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XOP vs. JPIE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XOP vs. JPIE - 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 JPMorgan Income ETF (JPIE). 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 25.93% return, which is significantly higher than JPIE's 1.76% return.


XOP

1D
-4.22%
1M
-9.06%
YTD
25.93%
6M
23.31%
1Y
22.12%
3Y*
10.05%
5Y*
12.85%
10Y*
3.15%

JPIE

1D
0.11%
1M
0.87%
YTD
1.76%
6M
2.12%
1Y
6.06%
3Y*
6.60%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XOP vs. JPIE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XOP
SPDR S&P Oil & Gas Exploration & Production ETF
25.93%-2.15%-1.00%3.56%45.37%-12.05%
JPIE
JPMorgan Income ETF
1.76%7.39%6.32%7.07%-6.13%0.27%

Correlation

The correlation between XOP and JPIE is -0.23, 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

-0.23

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

0.03

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2021

0.08

The correlation between XOP and JPIE shifts across timeframes, from -0.23 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XOP vs. JPIE — Risk / Return Rank

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

XOP
XOP Risk / Return Rank: 2626
Overall Rank
XOP Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
XOP Sortino Ratio Rank: 2323
Sortino Ratio Rank
XOP Omega Ratio Rank: 2323
Omega Ratio Rank
XOP Calmar Ratio Rank: 3131
Calmar Ratio Rank
XOP Martin Ratio Rank: 2828
Martin Ratio Rank

JPIE
JPIE Risk / Return Rank: 9595
Overall Rank
JPIE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JPIE Sortino Ratio Rank: 9797
Sortino Ratio Rank
JPIE Omega Ratio Rank: 9797
Omega Ratio Rank
JPIE Calmar Ratio Rank: 9191
Calmar Ratio Rank
JPIE Martin Ratio Rank: 9595
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. JPIE - 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 JPMorgan Income ETF (JPIE). 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.


XOPJPIEDifference
Sharpe ratioReturn per unit of total volatility

-3.03

Sortino ratioReturn per unit of downside risk

-4.87

Omega ratioGain probability vs. loss probability

1.14

1.88

-0.73

Calmar ratioReturn relative to maximum drawdown

1.40

5.30

-3.90

Martin ratioReturn relative to average drawdown

3.53

26.19

-22.66

XOP vs. JPIE - Sharpe Ratio Comparison

The current XOP Sharpe Ratio is 0.79, which is lower than the JPIE Sharpe Ratio of 3.82. The chart below compares the historical Sharpe Ratios of XOP and JPIE, 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. JPIE - Drawdown Comparison

The maximum XOP drawdown since its inception was -90.27%, which is greater than JPIE's maximum drawdown of -9.96%. Use the drawdown chart below to compare losses from any high point for XOP and JPIE.


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Drawdown Indicators


XOPJPIEDifference

Max Drawdown

Largest peak-to-trough decline

-90.27%

-9.96%

-80.31%

Max Drawdown (1Y)

Largest decline over 1 year

-15.85%

-1.15%

-14.70%

Max Drawdown (3Y)

Largest decline over 3 years

-34.98%

-2.40%

-32.58%

Max Drawdown (5Y)

Largest decline over 5 years

-34.98%

Max Drawdown (10Y)

Largest decline over 10 years

-82.61%

Current Drawdown

Current decline from peak

-41.14%

0.00%

-41.14%

Average Drawdown

Average peak-to-trough decline

-42.58%

-2.08%

-40.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.28%

0.23%

+6.05%

Volatility

XOP vs. JPIE - Volatility Comparison

SPDR S&P Oil & Gas Exploration & Production ETF (XOP) has a higher volatility of 9.98% compared to JPMorgan Income ETF (JPIE) at 0.64%. This indicates that XOP's price experiences larger fluctuations and is considered to be riskier than JPIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XOPJPIEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.98%

0.64%

+9.34%

Volatility (6M)

Calculated over the trailing 6-month period

22.50%

1.31%

+21.19%

Volatility (1Y)

Calculated over the trailing 1-year period

28.29%

1.60%

+26.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.01%

3.51%

+30.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.30%

3.51%

+36.79%

XOP vs. JPIE - Expense Ratio Comparison

XOP has a 0.35% expense ratio, which is lower than JPIE's 0.40% expense ratio.


Dividends

XOP vs. JPIE - Dividend Comparison

XOP's dividend yield for the trailing twelve months is around 2.05%, less than JPIE's 5.60% yield.


PositionTTM20252024202320222021202020192018201720162015
JPIE
JPMorgan Income ETF
5.60%5.65%6.11%5.70%4.49%0.63%0.00%0.00%0.00%0.00%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 JPIE have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XOP has higher volatility (9.98%) compared to JPIE (0.64%). In terms of maximum drawdown, XOP dropped -90.27% vs JPIE's -9.96%.

On 3-year performance, XOP leads with 10.05% vs 6.60% for JPIE. On fees, XOP is cheaper at 0.35% per year. On volatility, JPIE has been the lower-risk option at 0.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, XOP has performed better with a 10.05% return vs 6.60%. 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 0.40% for JPIE.

JPIE has the higher dividend yield at 5.60%, compared with 2.05% for XOP.

XOP is categorized as Energy Equities, while JPIE is Multisector Bonds. They also come from different issuers: State Street and JPMorgan. Their fees differ too: 0.35% for XOP and 0.40% for JPIE.

JPIE currently has the higher Sharpe Ratio (3.82 vs 0.79), 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 JPIE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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