XLE vs. XOM
XLE (State Street Energy Select Sector SPDR ETF) is Energy Equities fund tracking the Energy Select Sector Index, while XOM (Exxon Mobil Corporation) is a stock. Over the past 10 years, XLE returned 10.52%/yr vs 10.67%/yr for XOM. Their correlation of 0.84 means they have usually moved in the same direction.
Performance
XLE vs. XOM - Performance Comparison
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Returns By Period
In the year-to-date period, XLE achieves a 35.03% return, which is significantly higher than XOM's 30.91% return. Both investments have delivered pretty close results over the past 10 years, with XLE having a 10.52% annualized return and XOM not far ahead at 10.67%.
XLE
- 1D
- 1.00%
- 1M
- 12.76%
- 6M
- 18.26%
- YTD
- 35.03%
- 1Y
- 40.82%
- 3Y*
- 14.62%
- 5Y*
- 23.67%
- 10Y*
- 10.52%
- ALL TIME*
- 8.87%
XOM
- 1D
- -0.97%
- 1M
- 14.06%
- 6M
- 11.41%
- YTD
- 30.91%
- 1Y
- 43.67%
- 3Y*
- 17.24%
- 5Y*
- 26.54%
- 10Y*
- 10.67%
- ALL TIME*
- 11.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.70B | $1.73B | $1.97B | |
| $2.16B | $2.15B | $2.46B |
XLE vs. XOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLE State Street Energy Select Sector SPDR ETF | 35.03% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | -32.67% | 11.74% | -18.22% | -0.89% |
XOM Exxon Mobil Corporation | 30.91% | 15.98% | 11.26% | -6.26% | 87.41% | 57.58% | -36.21% | 7.23% | -15.09% | -3.81% |
Correlation
The correlation between XLE and XOM is 0.88, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.84 |
The correlation between XLE and XOM has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.
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Return for Risk
XLE vs. XOM — Risk / Return Rank
XLE
XOM
XLE vs. XOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Energy Select Sector SPDR ETF (XLE) and Exxon Mobil Corporation (XOM). 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.
| XLE | XOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.29 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.74 | 2.18 | +0.56 |
| Martin ratioReturn relative to average drawdown | 7.32 | 5.53 | +1.78 |
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Drawdowns
XLE vs. XOM - Drawdown Comparison
The maximum XLE drawdown since its inception was -71.26%, which is greater than XOM's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for XLE and XOM.
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Drawdown Indicators
| XLE | XOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.26% | -62.40% | -8.86% |
Max Drawdown (1Y)Largest decline over 1 year | -14.98% | -20.11% | +5.13% |
Max Drawdown (3Y)Largest decline over 3 years | -20.14% | -20.11% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -20.51% | -5.53% |
Max Drawdown (10Y)Largest decline over 10 years | -66.81% | -61.01% | -5.80% |
Current DrawdownCurrent decline from peak | -4.13% | -8.73% | +4.60% |
Average DrawdownAverage peak-to-trough decline | -17.93% | -10.22% | -7.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.62% | 7.95% | -2.33% |
Volatility
XLE vs. XOM - Volatility Comparison
The current volatility for State Street Energy Select Sector SPDR ETF (XLE) is 5.85%, while Exxon Mobil Corporation (XOM) has a volatility of 7.52%. This indicates that XLE experiences smaller price fluctuations and is considered to be less risky than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLE | XOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 7.52% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 16.71% | 20.71% | -4.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.05% | 25.02% | -3.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.77% | 26.65% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.57% | 28.28% | +1.29% |
Dividends
XLE vs. XOM - Dividend Comparison
XLE's dividend yield for the trailing twelve months is around 2.55%, less than XOM's 2.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLE State Street Energy Select Sector SPDR ETF | 2.55% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
XOM Exxon Mobil Corporation | 2.62% | 3.32% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% |
Frequently Asked Questions
XLE and XOM have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XOM has higher volatility (7.52%) compared to XLE (5.85%). In terms of maximum drawdown, XLE dropped -71.26% vs XOM's -62.40%.
XLE currently has the higher Sharpe Ratio (1.95 vs 1.75), 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.
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