Data Source: from January 1985 to March 2024 (~39 years)
Consolidated Returns as of 31 March 2024
Live Update: Apr 18 2024
Consolidated Returns as of 31 March 2024
Live Update: Apr 18 2024
Category: Stocks
Energy Select Sector SPDR Fund (XLE) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.31%
1 Day
Apr 18 2024
0.60%
Current Month
April 2024
In the last 30 Years, the Energy Select Sector SPDR Fund (XLE) ETF obtained a 8.62% compound annual return, with a 24.46% standard deviation.
Table of contents
The first official book of 
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The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Large Cap
- Style: Blend
- Region: North America
- Country: U.S.
- Sector: Energy
- Industry: Oil & Gas Exploration & Production
The Energy Select Sector SPDR Fund (XLE) ETF is part of the following Lazy Portfolios:
| Portfolio Name | Author | XLE Weight▾ | Currency |
|---|---|---|---|
| Six Ways from Sunday | Scott Burns | 16.66% | USD |
| Seven Value | Scott Burns | 14.25% | USD |
| Perfect Portfolio | Ben Stein | 4.00% | USD |
Investment Returns as of Mar 31, 2024
The Energy Select Sector SPDR Fund (XLE) ETF guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
ENERGY SELECT SECTOR SPDR FUND (XLE) ETF
Consolidated returns as of 31 March 2024
Live Update: Apr 18 2024
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Mar 31, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Apr 2024 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~39Y) |
|||
| Energy Select Sector SPDR Fund (XLE) ETF | -0.31 | -0.60 | 10.48 | 6.29 | 17.89 | 13.00 | 4.65 | 8.62 | 9.62 | |||
| Returns over 1 year are annualized | Available data source: since Jan 1985 | ||||||||||||
| (*) Eastern Time (ET - America/New York) | ||||||||||||
Live update: World Markets and Indexes
In 2023, the Energy Select Sector SPDR Fund (XLE) ETF granted a 3.45% dividend yield. If you are interested in getting periodic income, please refer to the Energy Select Sector SPDR Fund (XLE) ETF: Dividend Yield page.
Capital Growth as of Mar 31, 2024
An investment of 1$, since April 1994,
now would be worth 11.94$, with a total return of 1093.86% (8.62% annualized).
The Inflation Adjusted Capital now would be 5.62$, with a net total return of 462.46% (5.93% annualized).
The Inflation Adjusted Capital now would be 5.62$, with a net total return of 462.46% (5.93% annualized).
An investment of 1$, since January 1985,
now would be worth 36.75$, with a total return of 3574.67% (9.62% annualized).
The Inflation Adjusted Capital now would be 12.42$, with a net total return of 1141.64% (6.63% annualized).
The Inflation Adjusted Capital now would be 12.42$, with a net total return of 1141.64% (6.63% annualized).
Readings that may interest you
Investment Metrics as of Mar 31, 2024
Metrics of Energy Select Sector SPDR Fund (XLE) ETF, updated as of 31 March 2024.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
ENERGY SELECT SECTOR SPDR FUND (XLE) ETF
Advanced Metrics
Data Source: 1 January 1985 - 31 March 2024 (~39 years)
Swipe left to see all data
| Metrics as of Mar 31, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~39Y) |
|
| Investment Return (%) | 10.48 | 13.51 | 6.29 | 17.89 | 29.46 | 13.00 | 4.65 | 8.98 | 8.62 | 9.62 |
| US Inflation (%) | 0.38 | 1.13 | 1.61 | 3.48 | 5.63 | 4.19 | 2.84 | 2.59 | 2.54 | 2.80 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -10.03 | -17.12 | -52.34 | -63.91 | -63.91 | -63.91 | -63.91 | |||
| Start to Recovery (# months) details | 3 | 5 | 31 | 93 | 93 | 93 | 93 | |||
| Start (yyyy mm) | 2023 05 | 2022 06 | 2019 04 | 2014 07 | 2014 07 | 2014 07 | 2014 07 | |||
| Start to Bottom (# months) | 1 | 1 | 12 | 69 | 69 | 69 | 69 | |||
| Bottom (yyyy mm) | 2023 05 | 2022 06 | 2020 03 | 2020 03 | 2020 03 | 2020 03 | 2020 03 | |||
| Bottom to End (# months) | 2 | 4 | 19 | 24 | 24 | 24 | 24 | |||
| End (yyyy mm) | 2023 07 | 2022 10 | 2021 10 | 2022 03 | 2022 03 | 2022 03 | 2022 03 | |||
| Longest Drawdown Depth (%) | -6.84 | -14.24 |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | 6 | 9 | ||||||||
| Start (yyyy mm) | 2023 10 | 2022 12 | 2019 04 | 2014 07 | 2014 07 | 2014 07 | 2014 07 | |||
| Start to Bottom (# months) | 4 | 6 | 12 | 69 | 69 | 69 | 69 | |||
| Bottom (yyyy mm) | 2024 01 | 2023 05 | 2020 03 | 2020 03 | 2020 03 | 2020 03 | 2020 03 | |||
| Bottom to End (# months) | 2 | 3 | 19 | 24 | 24 | 24 | 24 | |||
| End (yyyy mm) | 2024 03 | 2023 08 | 2021 10 | 2022 03 | 2022 03 | 2022 03 | 2022 03 | |||
| Longest negative period (# months) details | 6 | 15 | 33 | 96 | 188 | 188 | 188 | |||
| Period Start (yyyy mm) | 2023 08 | 2022 11 | 2019 04 | 2014 07 | 2005 03 | 2005 03 | 2005 03 | |||
| Period End (yyyy mm) | 2024 01 | 2024 01 | 2021 12 | 2022 06 | 2020 10 | 2020 10 | 2020 10 | |||
| Annualized Return (%) | -5.99 | -2.36 | -0.18 | -0.13 | -0.17 | -0.17 | -0.17 | |||
| Deepest Drawdown Depth (%) | -10.13 | -18.14 | -53.06 | -66.84 | -66.84 | -66.84 | -66.84 | |||
| Start to Recovery (# months) details | 3 | 5 | 34 | 100 | 100 | 100 | 100 | |||
| Start (yyyy mm) | 2023 05 | 2022 06 | 2019 04 | 2014 07 | 2014 07 | 2014 07 | 2014 07 | |||
| Start to Bottom (# months) | 1 | 1 | 12 | 69 | 69 | 69 | 69 | |||
| Bottom (yyyy mm) | 2023 05 | 2022 06 | 2020 03 | 2020 03 | 2020 03 | 2020 03 | 2020 03 | |||
| Bottom to End (# months) | 2 | 4 | 22 | 31 | 31 | 31 | 31 | |||
| End (yyyy mm) | 2023 07 | 2022 10 | 2022 01 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | |||
| Longest Drawdown Depth (%) | -7.56 | -15.57 |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | 6 | 16 | ||||||||
| Start (yyyy mm) | 2023 10 | 2022 12 | 2019 04 | 2014 07 | 2014 07 | 2014 07 | 2014 07 | |||
| Start to Bottom (# months) | 4 | 6 | 12 | 69 | 69 | 69 | 69 | |||
| Bottom (yyyy mm) | 2024 01 | 2023 05 | 2020 03 | 2020 03 | 2020 03 | 2020 03 | 2020 03 | |||
| Bottom to End (# months) | 2 | 10 | 22 | 31 | 31 | 31 | 31 | |||
| End (yyyy mm) | 2024 03 | 2024 03 | 2022 01 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | |||
| Longest negative period (# months) details | 9 | 21 | 33 | 116 | 196 | 279 | 279 | |||
| Period Start (yyyy mm) | 2023 05 | 2022 06 | 2019 04 | 2014 06 | 2004 07 | 1997 08 | 1997 08 | |||
| Period End (yyyy mm) | 2024 01 | 2024 02 | 2021 12 | 2024 01 | 2020 10 | 2020 10 | 2020 10 | |||
| Annualized Return (%) | -2.16 | -0.57 | -3.72 | -0.14 | -0.05 | -0.01 | -0.01 | |||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 18.76 | 28.42 | 37.15 | 29.83 | 26.38 | 24.46 | 23.03 | |||
| Sharpe Ratio | 0.68 | 0.95 | 0.30 | 0.11 | 0.29 | 0.26 | 0.24 | |||
| Sortino Ratio | 0.90 | 1.39 | 0.43 | 0.17 | 0.41 | 0.37 | 0.34 | |||
| Ulcer Index | 4.73 | 6.28 | 19.49 | 27.92 | 24.38 | 21.86 | 19.56 | |||
| Ratio: Return / Standard Deviation | 0.95 | 1.04 | 0.35 | 0.16 | 0.34 | 0.35 | 0.42 | |||
| Ratio: Return / Deepest Drawdown | 1.78 | 1.72 | 0.25 | 0.07 | 0.14 | 0.13 | 0.15 | |||
| % Positive Months details | 66% | 63% | 56% | 51% | 58% | 57% | 58% | |||
| Positive Months | 8 | 23 | 34 | 62 | 140 | 206 | 275 | |||
| Negative Months | 4 | 13 | 26 | 58 | 100 | 154 | 196 | |||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 4.65 | 14.11 | 15.31 | 16.76 | ||||||
| Worst 10 Years Return (%) - Annualized | -4.03 | -4.03 | -4.03 | |||||||
| Best 10 Years Return (%) - Annualized | 1.76 | 11.51 | 12.64 | 12.88 | ||||||
| Worst 10 Years Return (%) - Annualized | -5.67 | -5.67 | -5.67 | |||||||
|
ROLLING PERIODS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 109.61 | 50.75 | 31.68 | 15.31 | 10.92 | 8.62 | ||||
| Worst Rolling Return (%) - Annualized | -52.34 | -21.66 | -14.48 | -4.03 | 1.85 | |||||
| % Positive Periods | 68% | 67% | 79% | 92% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 62.21 | 22.14 | 14.42 | 7.76 | 6.29 | 7.69 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | - | 6.33 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Best Rolling Return (%) - Annualized | 97.34 | 42.57 | 27.66 | 12.64 | 8.33 | 5.93 | ||||
| Worst Rolling Return (%) - Annualized | -53.06 | -23.13 | -16.00 | -5.67 | -0.18 | |||||
| % Positive Periods | 65% | 60% | 70% | 85% | 98% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 62.21 | 22.14 | 14.42 | 7.76 | 6.29 | 7.69 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | - | 6.33 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Over all the available data source (Jan 1985 - Mar 2024) | ||||||||||
| Best Rolling Return (%) - Annualized | 109.61 | 50.75 | 31.68 | 16.76 | 13.96 | 10.69 | ||||
| Worst Rolling Return (%) - Annualized | -52.34 | -21.66 | -14.48 | -4.03 | 1.85 | 4.69 | ||||
| % Positive Periods | 69% | 75% | 84% | 95% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 62.21 | 22.14 | 14.42 | 7.76 | 6.29 | 6.38 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | - | 3.39 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Best Rolling Return (%) - Annualized | 97.34 | 42.57 | 27.66 | 12.88 | 10.57 | 7.76 | ||||
| Worst Rolling Return (%) - Annualized | -53.06 | -23.13 | -16.00 | -5.67 | -0.18 | 2.28 | ||||
| % Positive Periods | 64% | 69% | 78% | 90% | 99% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 62.21 | 22.14 | 14.42 | 7.76 | 6.29 | 6.38 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | - | 3.39 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed.
- Standard Deviation: it's a measure of the dispersion of returns around the mean.
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
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Correlations as of Mar 31, 2024
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Asset correlations are calculated based on monthly returns.
Monthly correlations of Energy Select Sector SPDR Fund (XLE) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
ENERGY SELECT SECTOR SPDR FUND (XLE) ETF
Monthly correlations as of 31 March 2024
Swipe left to see all data
| Correlation vs XLE | ||||||
|---|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
VTI
|
US Total Stock Market |
0.29
|
0.62
|
0.63
|
0.62
|
0.61
|
|
SPY
|
US Large Cap |
0.29
|
0.61
|
0.62
|
0.61
|
0.61
|
|
IJR
|
US Small Cap |
0.35
|
0.72
|
0.70
|
0.62
|
0.62
|
|
VNQ
|
US REITs |
0.25
|
0.49
|
0.43
|
0.39
|
0.40
|
|
QQQ
|
US Technology |
-0.13
|
0.40
|
0.40
|
0.38
|
0.37
|
|
PFF
|
Preferred Stocks |
0.31
|
0.45
|
0.41
|
0.29
|
0.29
|
|
EFA
|
EAFE Stocks |
0.46
|
0.61
|
0.62
|
0.60
|
0.60
|
|
VT
|
World All Countries |
0.38
|
0.64
|
0.65
|
0.64
|
0.64
|
|
EEM
|
Emerging Markets |
0.44
|
0.50
|
0.51
|
0.56
|
0.55
|
|
VGK
|
Europe |
0.46
|
0.62
|
0.61
|
0.60
|
0.60
|
|
VPL
|
Pacific |
0.39
|
0.57
|
0.57
|
0.52
|
0.52
|
|
FLLA
|
Latin America |
0.23
|
0.66
|
0.57
|
0.57
|
0.56
|
|
BND
|
US Total Bond Market |
0.09
|
0.07
|
0.02
|
-0.01
|
0.02
|
|
TLT
|
Long Term Treasuries |
0.08
|
-0.27
|
-0.27
|
-0.26
|
-0.23
|
|
BIL
|
US Cash |
0.07
|
-0.17
|
-0.09
|
-0.02
|
-0.02
|
|
TIP
|
TIPS |
0.17
|
0.18
|
0.18
|
0.11
|
0.14
|
|
LQD
|
Invest. Grade Bonds |
0.14
|
0.25
|
0.23
|
0.16
|
0.17
|
|
HYG
|
High Yield Bonds |
0.27
|
0.56
|
0.58
|
0.46
|
0.46
|
|
CWB
|
US Convertible Bonds |
0.26
|
0.53
|
0.55
|
0.58
|
0.57
|
|
BNDX
|
International Bonds |
-0.05
|
0.09
|
0.03
|
0.05
|
0.07
|
|
EMB
|
Emerg. Market Bonds |
0.26
|
0.40
|
0.38
|
0.36
|
0.36
|
|
GLD
|
Gold |
0.14
|
-0.04
|
-0.02
|
0.10
|
0.10
|
|
DBC
|
Commodities |
0.82
|
0.71
|
0.69
|
0.64
|
0.64
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
ENERGY SELECT SECTOR SPDR FUND (XLE) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1985 - 31 March 2024 (~39 years)
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Rolling Returns
( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
ENERGY SELECT SECTOR SPDR FUND (XLE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1985 - 31 March 2024 (~39 years)
If you need a deeper detail about rolling returns, please refer to the Energy Select Sector SPDR Fund (XLE) ETF: Rolling Returns page.
Seasonality
In which months is it better to invest in Energy Select Sector SPDR Fund (XLE) ETF?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
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Swipe left to see all data
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Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Energy Select Sector SPDR Fund (XLE) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
ENERGY SELECT SECTOR SPDR FUND (XLE) ETF
Monthly Returns Distribution
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1985 - 31 March 2024 (~39 years)
206 Positive Months (57%) - 154 Negative Months (43%)
275 Positive Months (58%) - 196 Negative Months (42%)
Swipe left to see all data
(Scroll down to see all data)
Investment Returns, up to December 1998, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.
You can find additional information on extended Data Sources here.
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