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XLE vs. IXC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


XLEIXC
YTD Return13.51%10.61%
1Y Return13.30%12.92%
3Y Return (Ann)30.17%25.78%
5Y Return (Ann)12.42%9.90%
10Y Return (Ann)4.11%3.48%
Sharpe Ratio0.620.66
Daily Std Dev19.25%17.91%
Max Drawdown-71.54%-67.88%
Current Drawdown-3.75%-3.35%

Correlation

-0.50.00.51.00.9

The correlation between XLE and IXC is 0.93, 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.

Performance

XLE vs. IXC - Performance Comparison

In the year-to-date period, XLE achieves a 13.51% return, which is significantly higher than IXC's 10.61% return. Over the past 10 years, XLE has outperformed IXC with an annualized return of 4.11%, while IXC has yielded a comparatively lower 3.48% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%NovemberDecember2024FebruaryMarchApril
5.43%
4.91%
XLE
IXC

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Energy Select Sector SPDR Fund

iShares Global Energy ETF

XLE vs. IXC - Expense Ratio Comparison

XLE has a 0.13% expense ratio, which is lower than IXC's 0.46% expense ratio.

IXC
iShares Global Energy ETF
0.50%1.00%1.50%2.00%0.46%
0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

XLE vs. IXC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Energy Select Sector SPDR Fund (XLE) and iShares Global Energy ETF (IXC). 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
Sharpe ratio
The chart of Sharpe ratio for XLE, currently valued at 0.62, compared to the broader market0.002.004.000.62
Sortino ratio
The chart of Sortino ratio for XLE, currently valued at 0.99, compared to the broader market-2.000.002.004.006.008.0010.000.99
Omega ratio
The chart of Omega ratio for XLE, currently valued at 1.12, compared to the broader market1.001.502.002.501.12
Calmar ratio
The chart of Calmar ratio for XLE, currently valued at 0.71, compared to the broader market0.002.004.006.008.0010.0012.000.71
Martin ratio
The chart of Martin ratio for XLE, currently valued at 1.82, compared to the broader market0.0020.0040.0060.0080.001.82
IXC
Sharpe ratio
The chart of Sharpe ratio for IXC, currently valued at 0.66, compared to the broader market0.002.004.000.66
Sortino ratio
The chart of Sortino ratio for IXC, currently valued at 1.02, compared to the broader market-2.000.002.004.006.008.0010.001.03
Omega ratio
The chart of Omega ratio for IXC, currently valued at 1.12, compared to the broader market1.001.502.002.501.12
Calmar ratio
The chart of Calmar ratio for IXC, currently valued at 0.86, compared to the broader market0.002.004.006.008.0010.0012.000.86
Martin ratio
The chart of Martin ratio for IXC, currently valued at 2.30, compared to the broader market0.0020.0040.0060.0080.002.30

XLE vs. IXC - Sharpe Ratio Comparison

The current XLE Sharpe Ratio is 0.62, which roughly equals the IXC Sharpe Ratio of 0.66. The chart below compares the 12-month rolling Sharpe Ratio of XLE and IXC.


Rolling 12-month Sharpe Ratio0.000.501.00NovemberDecember2024FebruaryMarchApril
0.62
0.66
XLE
IXC

Dividends

XLE vs. IXC - Dividend Comparison

XLE's dividend yield for the trailing twelve months is around 3.09%, which matches IXC's 3.12% yield.


TTM20232022202120202019201820172016201520142013
XLE
Energy Select Sector SPDR Fund
3.09%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%1.73%
IXC
iShares Global Energy ETF
3.12%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%3.02%2.48%

Drawdowns

XLE vs. IXC - Drawdown Comparison

The maximum XLE drawdown since its inception was -71.54%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for XLE and IXC. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.75%
-3.35%
XLE
IXC

Volatility

XLE vs. IXC - Volatility Comparison

Energy Select Sector SPDR Fund (XLE) has a higher volatility of 3.77% compared to iShares Global Energy ETF (IXC) at 3.46%. This indicates that XLE's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
3.77%
3.46%
XLE
IXC