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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 29.95% return and GXPE slightly lower at 29.57%.


XLE

1D
-2.07%
1M
7.87%
6M
9.98%
YTD
29.95%
1Y
38.22%
3Y*
13.23%
5Y*
22.66%
10Y*
9.80%
ALL TIME*
8.71%

GXPE

1D
-1.97%
1M
8.26%
6M
9.54%
YTD
29.57%
1Y
37.19%
3Y*
5Y*
10Y*
ALL TIME*
34.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$32.44K$21.90K$22.76K
$1.81B$1.78B$1.93B

XLE vs. GXPE - Yearly Performance Comparison


Correlation

The correlation between XLE and GXPE is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.99

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2025

0.99

The correlation between XLE and GXPE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

XLE vs. GXPE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XLE
XLE Risk / Return Rank: 6161
Overall Rank
XLE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 6262
Sortino Ratio Rank
XLE Omega Ratio Rank: 5959
Omega Ratio Rank
XLE Calmar Ratio Rank: 6464
Calmar Ratio Rank
XLE Martin Ratio Rank: 5252
Martin Ratio Rank

GXPE
GXPE Risk / Return Rank: 5959
Overall Rank
GXPE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
GXPE Sortino Ratio Rank: 6262
Sortino Ratio Rank
GXPE Omega Ratio Rank: 5858
Omega Ratio Rank
GXPE Calmar Ratio Rank: 5959
Calmar Ratio Rank
GXPE Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.


XLEGXPEDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.30

1.29

0.00

Calmar ratioReturn relative to maximum drawdown

2.56

2.38

+0.19

Martin ratioReturn relative to average drawdown

6.80

6.26

+0.54

XLE vs. GXPE - Sharpe Ratio Comparison

The current XLE Sharpe Ratio is 1.82, which is comparable to the GXPE Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of XLE and GXPE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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 -15.73%. 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%

-15.73%

-55.53%

Max Drawdown (1Y)

Largest decline over 1 year

-14.98%

-15.73%

+0.75%

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

-7.73%

-8.02%

+0.29%

Average Drawdown

Average peak-to-trough decline

-17.93%

-4.31%

-13.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.64%

5.96%

-0.32%

Volatility

XLE vs. GXPE - Volatility Comparison

State Street Energy Select Sector SPDR ETF (XLE) and Global X PureCap MSCI Energy ETF (GXPE) have volatilities of 6.16% and 6.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLEGXPEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

6.04%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

16.48%

16.52%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

21.12%

20.84%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.76%

20.68%

+5.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.58%

20.68%

+8.90%

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 2.65%, more than GXPE's 2.15% yield.


PositionTTM20252024202320222021202020192018201720162015
GXPE
Global X PureCap MSCI Energy ETF
2.15%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
2.65%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.

XLE has higher volatility (6.16%) compared to GXPE (6.04%). In terms of maximum drawdown, XLE dropped -71.26% vs GXPE's -15.73%.

On 1-year performance, XLE leads with 38.22% vs 37.19% for GXPE. On fees, XLE is cheaper at 0.08% per year. On volatility, GXPE has been the lower-risk option at 6.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XLE has performed better with a 38.22% return vs 37.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

XLE has the higher dividend yield at 2.65%, compared with 2.15% 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.

XLE currently has the higher Sharpe Ratio (1.82 vs 1.79), 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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