XOP vs. VDE
Compare and contrast key facts about SPDR S&P Oil & Gas Exploration & Production ETF (XOP) and Vanguard Energy ETF (VDE).
XOP and VDE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XOP is a passively managed fund by State Street that tracks the performance of the S&P Oil & Gas Exploration & Production Select Industry. 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 XOP 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: XOP or VDE.
Key characteristics
| XOP | VDE | |
|---|---|---|
| YTD Return | 5.03% | 15.36% |
| 1Y Return | 3.09% | 14.64% |
| 3Y Return (Ann) | 12.40% | 22.10% |
| 5Y Return (Ann) | 12.73% | 15.64% |
| 10Y Return (Ann) | -3.47% | 4.36% |
| Sharpe Ratio | 0.22 | 0.87 |
| Sortino Ratio | 0.44 | 1.28 |
| Omega Ratio | 1.05 | 1.16 |
| Calmar Ratio | 0.09 | 1.17 |
| Martin Ratio | 0.50 | 2.84 |
| Ulcer Index | 9.65% | 5.56% |
| Daily Std Dev | 22.20% | 18.11% |
| Max Drawdown | -90.27% | -74.16% |
| Current Drawdown | -49.32% | -1.75% |
Correlation
The correlation between XOP and VDE is 0.93, 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
XOP vs. VDE - Performance Comparison
In the year-to-date period, XOP achieves a 5.03% return, which is significantly lower than VDE's 15.36% return. Over the past 10 years, XOP has underperformed VDE with an annualized return of -3.47%, while VDE has yielded a comparatively higher 4.36% 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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XOP vs. VDE - Expense Ratio Comparison
XOP has a 0.35% expense ratio, which is higher than VDE's 0.10% expense ratio.
Risk-Adjusted Performance
XOP vs. VDE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Oil & Gas Exploration & Production ETF (XOP) 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
XOP vs. VDE - Dividend Comparison
XOP's dividend yield for the trailing twelve months is around 2.45%, less than VDE's 3.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XOP SPDR S&P Oil & Gas Exploration & Production ETF | 2.45% | 2.63% | 2.47% | 1.61% | 2.34% | 1.47% | 0.99% | 0.76% | 0.76% | 2.21% | 1.41% | 0.84% |
VDE Vanguard Energy ETF | 3.04% | 3.34% | 3.65% | 4.13% | 4.76% | 3.59% | 3.35% | 2.90% | 2.31% | 3.17% | 1.98% | 1.74% |
Drawdowns
XOP vs. VDE - Drawdown Comparison
The maximum XOP drawdown since its inception was -90.27%, which is greater than VDE's maximum drawdown of -74.16%. Use the drawdown chart below to compare losses from any high point for XOP and VDE. For additional features, visit the drawdowns tool.
Volatility
XOP vs. VDE - Volatility Comparison
SPDR S&P Oil & Gas Exploration & Production ETF (XOP) has a higher volatility of 6.77% compared to Vanguard Energy ETF (VDE) at 5.05%. This indicates that XOP'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.