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XSD vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSD vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Semiconductor ETF (XSD) and Invesco DB Energy Fund (DBE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XSD achieves a 102.14% return, which is significantly higher than DBE's 83.68% return. Over the past 10 years, XSD has outperformed DBE with an annualized return of 31.10%, while DBE has yielded a comparatively lower 12.03% annualized return.


XSD

1D
1.51%
1M
30.91%
YTD
102.14%
6M
92.84%
1Y
180.25%
3Y*
46.41%
5Y*
29.69%
10Y*
31.10%

DBE

1D
2.33%
1M
-5.45%
YTD
83.68%
6M
74.95%
1Y
84.41%
3Y*
23.42%
5Y*
19.66%
10Y*
12.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSD vs. DBE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XSD
SPDR S&P Semiconductor ETF
102.14%29.85%10.75%34.87%-30.92%42.54%61.95%64.66%-6.35%25.21%
DBE
Invesco DB Energy Fund
83.68%-2.17%2.96%-12.14%33.77%57.56%-25.91%19.72%-12.95%5.21%

Correlation

The correlation between XSD and DBE is -0.21, 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

-0.21

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

-0.01

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

0.08

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

0.14

Correlation (All Time)
Calculated using the full available price history since Jan 8, 2007

0.21

The correlation between XSD and DBE shifts across timeframes, from -0.21 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XSD vs. DBE — Risk / Return Rank

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

XSD
XSD Risk / Return Rank: 9595
Overall Rank
XSD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XSD Sortino Ratio Rank: 9494
Sortino Ratio Rank
XSD Omega Ratio Rank: 9393
Omega Ratio Rank
XSD Calmar Ratio Rank: 9696
Calmar Ratio Rank
XSD Martin Ratio Rank: 9696
Martin Ratio Rank

DBE
DBE Risk / Return Rank: 7171
Overall Rank
DBE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 6363
Sortino Ratio Rank
DBE Omega Ratio Rank: 6565
Omega Ratio Rank
DBE Calmar Ratio Rank: 9191
Calmar Ratio Rank
DBE Martin Ratio Rank: 6363
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.

XSD vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Semiconductor ETF (XSD) and Invesco DB Energy Fund (DBE). 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.


XSDDBEDifference
Sharpe ratioReturn per unit of total volatility

+2.58

Sortino ratioReturn per unit of downside risk

+2.07

Omega ratioGain probability vs. loss probability

1.65

1.40

+0.25

Calmar ratioReturn relative to maximum drawdown

9.75

5.89

+3.86

Martin ratioReturn relative to average drawdown

33.91

11.53

+22.38

XSD vs. DBE - Sharpe Ratio Comparison

The current XSD Sharpe Ratio is 5.00, which is higher than the DBE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of XSD and DBE, 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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Sharpe Ratios by Period


XSDDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.00

2.43

+2.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.67

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.43

+0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.09

+0.34

Drawdowns

XSD vs. DBE - Drawdown Comparison

The maximum XSD drawdown since its inception was -64.56%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for XSD and DBE.


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Drawdown Indicators


XSDDBEDifference

Max Drawdown

Largest peak-to-trough decline

-64.56%

-86.69%

+22.13%

Max Drawdown (1Y)

Largest decline over 1 year

-18.61%

-14.41%

-4.20%

Max Drawdown (3Y)

Largest decline over 3 years

-41.25%

-23.89%

-17.36%

Max Drawdown (5Y)

Largest decline over 5 years

-42.27%

-38.74%

-3.53%

Max Drawdown (10Y)

Largest decline over 10 years

-42.27%

-60.84%

+18.57%

Current Drawdown

Current decline from peak

0.00%

-30.27%

+30.27%

Average Drawdown

Average peak-to-trough decline

-13.74%

-57.31%

+43.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.34%

7.35%

-2.01%

Volatility

XSD vs. DBE - Volatility Comparison

SPDR S&P Semiconductor ETF (XSD) has a higher volatility of 14.94% compared to Invesco DB Energy Fund (DBE) at 12.95%. This indicates that XSD's price experiences larger fluctuations and is considered to be riskier than DBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSDDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.94%

12.95%

+1.99%

Volatility (6M)

Calculated over the trailing 6-month period

27.89%

30.86%

-2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

36.39%

34.97%

+1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.25%

29.39%

+8.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.96%

28.33%

+6.63%

XSD vs. DBE - Expense Ratio Comparison

XSD has a 0.35% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

XSD vs. DBE - Dividend Comparison

XSD's dividend yield for the trailing twelve months is around 0.12%, less than DBE's 2.10% yield.


PositionTTM20252024202320222021202020192018201720162015
DBE
Invesco DB Energy Fund
2.10%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%0.00%0.00%0.00%
XSD
SPDR S&P Semiconductor ETF
0.12%0.26%0.20%0.31%0.44%0.10%0.26%0.51%1.16%0.59%0.64%0.58%

Frequently Asked Questions


XSD and DBE have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XSD has higher volatility (14.94%) compared to DBE (12.95%). In terms of maximum drawdown, XSD dropped -64.56% vs DBE's -86.69%.

On 10-year performance, XSD leads with 31.10% vs 12.03% for DBE. On fees, XSD is cheaper at 0.35% per year. On volatility, DBE has been the lower-risk option at 12.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XSD has performed better with a 31.10% return vs 12.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XSD is cheaper with a 0.35% expense ratio, compared with 0.78% for DBE.

DBE has the higher dividend yield at 2.10%, compared with 0.12% for XSD.

XSD is categorized as Semiconductors, while DBE is Oil & Gas. XSD tracks S&P Semiconductor Select Industry, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.35% for XSD and 0.78% for DBE.

XSD currently has the higher Sharpe Ratio (5.00 vs 2.43), 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

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