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XLE vs. GXPE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLE vs. GXPE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Energy Select Sector SPDR ETF (XLE) and Global X PureCap MSCI Energy ETF (GXPE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XLE having a 32.26% return and GXPE slightly lower at 30.84%.


XLE

1D
0.07%
1M
-1.18%
YTD
32.26%
6M
29.34%
1Y
47.98%
3Y*
17.74%
5Y*
20.45%
10Y*
9.99%

GXPE

1D
-0.26%
1M
-1.57%
YTD
30.84%
6M
28.66%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLE vs. GXPE - Yearly Performance Comparison


Correlation

The correlation between XLE and GXPE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 24, 2025

0.99

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Return for Risk

XLE vs. GXPE — Risk / Return Rank

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

XLE
XLE Risk / Return Rank: 7070
Overall Rank
XLE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 6767
Sortino Ratio Rank
XLE Omega Ratio Rank: 6464
Omega Ratio Rank
XLE Calmar Ratio Rank: 7979
Calmar Ratio Rank
XLE Martin Ratio Rank: 6565
Martin Ratio Rank

GXPE
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.

XLE vs. GXPE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Energy Select Sector SPDR ETF (XLE) and Global X PureCap MSCI Energy ETF (GXPE). 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.


XLEGXPEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

4.00

Martin ratioReturn relative to average drawdown

11.60

XLE vs. GXPE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XLEGXPEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

2.15

-1.84

Drawdowns

XLE vs. GXPE - Drawdown Comparison

The maximum XLE drawdown since its inception was -71.26%, which is greater than GXPE's maximum drawdown of -12.37%. Use the drawdown chart below to compare losses from any high point for XLE and GXPE.


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Drawdown Indicators


XLEGXPEDifference

Max Drawdown

Largest peak-to-trough decline

-71.26%

-12.37%

-58.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.05%

Max Drawdown (3Y)

Largest decline over 3 years

-20.14%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

Max Drawdown (10Y)

Largest decline over 10 years

-66.81%

Current Drawdown

Current decline from peak

-6.09%

-7.12%

+1.03%

Average Drawdown

Average peak-to-trough decline

-17.98%

-3.23%

-14.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

Volatility

XLE vs. GXPE - Volatility Comparison


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Volatility by Period


XLEGXPEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.25%

Volatility (6M)

Calculated over the trailing 6-month period

16.51%

Volatility (1Y)

Calculated over the trailing 1-year period

20.50%

20.38%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.01%

20.38%

+5.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.58%

20.38%

+9.20%

XLE vs. GXPE - Expense Ratio Comparison

XLE has a 0.08% expense ratio, which is lower than GXPE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XLE vs. GXPE - Dividend Comparison

XLE's dividend yield for the trailing twelve months is around 2.54%, more than GXPE's 0.92% yield.


PositionTTM20252024202320222021202020192018201720162015
GXPE
Global X PureCap MSCI Energy ETF
0.92%1.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLE
State Street Energy Select Sector SPDR ETF
2.54%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


With a correlation of 0.99, XLE and GXPE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XLE is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLE is cheaper with a 0.08% expense ratio, compared with 0.15% for GXPE.

XLE has the higher dividend yield at 2.54%, compared with 0.92% for GXPE.

XLE tracks Energy Select Sector Index, while GXPE tracks MSCI USA Energy PureCap Index. They also come from different issuers: State Street and Global X. Their fees differ too: 0.08% for XLE and 0.15% for GXPE.

Portfolio Optimizer

Find the right allocation for XLE and GXPE

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