XLES.L vs. FSENX
Compare and contrast key facts about Invesco Energy S&P US Select Sector UCITS ETF Acc (XLES.L) and Fidelity Select Energy Portfolio (FSENX).
XLES.L is a passively managed fund by Invesco that tracks the performance of the S&P® Select Sector Capped 20% Energy Index. It was launched on Dec 16, 2009. FSENX is managed by Fidelity. It was launched on Jul 14, 1981.
Performance
XLES.L vs. FSENX - Performance Comparison
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XLES.L vs. FSENX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
XLES.L
FSENX
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.L | FSENX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.60 | 1.98 | -0.38 |
Sortino ratioReturn per unit of downside risk | 2.05 | 2.47 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.37 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 2.37 | -0.50 |
Martin ratioReturn relative to average drawdown | 5.07 | 8.33 | -3.25 |
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
| XLES.L | FSENX | Difference | |
|---|---|---|---|
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%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.L | FSENX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.60% | -1.22% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -20.57% | -17.06% | -3.51% |
Ulcer IndexDepth 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.L | FSENX | Difference | |
|---|---|---|---|
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% |