PortfolioMetrics

SPYG vs. XLE - ETF Comparison

SPYG - SPDR Portfolio S&P 500 Growth ETF

The SPDR Portfolio S&P 500 Growth ETF tracks the S&P 500 Growth Index, providing exposure to large-cap growth companies in the US equity market. It offers a diversified portfolio of over 230 holdings, with a focus on technology, industrials, healthcare, and consumer goods. This ETF is suitable for investors seeking long-term capital appreciation and willing to take on the associated risks.

XLE - Energy Select Sector SPDR Fund

The Energy Select Sector SPDR Fund is an exchange-traded fund that tracks the S&P Energy Select Sector Index, providing exposure to the U.S. energy industry, including major oil producers. It is a cost-efficient and liquid option for investors seeking tactical exposure to the energy sector, particularly when oil prices are rising. However, it may not be suitable for long-term buy-and-hold portfolios due to concentration issues in the portfolio.

SPYGXLE
Fund NameSPDR Portfolio S&P 500 Growth ETFEnergy Select Sector SPDR Fund
Fund ProviderState StreetState Street
IndexS&P 500 Growth IndexS&P Energy Select Sector Index
Asset ClassEquityEquity
ListingUS-listedUS-listed
Expense Ratio0.04%0.09%
Inception Date2000-09-251998-12-16
Number Of Holdings23224
CurrencyUSDUSD
RegionUnited StatesUnited States
Investment StyleGrowthValue
Market CapLarge-CapLarge-Cap
SectorTechnologyEnergy
Sector DetailSoftwareOil Producers
LeveragedNon-leveragedNon-leveraged
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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Performance Analysis

The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.

Cumulative Returns

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End of Year Returns Table

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End of Year Returns

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Risk Analysis

The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.

Drawdowns

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Drawdowns Table

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Monte Carlo Simulation

The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.

IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.

Monte Carlo Metrics

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Simulated Portfolio Prices

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