XLE vs. MO
XLE (State Street Energy Select Sector SPDR ETF) is Energy Equities fund tracking the Energy Select Sector Index, while MO (Altria Group, Inc.) is a stock. Over the past 10 years, XLE returned 9.91%/yr vs 7.93%/yr for MO. At a 0.27 correlation, their price movements are largely independent.
Performance
XLE vs. MO - 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 MO's 26.86% return. Over the past 10 years, XLE has outperformed MO with an annualized return of 9.91%, while MO has yielded a comparatively lower 7.93% 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%
MO
- 1D
- 0.74%
- 1M
- -0.65%
- YTD
- 26.86%
- 6M
- 26.78%
- 1Y
- 28.74%
- 3Y*
- 25.73%
- 5Y*
- 16.36%
- 10Y*
- 7.93%
XLE vs. MO - 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% |
MO Altria Group, Inc. | 26.86% | 18.17% | 40.76% | -3.70% | 4.37% | 24.18% | -10.21% | 7.87% | -27.14% | 9.45% |
Correlation
The correlation between XLE and MO 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 | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.27 |
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Return for Risk
XLE vs. MO — Risk / Return Rank
XLE
MO
XLE vs. MO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Energy Select Sector SPDR ETF (XLE) and Altria Group, Inc. (MO). 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 | MO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.24 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 1.75 | +1.35 |
| Martin ratioReturn relative to average drawdown | 8.63 | 4.39 | +4.24 |
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Drawdowns
XLE vs. MO - Drawdown Comparison
The maximum XLE drawdown since its inception was -71.26%, which is greater than MO's maximum drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for XLE and MO.
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Drawdown Indicators
| XLE | MO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.26% | -65.43% | -5.83% |
Max Drawdown (1Y)Largest decline over 1 year | -12.05% | -16.40% | +4.35% |
Max Drawdown (3Y)Largest decline over 3 years | -20.14% | -16.40% | -3.74% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -25.83% | -0.21% |
Max Drawdown (10Y)Largest decline over 10 years | -66.81% | -53.69% | -13.12% |
Current DrawdownCurrent decline from peak | -8.01% | -3.50% | -4.51% |
Average DrawdownAverage peak-to-trough decline | -17.97% | -11.92% | -6.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 6.50% | -2.18% |
Volatility
XLE vs. MO - Volatility Comparison
State Street Energy Select Sector SPDR ETF (XLE) has a higher volatility of 7.26% compared to Altria Group, Inc. (MO) at 6.71%. This indicates that XLE's price experiences larger fluctuations and is considered to be riskier than MO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLE | MO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.26% | 6.71% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 16.79% | 17.60% | -0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.57% | 22.59% | -2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.05% | 20.68% | +5.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.58% | 22.97% | +6.61% |
Dividends
XLE vs. MO - Dividend Comparison
XLE's dividend yield for the trailing twelve months is around 2.59%, less than MO's 5.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MO Altria Group, Inc. | 5.84% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
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 MO 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 MO (6.71%). In terms of maximum drawdown, XLE dropped -71.26% vs MO's -65.43%.
XLE currently has the higher Sharpe Ratio (1.82 vs 1.27), 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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