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

Correlation

The correlation between XLE and XLU is 0.50, 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.


Performance

XLE vs. XLU - Performance Comparison

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

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Key characteristics

Sharpe Ratio

XLE:

-0.34

XLU:

0.94

Sortino Ratio

XLE:

-0.23

XLU:

1.42

Omega Ratio

XLE:

0.97

XLU:

1.18

Calmar Ratio

XLE:

-0.38

XLU:

1.64

Martin Ratio

XLE:

-0.97

XLU:

4.20

Ulcer Index

XLE:

7.80%

XLU:

4.10%

Daily Std Dev

XLE:

25.29%

XLU:

17.38%

Max Drawdown

XLE:

-71.54%

XLU:

-52.27%

Current Drawdown

XLE:

-14.69%

XLU:

-2.71%

Returns By Period

In the year-to-date period, XLE achieves a -3.94% return, which is significantly lower than XLU's 7.15% return. Over the past 10 years, XLE has underperformed XLU with an annualized return of 4.45%, while XLU has yielded a comparatively higher 9.63% annualized return.


XLE

YTD

-3.94%

1M

-1.59%

6M

-12.77%

1Y

-8.64%

3Y*

0.93%

5Y*

20.95%

10Y*

4.45%

XLU

YTD

7.15%

1M

2.34%

6M

-1.36%

1Y

16.19%

3Y*

5.49%

5Y*

9.55%

10Y*

9.63%

*Annualized

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Energy Select Sector SPDR Fund

Utilities Select Sector SPDR Fund

XLE vs. XLU - Expense Ratio Comparison

Both XLE and XLU have an expense ratio of 0.13%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

XLE vs. XLU — Risk-Adjusted Performance Rank

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

XLE
The Risk-Adjusted Performance Rank of XLE is 66
Overall Rank
The Sharpe Ratio Rank of XLE is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of XLE is 88
Sortino Ratio Rank
The Omega Ratio Rank of XLE is 88
Omega Ratio Rank
The Calmar Ratio Rank of XLE is 33
Calmar Ratio Rank
The Martin Ratio Rank of XLE is 55
Martin Ratio Rank

XLU
The Risk-Adjusted Performance Rank of XLU is 8080
Overall Rank
The Sharpe Ratio Rank of XLU is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of XLU is 7878
Sortino Ratio Rank
The Omega Ratio Rank of XLU is 7575
Omega Ratio Rank
The Calmar Ratio Rank of XLU is 9090
Calmar Ratio Rank
The Martin Ratio Rank of XLU is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XLE vs. XLU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Energy Select Sector SPDR Fund (XLE) and Utilities Select Sector SPDR Fund (XLU). 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.


The current XLE Sharpe Ratio is -0.34, which is lower than the XLU Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of XLE and XLU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

XLE vs. XLU - Dividend Comparison

XLE's dividend yield for the trailing twelve months is around 3.50%, more than XLU's 2.83% yield.


TTM20242023202220212020201920182017201620152014
XLE
Energy Select Sector SPDR Fund
3.50%3.36%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%
XLU
Utilities Select Sector SPDR Fund
2.83%2.96%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.42%3.67%3.19%

Drawdowns

XLE vs. XLU - Drawdown Comparison

The maximum XLE drawdown since its inception was -71.54%, which is greater than XLU's maximum drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for XLE and XLU.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

XLE vs. XLU - Volatility Comparison

Energy Select Sector SPDR Fund (XLE) has a higher volatility of 5.93% compared to Utilities Select Sector SPDR Fund (XLU) at 4.63%. This indicates that XLE's price experiences larger fluctuations and is considered to be riskier than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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