State Street Energy Select Sector SPDR ETF (XLE) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
State Street Energy Select Sector SPDR ETF (XLE): 1Y return 50.6%, Sharpe ratio 1.96, volatility 21.3%, max drawdown -15.0%. A ETF in the Equity asset class. Compare XLE with other assets and invest through your own broker with pfolio.
State Street Energy Select Sector SPDR ETF (XLE) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
XLE Performance
- MTD
- Return: 1.0%, Sharpe: 5.43, Volatility: 16.1%, Max Drawdown: -0.7%
- YTD
- Return: 46.5%, Sharpe: 2.50, Volatility: 23.0%, Max Drawdown: -15.0%
- 1Y
- Return: 50.6%, Sharpe: 1.96, Volatility: 21.3%, Max Drawdown: -15.0%
- 5Y
- Return: 218.9%, Sharpe: 1.02, Volatility: 25.2%, Max Drawdown: -26.0%
- 10Y
- Return: 180.8%, Sharpe: 0.49, Volatility: 29.1%, Max Drawdown: -66.8%
Frequently Asked Questions
- What is State Street Energy Select Sector SPDR ETF (XLE)?
- State Street Energy Select Sector SPDR ETF (XLE) is a ETF in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does XLE compare to other assets?
- You can compare XLE with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in XLE through pfolio?
- pfolio helps you build diversified portfolios that may include XLE. You invest through your own broker — pfolio provides the analytics.