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XLES.L vs. FSENX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XLES.L vs. FSENX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Energy S&P US Select Sector UCITS ETF Acc (XLES.L) and Fidelity Select Energy Portfolio (FSENX). The values are adjusted to include any dividend payments, if applicable.

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XLES.L vs. FSENX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLES.L
Invesco Energy S&P US Select Sector UCITS ETF Acc
39.11%8.75%3.30%0.37%61.87%52.10%-33.17%10.10%-17.97%-1.57%
FSENX
Fidelity Select Energy Portfolio
40.53%10.56%4.26%0.94%62.98%55.31%-32.51%9.90%-24.94%-2.65%

Returns By Period

The year-to-date returns for both investments are quite close, with XLES.L having a 39.11% return and FSENX slightly higher at 40.53%. Both investments have delivered pretty close results over the past 10 years, with XLES.L having a 11.18% annualized return and FSENX not far ahead at 11.42%.


XLES.L

1D
-0.60%
1M
13.94%
YTD
39.11%
6M
41.55%
1Y
36.26%
3Y*
17.91%
5Y*
24.37%
10Y*
11.18%

FSENX

1D
-1.22%
1M
10.46%
YTD
40.53%
6M
42.43%
1Y
47.28%
3Y*
19.38%
5Y*
26.59%
10Y*
11.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XLES.L vs. FSENX - Expense Ratio Comparison

XLES.L has a 0.14% expense ratio, which is lower than FSENX's 0.77% expense ratio.


Return for Risk

XLES.L vs. FSENX — Risk / Return Rank

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

XLES.L
XLES.L Risk / Return Rank: 7272
Overall Rank
XLES.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XLES.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
XLES.L Omega Ratio Rank: 7777
Omega Ratio Rank
XLES.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
XLES.L Martin Ratio Rank: 5252
Martin Ratio Rank

FSENX
FSENX Risk / Return Rank: 8888
Overall Rank
FSENX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FSENX Sortino Ratio Rank: 8989
Sortino Ratio Rank
FSENX Omega Ratio Rank: 8787
Omega Ratio Rank
FSENX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FSENX Martin Ratio Rank: 8383
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.

XLES.L vs. FSENX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Energy S&P US Select Sector UCITS ETF Acc (XLES.L) and Fidelity Select Energy Portfolio (FSENX). 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.


XLES.LFSENXDifference

Sharpe ratio

Return per unit of total volatility

1.60

1.98

-0.38

Sortino ratio

Return per unit of downside risk

2.05

2.47

-0.43

Omega ratio

Gain probability vs. loss probability

1.29

1.37

-0.07

Calmar ratio

Return relative to maximum drawdown

1.87

2.37

-0.50

Martin ratio

Return relative to average drawdown

5.07

8.33

-3.25

XLES.L vs. FSENX - Sharpe Ratio Comparison

The current XLES.L Sharpe Ratio is 1.60, which is comparable to the FSENX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of XLES.L and FSENX, 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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Sharpe Ratios by Period


XLES.LFSENXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

1.98

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.98

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.37

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.33

-0.02

Correlation

The correlation between XLES.L and FSENX is 0.60, 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

XLES.L vs. FSENX - Dividend Comparison

XLES.L has not paid dividends to shareholders, while FSENX's dividend yield for the trailing twelve months is around 1.38%.


TTM20252024202320222021202020192018201720162015
XLES.L
Invesco Energy S&P US Select Sector UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSENX
Fidelity Select Energy Portfolio
1.38%1.95%1.95%1.98%2.50%2.25%3.43%1.84%1.48%1.74%0.62%1.29%

Drawdowns

XLES.L vs. FSENX - Drawdown Comparison

The maximum XLES.L drawdown since its inception was -72.10%, smaller than the maximum FSENX drawdown of -76.24%. Use the drawdown chart below to compare losses from any high point for XLES.L and FSENX.


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Drawdown Indicators


XLES.LFSENXDifference

Max Drawdown

Largest peak-to-trough decline

-72.10%

-76.24%

+4.14%

Max Drawdown (1Y)

Largest decline over 1 year

-19.47%

-19.96%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-28.55%

-28.02%

-0.53%

Max Drawdown (10Y)

Largest decline over 10 years

-67.55%

-72.11%

+4.56%

Current Drawdown

Current decline from peak

-0.60%

-1.22%

+0.62%

Average Drawdown

Average peak-to-trough decline

-20.57%

-17.06%

-3.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.19%

5.69%

+1.50%

Volatility

XLES.L vs. FSENX - Volatility Comparison

Invesco Energy S&P US Select Sector UCITS ETF Acc (XLES.L) has a higher volatility of 5.84% compared to Fidelity Select Energy Portfolio (FSENX) at 5.09%. This indicates that XLES.L's price experiences larger fluctuations and is considered to be riskier than FSENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLES.LFSENXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

5.09%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

13.48%

13.62%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

22.57%

24.68%

-2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.76%

27.41%

-0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.72%

30.99%

-2.27%