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XLE vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLE vs. USO - Performance Comparison

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

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Returns By Period

In the year-to-date period, XLE achieves a 25.06% return, which is significantly lower than USO's 75.26% return. Over the past 10 years, XLE has outperformed USO with an annualized return of 9.49%, while USO has yielded a comparatively lower 2.65% annualized return.


XLE

1D
-3.48%
1M
-6.54%
YTD
25.06%
6M
24.78%
1Y
30.16%
3Y*
14.85%
5Y*
19.05%
10Y*
9.49%

USO

1D
-3.36%
1M
-18.23%
YTD
75.26%
6M
78.54%
1Y
51.10%
3Y*
23.50%
5Y*
19.98%
10Y*
2.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLE vs. USO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLE
State Street Energy Select Sector SPDR ETF
25.06%7.88%5.56%-0.63%64.32%53.28%-32.67%11.74%-18.22%-0.89%
USO
United States Oil Fund LP
75.26%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%2.47%

Correlation

The correlation between XLE and USO is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2006

0.63

The correlation between XLE and USO has been stable across timeframes, ranging from 0.61 to 0.65 - a consistent structural relationship.

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Return for Risk

XLE vs. USO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XLE
XLE Risk / Return Rank: 4646
Overall Rank
XLE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 4343
Sortino Ratio Rank
XLE Omega Ratio Rank: 4141
Omega Ratio Rank
XLE Calmar Ratio Rank: 5656
Calmar Ratio Rank
XLE Martin Ratio Rank: 4646
Martin Ratio Rank

USO
USO Risk / Return Rank: 4040
Overall Rank
USO Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
USO Sortino Ratio Rank: 3737
Sortino Ratio Rank
USO Omega Ratio Rank: 3737
Omega Ratio Rank
USO Calmar Ratio Rank: 5555
Calmar Ratio Rank
USO Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XLE vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Energy Select Sector SPDR ETF (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.

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.


XLEUSODifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.24

1.23

+0.02

Calmar ratioReturn relative to maximum drawdown

2.51

2.47

+0.04

Martin ratioReturn relative to average drawdown

6.91

4.60

+2.31

XLE vs. USO - Sharpe Ratio Comparison

The current XLE Sharpe Ratio is 1.46, which is comparable to the USO Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of XLE and USO, 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. USO - Drawdown Comparison

The maximum XLE drawdown since its inception was -71.26%, 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.


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Drawdown Indicators


XLEUSODifference

Max Drawdown

Largest peak-to-trough decline

-71.26%

-98.19%

+26.93%

Max Drawdown (1Y)

Largest decline over 1 year

-12.05%

-20.76%

+8.71%

Max Drawdown (3Y)

Largest decline over 3 years

-20.14%

-26.05%

+5.91%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-36.23%

+10.19%

Max Drawdown (10Y)

Largest decline over 10 years

-66.81%

-86.75%

+19.94%

Current Drawdown

Current decline from peak

-11.21%

-87.10%

+75.89%

Average Drawdown

Average peak-to-trough decline

-17.97%

-75.30%

+57.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.38%

11.14%

-6.76%

Volatility

XLE vs. USO - Volatility Comparison

The current volatility for State Street Energy Select Sector SPDR ETF (XLE) is 8.02%, while United States Oil Fund LP (USO) has a volatility of 13.49%. 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.


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Volatility by Period


XLEUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.02%

13.49%

-5.47%

Volatility (6M)

Calculated over the trailing 6-month period

17.19%

39.12%

-21.93%

Volatility (1Y)

Calculated over the trailing 1-year period

20.86%

44.37%

-23.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.10%

36.24%

-10.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.61%

39.05%

-9.44%

XLE vs. USO - Expense Ratio Comparison

XLE has a 0.08% expense ratio, which is lower than USO's 0.86% expense ratio.


Dividends

XLE vs. USO - Dividend Comparison

XLE's dividend yield for the trailing twelve months is around 2.69%, while USO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
XLE
State Street Energy Select Sector SPDR ETF
2.69%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 USO have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (13.49%) compared to XLE (8.02%). In terms of maximum drawdown, XLE dropped -71.26% vs USO's -98.19%.

On 10-year performance, XLE leads with 9.49% vs 2.65% for USO. On fees, XLE is cheaper at 0.08% per year. On volatility, XLE has been the lower-risk option at 8.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XLE has performed better with a 9.49% return vs 2.65%. 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 0.86% for USO.

XLE has the higher dividend yield at 2.69%, compared with 0.00% for USO.

XLE is categorized as Energy Equities, while USO is Oil & Gas. XLE tracks Energy Select Sector Index, while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: State Street and USCF. Their fees differ too: 0.08% for XLE and 0.86% for USO.

XLE currently has the higher Sharpe Ratio (1.46 vs 1.16), 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.

Portfolio Optimizer

Find the right allocation for XLE and USO

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