XLE vs. BTC-USD
XLE (State Street Energy Select Sector SPDR ETF) is Energy Equities fund tracking the Energy Select Sector Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, XLE returned 10.02%/yr vs 59.68%/yr for BTC-USD. At a 0.03 correlation, their price movements are largely independent.
Performance
XLE vs. BTC-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XLE achieves a 31.32% return, which is significantly higher than BTC-USD's -28.54% return. Over the past 10 years, XLE has underperformed BTC-USD with an annualized return of 10.02%, while BTC-USD has yielded a comparatively higher 59.68% annualized return.
XLE
- 1D
- 1.14%
- 1M
- 4.72%
- YTD
- 31.32%
- 6M
- 30.37%
- 1Y
- 44.35%
- 3Y*
- 16.51%
- 5Y*
- 20.33%
- 10Y*
- 10.02%
BTC-USD
- 1D
- -1.22%
- 1M
- -22.47%
- YTD
- -28.54%
- 6M
- -31.02%
- 1Y
- -40.89%
- 3Y*
- 33.16%
- 5Y*
- 10.82%
- 10Y*
- 59.68%
XLE vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLE State Street Energy Select Sector SPDR ETF | 31.32% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | -32.67% | 11.74% | -18.22% | -0.89% |
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between XLE and BTC-USD is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.03 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XLE vs. BTC-USD — Risk / Return Rank
XLE
BTC-USD
XLE vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Energy Select Sector SPDR ETF (XLE) and Bitcoin (BTC-USD). 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.
| XLE | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.13 | ||
| Sortino ratioReturn per unit of downside risk | +4.16 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 0.86 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 3.70 | -0.80 | +4.50 |
| Martin ratioReturn relative to average drawdown | 10.59 | -1.42 | +12.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XLE | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | -0.95 | +3.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.20 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.87 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 1.13 | -0.82 |
Drawdowns
XLE vs. BTC-USD - Drawdown Comparison
The maximum XLE drawdown since its inception was -71.26%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for XLE and BTC-USD.
Loading charts...
Drawdown Indicators
| XLE | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.26% | -85.30% | +14.04% |
Max Drawdown (1Y)Largest decline over 1 year | -12.05% | -51.21% | +39.16% |
Max Drawdown (3Y)Largest decline over 3 years | -20.14% | -51.21% | +31.07% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -76.67% | +50.63% |
Max Drawdown (10Y)Largest decline over 10 years | -66.81% | -83.80% | +16.99% |
Current DrawdownCurrent decline from peak | -6.76% | -49.86% | +43.10% |
Average DrawdownAverage peak-to-trough decline | -17.98% | -42.32% | +24.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 34.46% | -30.26% |
Volatility
XLE vs. BTC-USD - Volatility Comparison
The current volatility for State Street Energy Select Sector SPDR ETF (XLE) is 7.07%, while Bitcoin (BTC-USD) has a volatility of 11.59%. This indicates that XLE experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XLE | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 11.59% | -4.52% |
Volatility (6M)Calculated over the trailing 6-month period | 16.58% | 34.53% | -17.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.48% | 35.67% | -15.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.03% | 44.95% | -18.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.58% | 56.71% | -27.13% |
Frequently Asked Questions
XLE and BTC-USD have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (11.59%) compared to XLE (7.07%). In terms of maximum drawdown, XLE dropped -71.26% vs BTC-USD's -85.30%.
XLE currently has the higher Sharpe Ratio (2.18 vs -0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for XLE and BTC-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer