XLE vs. COP
Compare and contrast key facts about State Street Energy Select Sector SPDR ETF (XLE) and ConocoPhillips Company (COP).
XLE is a passively managed fund by State Street that tracks the performance of the Energy Select Sector Index. It was launched on Dec 16, 1998.
Performance
XLE vs. COP - Performance Comparison
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XLE vs. COP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLE State Street Energy Select Sector SPDR ETF | 32.76% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | -32.67% | 11.74% | -18.22% | -0.89% |
COP ConocoPhillips Company | 38.21% | -2.34% | -12.02% | 1.98% | 71.69% | 86.60% | -36.04% | 6.63% | 15.63% | 11.95% |
Returns By Period
In the year-to-date period, XLE achieves a 32.76% return, which is significantly lower than COP's 38.21% return. Over the past 10 years, XLE has underperformed COP with an annualized return of 11.23%, while COP has yielded a comparatively higher 15.95% annualized return.
XLE
- 1D
- -3.74%
- 1M
- 4.06%
- YTD
- 32.76%
- 6M
- 34.01%
- 1Y
- 29.50%
- 3Y*
- 16.22%
- 5Y*
- 23.05%
- 10Y*
- 11.23%
COP
- 1D
- -2.74%
- 1M
- 8.58%
- YTD
- 38.21%
- 6M
- 36.79%
- 1Y
- 25.99%
- 3Y*
- 12.53%
- 5Y*
- 23.27%
- 10Y*
- 15.95%
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Return for Risk
XLE vs. COP — Risk / Return Rank
XLE
COP
XLE vs. COP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Energy Select Sector SPDR ETF (XLE) and ConocoPhillips Company (COP). 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 | COP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.76 | +0.42 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.19 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.16 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.20 | +0.41 |
Martin ratioReturn relative to average drawdown | 4.23 | 2.31 | +1.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XLE | COP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.76 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.71 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.42 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.23 | +0.08 |
Correlation
The correlation between XLE and COP is 0.84, 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.
Dividends
XLE vs. COP - Dividend Comparison
XLE's dividend yield for the trailing twelve months is around 2.53%, which matches COP's 2.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLE State Street Energy Select Sector SPDR ETF | 2.53% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
COP ConocoPhillips Company | 2.52% | 3.40% | 3.35% | 3.37% | 4.23% | 2.70% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% |
Drawdowns
XLE vs. COP - Drawdown Comparison
The maximum XLE drawdown since its inception was -71.26%, smaller than the maximum COP drawdown of -84.55%. Use the drawdown chart below to compare losses from any high point for XLE and COP.
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Drawdown Indicators
| XLE | COP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.26% | -84.55% | +13.29% |
Max Drawdown (1Y)Largest decline over 1 year | -18.79% | -22.09% | +3.30% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -36.19% | +10.15% |
Max Drawdown (10Y)Largest decline over 10 years | -66.81% | -70.66% | +3.85% |
Current DrawdownCurrent decline from peak | -5.74% | -4.05% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -18.05% | -25.55% | +7.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.15% | 11.46% | -4.31% |
Volatility
XLE vs. COP - Volatility Comparison
The current volatility for State Street Energy Select Sector SPDR ETF (XLE) is 6.45%, while ConocoPhillips Company (COP) has a volatility of 7.58%. This indicates that XLE experiences smaller price fluctuations and is considered to be less risky than COP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLE | COP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.45% | 7.58% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 14.46% | 20.72% | -6.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.21% | 34.42% | -9.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.09% | 32.79% | -6.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.50% | 37.68% | -8.18% |