XES vs. TTE
Compare and contrast key facts about SPDR S&P Oil & Gas Equipment & Services ETF (XES) and TotalEnergies SE (TTE).
XES is a passively managed fund by State Street that tracks the performance of the S&P Oil & Gas Equipment & Services Select Industry Index. It was launched on Jun 19, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XES or TTE.
Key characteristics
| XES | TTE | |
|---|---|---|
| YTD Return | 0.03% | -5.64% |
| 1Y Return | 1.41% | -1.09% |
| 3Y Return (Ann) | 12.27% | 12.54% |
| 5Y Return (Ann) | 4.51% | 8.89% |
| 10Y Return (Ann) | -12.21% | 6.15% |
| Sharpe Ratio | 0.05 | -0.02 |
| Sortino Ratio | 0.27 | 0.10 |
| Omega Ratio | 1.03 | 1.01 |
| Calmar Ratio | 0.02 | -0.03 |
| Martin Ratio | 0.14 | -0.08 |
| Ulcer Index | 10.09% | 6.43% |
| Daily Std Dev | 29.68% | 19.79% |
| Max Drawdown | -95.65% | -59.76% |
| Current Drawdown | -80.71% | -15.74% |
Correlation
The correlation between XES and TTE is 0.66, 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
XES vs. TTE - Performance Comparison
In the year-to-date period, XES achieves a 0.03% return, which is significantly higher than TTE's -5.64% return. Over the past 10 years, XES has underperformed TTE with an annualized return of -12.21%, while TTE has yielded a comparatively higher 6.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
XES vs. TTE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Oil & Gas Equipment & Services ETF (XES) and TotalEnergies SE (TTE). 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
XES vs. TTE - Dividend Comparison
XES's dividend yield for the trailing twelve months is around 1.13%, less than TTE's 5.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XES SPDR S&P Oil & Gas Equipment & Services ETF | 1.13% | 0.66% | 0.36% | 1.81% | 1.33% | 1.43% | 1.15% | 1.68% | 0.64% | 2.47% | 1.60% | 0.63% |
TTE TotalEnergies SE | 5.48% | 4.67% | 6.21% | 6.10% | 8.97% | 3.64% | 4.75% | 4.29% | 4.47% | 5.06% | 5.21% | 4.31% |
Drawdowns
XES vs. TTE - Drawdown Comparison
The maximum XES drawdown since its inception was -95.65%, which is greater than TTE's maximum drawdown of -59.76%. Use the drawdown chart below to compare losses from any high point for XES and TTE. For additional features, visit the drawdowns tool.
Volatility
XES vs. TTE - Volatility Comparison
SPDR S&P Oil & Gas Equipment & Services ETF (XES) has a higher volatility of 11.17% compared to TotalEnergies SE (TTE) at 6.66%. This indicates that XES's price experiences larger fluctuations and is considered to be riskier than TTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.