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

Key characteristics


XLEXLU
YTD Return13.51%-0.07%
1Y Return13.30%-6.27%
3Y Return (Ann)30.17%0.85%
5Y Return (Ann)12.42%5.17%
10Y Return (Ann)4.11%7.54%
Sharpe Ratio0.62-0.34
Daily Std Dev19.25%16.93%
Max Drawdown-71.54%-52.27%
Current Drawdown-3.75%-15.01%

Correlation

-0.50.00.51.00.4

The correlation between XLE and XLU is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

XLE vs. XLU - Performance Comparison

In the year-to-date period, XLE achieves a 13.51% return, which is significantly higher than XLU's -0.07% return. Over the past 10 years, XLE has underperformed XLU with an annualized return of 4.11%, while XLU has yielded a comparatively higher 7.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%NovemberDecember2024FebruaryMarchApril
5.43%
6.92%
XLE
XLU

Compare stocks, funds, or ETFs

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


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%.

XLE
Energy Select Sector SPDR Fund
0.50%1.00%1.50%2.00%0.13%
0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

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.


XLE
Sharpe ratio
The chart of Sharpe ratio for XLE, currently valued at 0.62, compared to the broader market-1.000.001.002.003.004.005.000.62
Sortino ratio
The chart of Sortino ratio for XLE, currently valued at 0.99, compared to the broader market-2.000.002.004.006.008.0010.000.99
Omega ratio
The chart of Omega ratio for XLE, currently valued at 1.12, compared to the broader market1.001.502.002.501.12
Calmar ratio
The chart of Calmar ratio for XLE, currently valued at 0.71, compared to the broader market0.002.004.006.008.0010.0012.000.71
Martin ratio
The chart of Martin ratio for XLE, currently valued at 1.82, compared to the broader market0.0020.0040.0060.0080.001.82
XLU
Sharpe ratio
The chart of Sharpe ratio for XLU, currently valued at -0.34, compared to the broader market-1.000.001.002.003.004.005.00-0.34
Sortino ratio
The chart of Sortino ratio for XLU, currently valued at -0.36, compared to the broader market-2.000.002.004.006.008.0010.00-0.36
Omega ratio
The chart of Omega ratio for XLU, currently valued at 0.96, compared to the broader market1.001.502.002.500.96
Calmar ratio
The chart of Calmar ratio for XLU, currently valued at -0.23, compared to the broader market0.002.004.006.008.0010.0012.00-0.23
Martin ratio
The chart of Martin ratio for XLU, currently valued at -0.68, compared to the broader market0.0020.0040.0060.0080.00-0.68

XLE vs. XLU - Sharpe Ratio Comparison

The current XLE Sharpe Ratio is 0.62, which is higher than the XLU Sharpe Ratio of -0.34. The chart below compares the 12-month rolling Sharpe Ratio of XLE and XLU.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2024FebruaryMarchApril
0.62
-0.34
XLE
XLU

Dividends

XLE vs. XLU - Dividend Comparison

XLE's dividend yield for the trailing twelve months is around 3.09%, less than XLU's 3.46% yield.


TTM20232022202120202019201820172016201520142013
XLE
Energy Select Sector SPDR Fund
3.09%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%1.73%
XLU
Utilities Select Sector SPDR Fund
3.46%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.41%3.67%3.19%3.86%

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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.75%
-15.01%
XLE
XLU

Volatility

XLE vs. XLU - Volatility Comparison

The current volatility for Energy Select Sector SPDR Fund (XLE) is 3.77%, while Utilities Select Sector SPDR Fund (XLU) has a volatility of 4.38%. This indicates that XLE experiences smaller price fluctuations and is considered to be less risky than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2024FebruaryMarchApril
3.77%
4.38%
XLE
XLU