XME vs. VDE
Compare and contrast key facts about SPDR S&P Metals & Mining ETF (XME) and Vanguard Energy ETF (VDE).
XME and VDE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XME is a passively managed fund by State Street that tracks the performance of the S&P Metals & Mining Select Industry Index. It was launched on Jun 19, 2006. VDE is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Energy 25/50 Index. It was launched on Sep 23, 2004. Both XME and VDE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XME or VDE.
Key characteristics
| XME | VDE | |
|---|---|---|
| YTD Return | 12.37% | 14.77% |
| 1Y Return | 36.60% | 15.18% |
| 3Y Return (Ann) | 13.63% | 21.92% |
| 5Y Return (Ann) | 21.62% | 15.71% |
| 10Y Return (Ann) | 8.20% | 4.31% |
| Sharpe Ratio | 1.40 | 0.89 |
| Sortino Ratio | 1.99 | 1.30 |
| Omega Ratio | 1.25 | 1.16 |
| Calmar Ratio | 1.05 | 1.19 |
| Martin Ratio | 5.61 | 2.89 |
| Ulcer Index | 6.50% | 5.56% |
| Daily Std Dev | 26.13% | 18.12% |
| Max Drawdown | -85.94% | -74.16% |
| Current Drawdown | -11.06% | -2.26% |
Correlation
The correlation between XME and VDE is 0.71, 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.
Performance
XME vs. VDE - Performance Comparison
In the year-to-date period, XME achieves a 12.37% return, which is significantly lower than VDE's 14.77% return. Over the past 10 years, XME has outperformed VDE with an annualized return of 8.20%, while VDE has yielded a comparatively lower 4.31% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XME vs. VDE - Expense Ratio Comparison
XME has a 0.35% expense ratio, which is higher than VDE's 0.10% expense ratio.
Risk-Adjusted Performance
XME vs. VDE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Metals & Mining ETF (XME) and Vanguard Energy ETF (VDE). 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.
Dividends
XME vs. VDE - Dividend Comparison
XME's dividend yield for the trailing twelve months is around 0.60%, less than VDE's 3.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XME SPDR S&P Metals & Mining ETF | 0.60% | 1.00% | 1.64% | 0.70% | 0.99% | 2.43% | 2.23% | 1.15% | 1.02% | 2.61% | 2.21% | 1.32% |
VDE Vanguard Energy ETF | 3.06% | 3.34% | 3.65% | 4.13% | 4.76% | 3.59% | 3.35% | 2.90% | 2.31% | 3.17% | 1.98% | 1.74% |
Drawdowns
XME vs. VDE - Drawdown Comparison
The maximum XME drawdown since its inception was -85.94%, which is greater than VDE's maximum drawdown of -74.16%. Use the drawdown chart below to compare losses from any high point for XME and VDE. For additional features, visit the drawdowns tool.
Volatility
XME vs. VDE - Volatility Comparison
SPDR S&P Metals & Mining ETF (XME) has a higher volatility of 9.94% compared to Vanguard Energy ETF (VDE) at 6.10%. This indicates that XME's price experiences larger fluctuations and is considered to be riskier than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.