XLE vs. FUND
XLE (State Street Energy Select Sector SPDR ETF) is Energy Equities fund tracking the Energy Select Sector Index, while FUND (Sprott Focus Trust, Inc.) is a stock. Over the past 10 years, XLE returned 9.91%/yr vs 13.14%/yr for FUND. At a 0.44 correlation, their price movements are largely independent.
Performance
XLE vs. FUND - Performance Comparison
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Returns By Period
In the year-to-date period, XLE achieves a 29.56% return, which is significantly higher than FUND's 19.89% return. Over the past 10 years, XLE has underperformed FUND with an annualized return of 9.91%, while FUND has yielded a comparatively higher 13.14% annualized return.
XLE
- 1D
- 0.75%
- 1M
- -0.90%
- YTD
- 29.56%
- 6M
- 28.37%
- 1Y
- 34.84%
- 3Y*
- 16.18%
- 5Y*
- 20.12%
- 10Y*
- 9.91%
FUND
- 1D
- 0.52%
- 1M
- -0.93%
- YTD
- 19.89%
- 6M
- 21.14%
- 1Y
- 45.55%
- 3Y*
- 16.40%
- 5Y*
- 10.39%
- 10Y*
- 13.14%
XLE vs. FUND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLE State Street Energy Select Sector SPDR ETF | 29.56% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | -32.67% | 11.74% | -18.22% | -0.89% |
FUND Sprott Focus Trust, Inc. | 19.89% | 27.57% | -1.08% | 6.94% | -1.16% | 36.20% | 2.44% | 36.27% | -19.56% | 22.23% |
Correlation
The correlation between XLE and FUND is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.44 |
Over the past year, the correlation between XLE and FUND has dropped to 0.19 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
XLE vs. FUND — Risk / Return Rank
XLE
FUND
XLE vs. FUND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Energy Select Sector SPDR ETF (XLE) and Sprott Focus Trust, Inc. (FUND). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XLE | FUND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.48 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 4.41 | -1.31 |
| Martin ratioReturn relative to average drawdown | 8.63 | 20.19 | -11.56 |
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Drawdowns
XLE vs. FUND - Drawdown Comparison
The maximum XLE drawdown since its inception was -71.26%, which is greater than FUND's maximum drawdown of -65.37%. Use the drawdown chart below to compare losses from any high point for XLE and FUND.
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Drawdown Indicators
| XLE | FUND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.26% | -65.37% | -5.89% |
Max Drawdown (1Y)Largest decline over 1 year | -12.05% | -10.32% | -1.73% |
Max Drawdown (3Y)Largest decline over 3 years | -20.14% | -18.25% | -1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -24.67% | -1.37% |
Max Drawdown (10Y)Largest decline over 10 years | -66.81% | -43.32% | -23.49% |
Current DrawdownCurrent decline from peak | -8.01% | -1.93% | -6.08% |
Average DrawdownAverage peak-to-trough decline | -17.97% | -12.33% | -5.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 2.25% | +2.07% |
Volatility
XLE vs. FUND - Volatility Comparison
State Street Energy Select Sector SPDR ETF (XLE) has a higher volatility of 7.26% compared to Sprott Focus Trust, Inc. (FUND) at 6.58%. This indicates that XLE's price experiences larger fluctuations and is considered to be riskier than FUND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLE | FUND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.26% | 6.58% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 16.79% | 12.66% | +4.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.57% | 15.82% | +4.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.05% | 18.77% | +7.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.58% | 19.74% | +9.84% |
Dividends
XLE vs. FUND - Dividend Comparison
XLE's dividend yield for the trailing twelve months is around 2.59%, less than FUND's 7.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUND Sprott Focus Trust, Inc. | 5.87% | 6.65% | 8.27% | 6.22% | 6.72% | 8.79% | 7.93% | 6.30% | 11.92% | 6.59% | 5.76% | 7.59% |
XLE State Street Energy Select Sector SPDR ETF | 2.59% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
Frequently Asked Questions
XLE and FUND have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLE has higher volatility (7.26%) compared to FUND (6.58%). In terms of maximum drawdown, XLE dropped -71.26% vs FUND's -65.37%.
FUND currently has the higher Sharpe Ratio (2.88 vs 1.82), 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.
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