^SIXM vs. ^SIXE

In the year-to-date period, ^SIXM achieves a 5.16% return, which is significantly higher than ^SIXE's -4.73% return. Over the past 10 years, ^SIXM has outperformed ^SIXE with an annualized return of 9.81%, while ^SIXE has yielded a comparatively lower 0.96% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Financial Select Sector Index (^SIXM) and Energy Select Sector Index (^SIXE). 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.

The current ^SIXM Sharpe Ratio is 1.17, which is higher than the ^SIXE Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of ^SIXM and ^SIXE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^SIXM drawdown since its inception was -52.30%, smaller than the maximum ^SIXE drawdown of -75.97%. Use the drawdown chart below to compare losses from any high point for ^SIXM and ^SIXE.

The current volatility for Financial Select Sector Index (^SIXM) is 4.50%, while Energy Select Sector Index (^SIXE) has a volatility of 6.01%. This indicates that ^SIXM experiences smaller price fluctuations and is considered to be less risky than ^SIXE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.