XLU vs. PEG
Compare and contrast key facts about Utilities Select Sector SPDR Fund (XLU) and Public Service Enterprise Group Incorporated (PEG).
XLU is a passively managed fund by State Street that tracks the performance of the Utilities Select Sector Index. It was launched on Dec 16, 1998.
Performance
XLU vs. PEG - Performance Comparison
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XLU vs. PEG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLU Utilities Select Sector SPDR Fund | 8.77% | 16.03% | 23.31% | -7.18% | 1.44% | 17.70% | 0.51% | 25.93% | 3.94% | 12.05% |
PEG Public Service Enterprise Group Incorporated | 1.97% | -1.89% | 42.63% | 3.62% | -5.09% | 18.34% | 2.37% | 17.09% | 4.68% | 21.77% |
Returns By Period
In the year-to-date period, XLU achieves a 8.77% return, which is significantly higher than PEG's 1.97% return. Over the past 10 years, XLU has outperformed PEG with an annualized return of 9.79%, while PEG has yielded a comparatively lower 9.24% annualized return.
XLU
- 1D
- 0.48%
- 1M
- -1.98%
- YTD
- 8.77%
- 6M
- 6.26%
- 1Y
- 19.98%
- 3Y*
- 14.30%
- 5Y*
- 10.90%
- 10Y*
- 9.79%
PEG
- 1D
- 0.35%
- 1M
- -3.10%
- YTD
- 1.97%
- 6M
- -0.01%
- 1Y
- 0.71%
- 3Y*
- 12.84%
- 5Y*
- 9.96%
- 10Y*
- 9.24%
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Return for Risk
XLU vs. PEG — Risk / Return Rank
XLU
PEG
XLU vs. PEG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Utilities Select Sector SPDR Fund (XLU) and Public Service Enterprise Group Incorporated (PEG). 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.
| XLU | PEG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 0.04 | +1.24 |
Sortino ratioReturn per unit of downside risk | 1.73 | 0.18 | +1.54 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.02 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.21 | 0.15 | +2.06 |
Martin ratioReturn relative to average drawdown | 5.31 | 0.27 | +5.04 |
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
| XLU | PEG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 0.04 | +1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.49 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.42 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.46 | -0.05 |
Correlation
The correlation between XLU and PEG is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XLU vs. PEG - Dividend Comparison
XLU's dividend yield for the trailing twelve months is around 2.58%, less than PEG's 3.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLU Utilities Select Sector SPDR Fund | 2.58% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
PEG Public Service Enterprise Group Incorporated | 3.15% | 3.14% | 2.84% | 3.73% | 3.53% | 3.06% | 3.36% | 3.18% | 3.46% | 3.34% | 3.74% | 4.03% |
Drawdowns
XLU vs. PEG - Drawdown Comparison
The maximum XLU drawdown since its inception was -51.98%, roughly equal to the maximum PEG drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for XLU and PEG.
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Drawdown Indicators
| XLU | PEG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.98% | -54.32% | +2.34% |
Max Drawdown (1Y)Largest decline over 1 year | -9.18% | -12.73% | +3.55% |
Max Drawdown (5Y)Largest decline over 5 years | -25.26% | -27.29% | +2.03% |
Max Drawdown (10Y)Largest decline over 10 years | -36.07% | -40.78% | +4.71% |
Current DrawdownCurrent decline from peak | -2.72% | -9.95% | +7.23% |
Average DrawdownAverage peak-to-trough decline | -10.26% | -11.16% | +0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 7.02% | -3.20% |
Volatility
XLU vs. PEG - Volatility Comparison
The current volatility for Utilities Select Sector SPDR Fund (XLU) is 5.09%, while Public Service Enterprise Group Incorporated (PEG) has a volatility of 5.62%. This indicates that XLU experiences smaller price fluctuations and is considered to be less risky than PEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLU | PEG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 5.62% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 10.36% | 13.24% | -2.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 20.12% | -4.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 20.30% | -3.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.21% | 21.89% | -2.68% |