TLT vs XLE

Comparison between ISHARES 20+ YEAR TREASURY BOND ETF (TLT, ETF) and THE ENERGY SELECT SECTOR SPDR FUND (XLE, ETF).

5-Year PerformanceXLE has outperformed TLT, delivering a return of +20.1% compared to -6.1%

TLT vs XLE - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TLT(ETF)	XLE(ETF)
Net Assets	$43B	$44B
Expense Ratio	0.15%	0.08%
Max Drawdown	51.76%	76.73%
Sharpe Ratio	-0.08	1.70
5Y Beta	0.06	0.58
P/E Ratio	N/A	21.71
Forward P/E	N/A	14.75
PEG Ratio	N/A	1.16
5Y Dividends CAGR	14.06%	6.90%
5Y EPS CAGR	N/A	20.78%
Debt to Equity	N/A	36.28%
P/S Ratio	N/A	1.65
P/B Ratio	N/A	2.56

Net Assets

TLT

$43B

Winner

XLE

$44B

Expense Ratio

TLT

0.15%

Winner

XLE

0.08%

Max Drawdown

Winner

TLT

51.76%

XLE

76.73%

Sharpe Ratio

TLT

-0.08

Winner

XLE

1.70

5Y Beta

Winner

TLT

0.06

XLE

0.58

P/E Ratio

TLT

N/A

XLE

21.71

Forward P/E

TLT

N/A

XLE

14.75

PEG Ratio

TLT

N/A

XLE

1.16

5Y Dividends CAGR

Winner

TLT

14.06%

XLE

6.90%

5Y EPS CAGR

TLT

N/A

XLE

20.78%

Debt to Equity

TLT

N/A

XLE

36.28%

P/S Ratio

TLT

N/A

XLE

1.65

P/B Ratio

TLT

N/A

XLE

2.56

TLT vs XLE - Historical Returns

Returns include dividend reinvestment.

Period	TLT	XLE
1 month	-0.60%	-4.05%
3 months	-0.56%	+4.51%
6 months	-1.72%	+26.27%
1 year	+3.54%	+40.89%
5 years(CAGR)	-6.10%	+20.06%
10 years(CAGR)	-1.41%	+10.03%
Max(CAGR)	+3.68%	+8.29%

Winner

TLT

-0.60%

XLE

-4.05%

TLT

-0.56%

Winner

XLE

+4.51%

TLT

-1.72%

Winner

XLE

+26.27%

TLT

+3.54%

Winner

XLE

+40.89%

5Y(CAGR)

TLT

-6.10%

Winner

XLE

+20.06%

10Y(CAGR)

TLT

-1.41%

Winner

XLE

+10.03%

Max(CAGR)

TLT

+3.68%

Winner

XLE

+8.29%

TLT vs XLE - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	TLT	XLE
2026	+0.39%	+22.80%
2025	+3.96%	+6.64%
2024	-7.53%	+4.40%
2023	+0.84%	+2.97%
2022	-29.39%	+59.24%
2021	-4.49%	+53.07%
2020	+16.83%	-33.12%
2019	+13.52%	+9.58%
2018	-0.53%	-19.53%
2017	+8.72%	-2.00%
2016	+0.45%	+28.06%
2015	-2.87%	-21.84%
2014	+26.91%	-7.38%
2013	-12.20%	+23.53%
2012	+4.20%	+2.36%
2011	+34.98%	+2.08%
2010	+9.14%	+18.05%
2009	-19.78%	+16.01%
2008	+32.03%	-39.08%
2007	+9.50%	+41.83%
2006	+0.84%	+12.74%
2005	+8.37%	+45.54%
2004	+10.01%	+33.98%
2003	+4.32%	+23.23%
2002	+9.75%	-14.05%
2001	N/A	-18.34%
2000	N/A	+26.90%
1999	N/A	+0.56%

TLT vs XLE Drawdown Comparison

The maximum drawdown for TLT was -48.35%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The maximum drawdown for XLE was -71.26%, occurring on Mar 18, 2020. Recovery took 1939 trading sessions.

The current TLT drawdown is -40.15%. The current XLE drawdown is -10.97%.

Rank	TLT	XLE
#1	-48.35% Aug 4, 2020 - Oct 19, 2023	-71.26% Jun 23, 2014 - Mar 4, 2022
#2	-26.58% Dec 30, 2008 - Aug 18, 2011	-57.37% May 20, 2008 - May 20, 2013
#3	-20.48% Jul 25, 2012 - Dec 10, 2014	-41.54% May 18, 2001 - Jul 16, 2004
#4	-17.88% Jul 8, 2016 - Jul 2, 2019	-26.08% Jun 8, 2022 - Nov 1, 2022
#5	-15.80% Jan 30, 2015 - Jun 9, 2016	-20.15% Nov 22, 2024 - Jan 5, 2026
#6	-15.73% Mar 9, 2020 - Apr 21, 2020	-17.34% Nov 15, 2022 - Sep 8, 2023
#7	-15.69% Jun 13, 2003 - Dec 15, 2004	-16.88% Dec 26, 2007 - Apr 16, 2008
#8	-10.91% Oct 3, 2011 - Dec 19, 2011	-16.45% Sep 29, 2005 - Jan 13, 2006
#9	-10.82% Jun 30, 2005 - Nov 24, 2006	-15.99% Apr 21, 2006 - Nov 29, 2006
#10	-10.41% Dec 19, 2011 - May 17, 2012	-14.71% Jan 21, 2000 - Mar 29, 2000
#11	-8.63% Apr 21, 2020 - Jul 30, 2020	-14.14% Mar 8, 2001 - May 18, 2001
#12	-8.24% Aug 28, 2019 - Feb 20, 2020	-13.72% Mar 4, 2005 - Jun 16, 2005
#13	-8.03% Dec 4, 2006 - Aug 31, 2007	-13.33% Apr 5, 2024 - Nov 21, 2024
#14	-7.49% Mar 20, 2008 - Sep 4, 2008	-12.96% Sep 14, 2023 - Mar 18, 2024
#15	-6.68% Sep 24, 2002 - Feb 20, 2003	-12.44% Jul 19, 2007 - Sep 18, 2007

Correlation

Correlation between TLT and XLE is 0.41 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.41

-101

Dividend Comparison (1999 - 2026)

TLT vs XLE dividend yield comparison.

Year	TLT	XLE
2026	1.50%	0.69%
2025	4.43%	3.28%
2024	4.30%	3.36%
2023	3.38%	3.55%
2022	2.67%	3.68%
2021	1.50%	4.21%
2020	1.50%	5.62%
2019	2.27%	6.72%
2018	2.63%	3.54%
2017	2.43%	3.03%
2016	2.60%	2.26%
2015	2.61%	3.39%
2014	2.67%	2.35%
2013	3.26%	1.73%
2012	2.68%	1.82%
2011	3.30%	1.54%
2010	4.16%	1.46%
2009	4.05%	1.81%
2008	3.49%	1.85%
2007	4.50%	0.99%
2006	4.52%	1.24%
2005	4.55%	1.13%
2004	4.68%	1.42%
2003	5.30%	1.74%
2002	2.19%	2.16%
2001	0.00%	1.85%
2000	0.00%	1.45%
1999	0.00%	0.30%