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XOP vs. FTGC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XOP vs. FTGC - 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 First Trust Global Tactical Commodity Strategy Fund (FTGC). 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 26.71% return, which is significantly higher than FTGC's 23.17% return. Over the past 10 years, XOP has underperformed FTGC with an annualized return of 2.97%, while FTGC has yielded a comparatively higher 7.29% annualized return.


XOP

1D
-0.56%
1M
-2.49%
6M
25.57%
YTD
26.71%
1Y
21.93%
3Y*
8.56%
5Y*
13.75%
10Y*
2.97%

FTGC

1D
-0.11%
1M
0.98%
6M
21.09%
YTD
23.17%
1Y
31.25%
3Y*
15.14%
5Y*
12.87%
10Y*
7.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XOP vs. FTGC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XOP
SPDR S&P Oil & Gas Exploration & Production ETF
26.71%-2.15%-1.00%3.56%45.37%66.74%-36.40%-9.44%-28.10%-9.47%
FTGC
First Trust Global Tactical Commodity Strategy Fund
23.17%14.61%9.96%-5.36%17.36%27.95%2.17%6.40%-12.75%2.73%

Correlation

The correlation between XOP and FTGC is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

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

0.57

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

0.60

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

0.54

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2013

0.52

The correlation between XOP and FTGC has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.

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Return for Risk

XOP vs. FTGC — Risk / Return Rank

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

XOP
XOP Risk / Return Rank: 2727
Overall Rank
XOP Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
XOP Sortino Ratio Rank: 2626
Sortino Ratio Rank
XOP Omega Ratio Rank: 2626
Omega Ratio Rank
XOP Calmar Ratio Rank: 3030
Calmar Ratio Rank
XOP Martin Ratio Rank: 2727
Martin Ratio Rank

FTGC
FTGC Risk / Return Rank: 7474
Overall Rank
FTGC Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FTGC Sortino Ratio Rank: 7979
Sortino Ratio Rank
FTGC Omega Ratio Rank: 7979
Omega Ratio Rank
FTGC Calmar Ratio Rank: 6767
Calmar Ratio Rank
FTGC Martin Ratio Rank: 6464
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. FTGC - 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 First Trust Global Tactical Commodity Strategy Fund (FTGC). 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.


XOPFTGCDifference
Sharpe ratioReturn per unit of total volatility

-1.28

Sortino ratioReturn per unit of downside risk

-1.59

Omega ratioGain probability vs. loss probability

1.15

1.37

-0.22

Calmar ratioReturn relative to maximum drawdown

1.23

2.67

-1.45

Martin ratioReturn relative to average drawdown

3.01

9.04

-6.03

XOP vs. FTGC - Sharpe Ratio Comparison

The current XOP Sharpe Ratio is 0.81, which is lower than the FTGC Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of XOP and FTGC, 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. FTGC - Drawdown Comparison

The maximum XOP drawdown since its inception was -90.27%, which is greater than FTGC's maximum drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for XOP and FTGC.


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Drawdown Indicators


XOPFTGCDifference

Max Drawdown

Largest peak-to-trough decline

-90.27%

-59.47%

-30.80%

Max Drawdown (1Y)

Largest decline over 1 year

-18.50%

-12.34%

-6.16%

Max Drawdown (3Y)

Largest decline over 3 years

-34.98%

-12.34%

-22.64%

Max Drawdown (5Y)

Largest decline over 5 years

-34.98%

-22.64%

-12.34%

Max Drawdown (10Y)

Largest decline over 10 years

-82.61%

-35.91%

-46.70%

Current Drawdown

Current decline from peak

-40.77%

-7.64%

-33.13%

Average Drawdown

Average peak-to-trough decline

-42.57%

-27.27%

-15.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.54%

3.64%

+3.90%

Volatility

XOP vs. FTGC - Volatility Comparison

SPDR S&P Oil & Gas Exploration & Production ETF (XOP) has a higher volatility of 7.88% compared to First Trust Global Tactical Commodity Strategy Fund (FTGC) at 4.13%. This indicates that XOP's price experiences larger fluctuations and is considered to be riskier than FTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XOPFTGCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.88%

4.13%

+3.75%

Volatility (6M)

Calculated over the trailing 6-month period

22.07%

13.34%

+8.73%

Volatility (1Y)

Calculated over the trailing 1-year period

28.03%

15.76%

+12.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.73%

15.86%

+17.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.17%

14.71%

+25.46%

XOP vs. FTGC - Expense Ratio Comparison

XOP has a 0.35% expense ratio, which is lower than FTGC's 0.95% expense ratio.


Dividends

XOP vs. FTGC - Dividend Comparison

XOP's dividend yield for the trailing twelve months is around 2.05%, less than FTGC's 15.73% yield.


PositionTTM20252024202320222021202020192018201720162015
FTGC
First Trust Global Tactical Commodity Strategy Fund
15.73%17.74%3.05%3.34%10.35%7.21%0.00%0.81%0.80%1.21%0.00%0.00%
XOP
SPDR S&P Oil & Gas Exploration & Production ETF
2.05%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 FTGC have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XOP has higher volatility (7.88%) compared to FTGC (4.13%). In terms of maximum drawdown, XOP dropped -90.27% vs FTGC's -59.47%.

On 10-year performance, FTGC leads with 7.29% vs 2.97% for XOP. On fees, XOP is cheaper at 0.35% per year. On volatility, FTGC has been the lower-risk option at 4.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FTGC has performed better with a 7.29% return vs 2.97%. 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 0.95% for FTGC.

FTGC has the higher dividend yield at 15.73%, compared with 2.05% for XOP.

XOP is categorized as Energy Equities, while FTGC is Commodities. They also come from different issuers: State Street and First Trust. Their fees differ too: 0.35% for XOP and 0.95% for FTGC.

FTGC currently has the higher Sharpe Ratio (2.10 vs 0.81), 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 FTGC

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