XLE vs. WTI
Compare and contrast key facts about State Street Energy Select Sector SPDR ETF (XLE) and W&T Offshore, Inc. (WTI).
XLE is a passively managed fund by State Street that tracks the performance of the Energy Select Sector Index. It was launched on Dec 16, 1998.
Performance
XLE vs. WTI - Performance Comparison
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XLE vs. WTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLE State Street Energy Select Sector SPDR ETF | 32.76% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | -32.67% | 11.74% | -18.22% | -0.89% |
WTI W&T Offshore, Inc. | 85.28% | 0.62% | -48.17% | -41.41% | 72.76% | 48.85% | -60.97% | 34.95% | 24.47% | 19.49% |
Returns By Period
In the year-to-date period, XLE achieves a 32.76% return, which is significantly lower than WTI's 85.28% return. Over the past 10 years, XLE has outperformed WTI with an annualized return of 11.23%, while WTI has yielded a comparatively lower 4.17% annualized return.
XLE
- 1D
- -3.74%
- 1M
- 4.06%
- YTD
- 32.76%
- 6M
- 34.01%
- 1Y
- 29.50%
- 3Y*
- 16.22%
- 5Y*
- 23.05%
- 10Y*
- 11.23%
WTI
- 1D
- -11.73%
- 1M
- 0.67%
- YTD
- 85.28%
- 6M
- 60.62%
- 1Y
- 110.60%
- 3Y*
- -14.64%
- 5Y*
- -3.63%
- 10Y*
- 4.17%
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Return for Risk
XLE vs. WTI — Risk / Return Rank
XLE
WTI
XLE vs. WTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Energy Select Sector SPDR ETF (XLE) and W&T Offshore, Inc. (WTI). 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 | WTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.42 | -0.25 |
Sortino ratioReturn per unit of downside risk | 1.56 | 2.20 | -0.63 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.27 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 2.45 | -0.84 |
Martin ratioReturn relative to average drawdown | 4.23 | 4.67 | -0.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XLE | WTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.42 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | -0.05 | +0.94 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.06 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | -0.10 | +0.41 |
Correlation
The correlation between XLE and WTI is 0.68, 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.
Dividends
XLE vs. WTI - Dividend Comparison
XLE's dividend yield for the trailing twelve months is around 2.53%, more than WTI's 1.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLE State Street Energy Select Sector SPDR ETF | 2.53% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
WTI W&T Offshore, Inc. | 1.33% | 2.45% | 2.41% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XLE vs. WTI - Drawdown Comparison
The maximum XLE drawdown since its inception was -71.26%, smaller than the maximum WTI drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for XLE and WTI.
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Drawdown Indicators
| XLE | WTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.26% | -97.59% | +26.33% |
Max Drawdown (1Y)Largest decline over 1 year | -18.79% | -40.17% | +21.38% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -87.31% | +61.27% |
Max Drawdown (10Y)Largest decline over 10 years | -66.81% | -88.92% | +22.11% |
Current DrawdownCurrent decline from peak | -5.74% | -93.00% | +87.26% |
Average DrawdownAverage peak-to-trough decline | -18.05% | -73.93% | +55.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.15% | 21.06% | -13.91% |
Volatility
XLE vs. WTI - Volatility Comparison
The current volatility for State Street Energy Select Sector SPDR ETF (XLE) is 6.45%, while W&T Offshore, Inc. (WTI) has a volatility of 36.76%. This indicates that XLE experiences smaller price fluctuations and is considered to be less risky than WTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLE | WTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.45% | 36.76% | -30.31% |
Volatility (6M)Calculated over the trailing 6-month period | 14.46% | 61.17% | -46.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.21% | 78.34% | -53.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.09% | 66.94% | -40.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.50% | 72.46% | -42.96% |