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

Correlation

The correlation between XLE and USO is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

XLE vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Energy Select Sector SPDR Fund (XLE) and United States Oil Fund LP (USO). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
173.49%
-87.09%
XLE
USO

Key characteristics

Sharpe Ratio

XLE:

0.84

USO:

0.31

Sortino Ratio

XLE:

1.22

USO:

0.62

Omega Ratio

XLE:

1.15

USO:

1.07

Calmar Ratio

XLE:

1.12

USO:

0.09

Martin Ratio

XLE:

2.61

USO:

1.05

Ulcer Index

XLE:

5.72%

USO:

8.07%

Daily Std Dev

XLE:

17.87%

USO:

27.44%

Max Drawdown

XLE:

-71.54%

USO:

-98.19%

Current Drawdown

XLE:

-6.43%

USO:

-92.53%

Returns By Period

In the year-to-date period, XLE achieves a 11.23% return, which is significantly higher than USO's 5.39% return. Over the past 10 years, XLE has outperformed USO with an annualized return of 5.98%, while USO has yielded a comparatively lower -9.08% annualized return.


XLE

YTD

11.23%

1M

-2.91%

6M

2.80%

1Y

14.50%

5Y (annualized)

14.21%

10Y (annualized)

5.98%

USO

YTD

5.39%

1M

-3.95%

6M

-3.81%

1Y

5.58%

5Y (annualized)

-6.68%

10Y (annualized)

-9.08%

Compare stocks, funds, or ETFs

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


XLE vs. USO - Expense Ratio Comparison

XLE has a 0.13% expense ratio, which is lower than USO's 0.79% expense ratio.


USO
United States Oil Fund LP
Expense ratio chart for USO: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for XLE: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

XLE vs. USO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Energy Select Sector SPDR Fund (XLE) and United States Oil Fund LP (USO). 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.


Sharpe ratio
The chart of Sharpe ratio for XLE, currently valued at 0.84, compared to the broader market0.002.004.000.840.31
The chart of Sortino ratio for XLE, currently valued at 1.22, compared to the broader market-2.000.002.004.006.008.0010.0012.001.220.62
The chart of Omega ratio for XLE, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.07
The chart of Calmar ratio for XLE, currently valued at 1.12, compared to the broader market0.005.0010.0015.001.120.09
The chart of Martin ratio for XLE, currently valued at 2.61, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.611.05
XLE
USO

The current XLE Sharpe Ratio is 0.84, which is higher than the USO Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of XLE and USO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.84
0.31
XLE
USO

Dividends

XLE vs. USO - Dividend Comparison

XLE's dividend yield for the trailing twelve months is around 3.27%, while USO has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
XLE
Energy Select Sector SPDR Fund
3.27%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%1.73%
USO
United States Oil Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XLE vs. USO - Drawdown Comparison

The maximum XLE drawdown since its inception was -71.54%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for XLE and USO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.43%
-92.53%
XLE
USO

Volatility

XLE vs. USO - Volatility Comparison

The current volatility for Energy Select Sector SPDR Fund (XLE) is 4.57%, while United States Oil Fund LP (USO) has a volatility of 7.70%. This indicates that XLE experiences smaller price fluctuations and is considered to be less risky than USO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.57%
7.70%
XLE
USO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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