XLE vs. USD=X
XLE (State Street Energy Select Sector SPDR ETF) is Energy Equities fund tracking the Energy Select Sector Index, while USD=X (USD Cash) is a currency. Over the past 10 years, XLE returned 9.80%/yr vs 0.00%/yr for USD=X.
Performance
XLE vs. USD=X - Performance Comparison
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Returns By Period
XLE
- 1D
- 0.45%
- 1M
- 8.53%
- 6M
- 23.17%
- YTD
- 31.38%
- 1Y
- 39.01%
- 3Y*
- 14.81%
- 5Y*
- 23.06%
- 10Y*
- 9.80%
- ALL TIME*
- 8.77%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
- ALL TIME*
- 0.00%
XLE vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLE State Street Energy Select Sector SPDR ETF | 31.38% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | -32.67% | 11.74% | -18.22% | -0.89% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
XLE vs. USD=X — Risk / Return Rank
XLE
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XLE vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Energy Select Sector SPDR ETF (XLE) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.30 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.62 | — | — |
| Martin ratioReturn relative to average drawdown | 6.99 | — | — |
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Drawdowns
XLE vs. USD=X - Drawdown Comparison
The maximum XLE drawdown since its inception was -71.26%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XLE and USD=X.
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Drawdown Indicators
| XLE | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.26% | 0.00% | -71.26% |
Max Drawdown (1Y)Largest decline over 1 year | -14.98% | 0.00% | -14.98% |
Max Drawdown (3Y)Largest decline over 3 years | -20.14% | 0.00% | -20.14% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | 0.00% | -26.04% |
Max Drawdown (10Y)Largest decline over 10 years | -66.81% | 0.00% | -66.81% |
Current DrawdownCurrent decline from peak | -6.72% | 0.00% | -6.72% |
Average DrawdownAverage peak-to-trough decline | -17.95% | 0.00% | -17.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 0.00% | +5.60% |
Volatility
XLE vs. USD=X - Volatility Comparison
State Street Energy Select Sector SPDR ETF (XLE) has a higher volatility of 5.95% compared to USD Cash (USD=X) at 0.00%. This indicates that XLE's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLE | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.95% | 0.00% | +5.95% |
Volatility (6M)Calculated over the trailing 6-month period | 16.52% | 0.00% | +16.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.98% | 0.00% | +20.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.82% | 0.00% | +25.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.59% | 0.00% | +29.59% |
Frequently Asked Questions
XLE has higher volatility (5.95%) compared to USD=X (0.00%). In terms of maximum drawdown, XLE dropped -71.26% vs USD=X's 0.00%.
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