XOM vs. XLE
XOM (Exxon Mobil Corporation) is a stock, while XLE (State Street Energy Select Sector SPDR ETF) is Energy Equities fund tracking the Energy Select Sector Index. Over the past 10 years, XOM returned 10.67%/yr vs 10.52%/yr for XLE. Their correlation of 0.84 means they have usually moved in the same direction.
Performance
XOM vs. XLE - Performance Comparison
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Returns By Period
In the year-to-date period, XOM achieves a 30.91% return, which is significantly lower than XLE's 35.03% return. Both investments have delivered pretty close results over the past 10 years, with XOM having a 10.67% annualized return and XLE not far behind at 10.52%.
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%
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%
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 |
XOM vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XOM Exxon Mobil Corporation | 30.91% | 15.98% | 11.26% | -6.26% | 87.41% | 57.58% | -36.21% | 7.23% | -15.09% | -3.81% |
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% |
Correlation
The correlation between XOM and XLE 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 XOM and XLE has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.
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Return for Risk
XOM vs. XLE — Risk / Return Rank
XOM
XLE
XOM vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Exxon Mobil Corporation (XOM) and State Street Energy Select Sector SPDR ETF (XLE). 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.
| XOM | XLE | 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 | 1.29 | 1.32 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 2.74 | -0.56 |
| Martin ratioReturn relative to average drawdown | 5.53 | 7.32 | -1.78 |
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Drawdowns
XOM vs. XLE - Drawdown Comparison
The maximum XOM drawdown since its inception was -62.40%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for XOM and XLE.
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Drawdown Indicators
| XOM | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -71.26% | +8.86% |
Max Drawdown (1Y)Largest decline over 1 year | -20.11% | -14.98% | -5.13% |
Max Drawdown (3Y)Largest decline over 3 years | -20.11% | -20.14% | +0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -20.51% | -26.04% | +5.53% |
Max Drawdown (10Y)Largest decline over 10 years | -61.01% | -66.81% | +5.80% |
Current DrawdownCurrent decline from peak | -8.73% | -4.13% | -4.60% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -17.93% | +7.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.95% | 5.62% | +2.33% |
Volatility
XOM vs. XLE - Volatility Comparison
Exxon Mobil Corporation (XOM) has a higher volatility of 7.52% compared to State Street Energy Select Sector SPDR ETF (XLE) at 5.85%. This indicates that XOM's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XOM | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.52% | 5.85% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 20.71% | 16.71% | +4.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.02% | 21.05% | +3.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.65% | 25.77% | +0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.28% | 29.57% | -1.29% |
Dividends
XOM vs. XLE - Dividend Comparison
XOM's dividend yield for the trailing twelve months is around 2.62%, more than XLE's 2.55% 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
XOM and XLE 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, XOM dropped -62.40% vs XLE's -71.26%.
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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