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XOP vs. DRIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XOP vs. DRIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Oil & Gas Exploration & Production ETF (XOP) and Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XOP achieves a 32.53% return, which is significantly higher than DRIP's -48.42% return. Over the past 10 years, XOP has outperformed DRIP with an annualized return of 3.73%, while DRIP has yielded a comparatively lower -42.30% annualized return.


XOP

1D
0.40%
1M
0.80%
6M
28.97%
YTD
32.53%
1Y
28.88%
3Y*
11.31%
5Y*
16.88%
10Y*
3.73%

DRIP

1D
-0.65%
1M
-2.28%
6M
-45.20%
YTD
-48.42%
1Y
-47.19%
3Y*
-27.53%
5Y*
-43.20%
10Y*
-42.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XOP vs. DRIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XOP
SPDR S&P Oil & Gas Exploration & Production ETF
32.53%-2.15%-1.00%3.56%45.37%66.74%-36.40%-9.44%-28.10%-9.47%
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
-48.42%-14.81%1.27%-17.24%-73.57%-79.74%-42.76%-36.11%49.62%-9.05%

Correlation

The correlation between XOP and DRIP is -1.00, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-1.00

Correlation (3Y)
Calculated over the trailing 3-year period

-1.00

Correlation (5Y)
Calculated over the trailing 5-year period

-1.00

Correlation (10Y)
Calculated over the trailing 10-year period

-0.99

Correlation (All Time)
Calculated using the full available price history since May 29, 2015

-0.99

The correlation between XOP and DRIP has been stable across timeframes, ranging from -1.00 to -0.99 - a consistent structural relationship.

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Return for Risk

XOP vs. DRIP — Risk / Return Rank

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

XOP
XOP Risk / Return Rank: 3434
Overall Rank
XOP Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XOP Sortino Ratio Rank: 3333
Sortino Ratio Rank
XOP Omega Ratio Rank: 3232
Omega Ratio Rank
XOP Calmar Ratio Rank: 3838
Calmar Ratio Rank
XOP Martin Ratio Rank: 3333
Martin Ratio Rank

DRIP
DRIP Risk / Return Rank: 33
Overall Rank
DRIP Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DRIP Sortino Ratio Rank: 33
Sortino Ratio Rank
DRIP Omega Ratio Rank: 33
Omega Ratio Rank
DRIP Calmar Ratio Rank: 33
Calmar Ratio Rank
DRIP Martin Ratio Rank: 22
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.

XOP vs. DRIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Oil & Gas Exploration & Production ETF (XOP) and Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP). 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.


XOPDRIPDifference
Sharpe ratioReturn per unit of total volatility

+1.86

Sortino ratioReturn per unit of downside risk

+2.68

Omega ratioGain probability vs. loss probability

1.18

0.87

+0.31

Calmar ratioReturn relative to maximum drawdown

1.57

-0.76

+2.33

Martin ratioReturn relative to average drawdown

3.85

-1.32

+5.17

XOP vs. DRIP - Sharpe Ratio Comparison

The current XOP Sharpe Ratio is 1.03, which is higher than the DRIP Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of XOP and DRIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XOP vs. DRIP - Drawdown Comparison

The maximum XOP drawdown since its inception was -90.27%, smaller than the maximum DRIP drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for XOP and DRIP.


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Drawdown Indicators


XOPDRIPDifference

Max Drawdown

Largest peak-to-trough decline

-90.27%

-99.95%

+9.68%

Max Drawdown (1Y)

Largest decline over 1 year

-18.50%

-62.18%

+43.68%

Max Drawdown (3Y)

Largest decline over 3 years

-34.98%

-76.02%

+41.04%

Max Drawdown (5Y)

Largest decline over 5 years

-34.98%

-96.24%

+61.26%

Max Drawdown (10Y)

Largest decline over 10 years

-82.61%

-99.92%

+17.31%

Current Drawdown

Current decline from peak

-38.06%

-99.94%

+61.88%

Average Drawdown

Average peak-to-trough decline

-42.57%

-90.51%

+47.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.54%

35.66%

-28.12%

Volatility

XOP vs. DRIP - Volatility Comparison

The current volatility for SPDR S&P Oil & Gas Exploration & Production ETF (XOP) is 8.13%, while Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) has a volatility of 16.32%. This indicates that XOP experiences smaller price fluctuations and is considered to be less risky than DRIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XOPDRIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.13%

16.32%

-8.19%

Volatility (6M)

Calculated over the trailing 6-month period

22.13%

44.01%

-21.88%

Volatility (1Y)

Calculated over the trailing 1-year period

28.30%

56.73%

-28.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.71%

68.02%

-34.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.17%

95.90%

-55.73%

XOP vs. DRIP - Expense Ratio Comparison

XOP has a 0.35% expense ratio, which is lower than DRIP's 1.07% expense ratio.


Dividends

XOP vs. DRIP - Dividend Comparison

XOP's dividend yield for the trailing twelve months is around 1.96%, less than DRIP's 3.44% yield.


PositionTTM20252024202320222021202020192018201720162015
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
3.44%2.86%4.38%5.09%0.00%0.00%0.01%0.96%0.58%0.00%0.00%0.00%
XOP
SPDR S&P Oil & Gas Exploration & Production ETF
1.96%2.62%2.45%2.63%2.47%1.61%2.34%1.47%0.99%0.76%0.76%2.21%

Frequently Asked Questions


XOP and DRIP have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DRIP has higher volatility (16.32%) compared to XOP (8.13%). In terms of maximum drawdown, XOP dropped -90.27% vs DRIP's -99.95%.

On 10-year performance, XOP leads with 3.73% vs -42.30% for DRIP. On fees, XOP is cheaper at 0.35% per year. On volatility, XOP has been the lower-risk option at 8.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XOP has performed better with a 3.73% return vs -42.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XOP is cheaper with a 0.35% expense ratio, compared with 1.07% for DRIP.

DRIP has the higher dividend yield at 3.44%, compared with 1.96% for XOP.

XOP is categorized as Energy Equities, while DRIP is Leveraged Equities. XOP tracks S&P Oil & Gas Exploration & Production Select Industry, while DRIP tracks S&P Oil & Gas Exploration & Production Select Industry Index (-300%). They also come from different issuers: State Street and Direxion. Their fees differ too: 0.35% for XOP and 1.07% for DRIP.

XOP currently has the higher Sharpe Ratio (1.03 vs -0.83), 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.

Portfolio Optimizer

Find the right allocation for XOP and DRIP

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