Renewable Energy Income ETF (RNWZ). 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.


XESRNWZDifference

Sharpe ratio

Return per unit of total volatility

1.50

2.85

-1.35

Sortino ratio

Return per unit of downside risk

1.97

3.65

-1.68

Omega ratio

Gain probability vs. loss probability

1.29

1.54

-0.25

Calmar ratio

Return relative to maximum drawdown

2.26

4.79

-2.53

Martin ratio

Return relative to average drawdown

6.81

19.98

-13.17

XES vs. RNWZ - Sharpe Ratio Comparison

The current XES Sharpe Ratio is 1.50, which is lower than the RNWZ Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of XES and RNWZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XESRNWZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

2.85

-1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.65

-0.73

Correlation

The correlation between XES and RNWZ is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XES vs. RNWZ - Dividend Comparison

XES's dividend yield for the trailing twelve months is around 1.22%, less than RNWZ's 1.93% yield.


TTM20252024202320222021202020192018201720162015
XES
SPDR S&P Oil & Gas Equipment & Services ETF
1.22%1.69%1.31%0.66%0.36%1.81%1.33%1.43%1.14%1.68%0.64%2.47%
RNWZ
TrueShares Eagle Global Renewable Energy Income ETF
1.93%2.12%2.36%3.87%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XES vs. RNWZ - Drawdown Comparison

The maximum XES drawdown since its inception was -95.65%, which is greater than RNWZ's maximum drawdown of -24.90%. Use the drawdown chart below to compare losses from any high point for XES and RNWZ.


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Drawdown Indicators


XESRNWZDifference

Max Drawdown

Largest peak-to-trough decline

-95.65%

-24.90%

-70.75%

Max Drawdown (1Y)

Largest decline over 1 year

-27.52%

-9.98%

-17.54%

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

-73.12%

0.00%

-73.12%

Average Drawdown

Average peak-to-trough decline

-54.22%

-7.44%

-46.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.15%

2.40%

+6.75%

Volatility

XES vs. RNWZ - Volatility Comparison

SPDR S&P Oil & Gas Equipment & Services ETF (XES) has a higher volatility of 7.93% compared to TrueShares Eagle Global Renewable Energy Income ETF (RNWZ) at 6.69%. This indicates that XES's price experiences larger fluctuations and is considered to be riskier than RNWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XESRNWZDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.93%

6.69%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

22.22%

10.83%

+11.39%

Volatility (1Y)

Calculated over the trailing 1-year period

40.10%

16.85%

+23.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.83%

16.88%

+22.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.19%

16.88%

+28.31%