ETF · Equity Energy

State Street Energy Select Sector SPDR ETF(XLE)

$57.96
+1.15%
Expense Ratio
$43.6B
Total AUM
Holdings
Inception
Active Share vs VOO
Truly Active
0%20%60%100%
96.2%

AI Look-Through Summary

AI Generated

The State Street Energy Select Sector SPDR ETF presents a highly concentrated exposure to the energy sector, with holdings accounting for 99.4% of total assets under management. This extreme specialization means the fund's performance will almost entirely mirror the broader energy landscape rather than providing diversification across other industries. The portfolio is heavily weighted toward integrated oil and gas giants, as evidenced by Exxon Mobil commanding a significant portion at nearly one-fifth of the total allocation, followed closely by Chevron with over 16%. This top-heavy structure indicates that price movements in these two specific companies will disproportionately influence the fund's overall trajectory compared to smaller constituents.

Geographically and industrially, the concentration extends beyond just major producers; the list includes significant stakes in exploration services like Schlumberger, pipeline infrastructure via Kinder Morgan, and downstream refining operations represented by Valero and Phillips 66. This blend suggests a comprehensive coverage of the value chain from extraction to transportation and processing, yet it remains strictly tethered to commodity price cycles and regulatory environments affecting fossil fuels. With over $43 billion in assets, the fund serves as a massive vehicle for investors seeking pure-play energy exposure without needing to construct their own bespoke portfolio of individual stocks. The sheer dominance of the top two holdings implies that any earnings miss or operational setback at Exxon Mobil or Chevron would have an outsized negative impact on the ETF's valuation relative to its size.

Quantitatively, the lack of any non-energy assets creates a binary risk profile where correlation with oil prices and geopolitical stability becomes the primary driver of volatility. The fund does not offer hedging against economic downturns through defensive sectors like healthcare or consumer staples within its own mandate. Instead, it functions as a leveraged bet on the continued relevance and profitability of traditional hydrocarbon extraction and distribution models. Investors analyzing this vehicle must weigh the potential for high returns during commodity supercycles against the inherent risk that a structural shift away from fossil fuels could erode value across nearly every holding simultaneously due to the absence of sectoral diversification buffers.

Generated by Qwen-32B from constituent-level data. Not investment advice. Updated: 2026-05-20 14:36:11.873446+00

🔍 Theme Alignment Audit

AI GeneratedPurity: 98/100

The investment theme implied by the State Street Energy Select Sector SPDR ETF is executed with exceptional fidelity, as every single top holding and sector allocation falls squarely within the energy industry. The portfolio comprises exclusively oil, gas, coal, renewable, and related service companies, ensuring that no capital is deployed into unrelated sectors such as technology or healthcare. This complete alignment between the stated objective of pure energy exposure and the actual asset composition demonstrates a rigorous adherence to its mandate without dilution from non-thematic assets.

Concentration risk remains elevated due to the heavy weighting in mega-cap integrated oil giants, which collectively account for nearly 40% of the portfolio through Exxon Mobil and Chevron alone. This structure creates a significant reliance on a narrow subset of large-cap names rather than diversifying across mid-tier energy producers or independent exploration firms. While this approach provides stability and liquidity, it means the fund's performance is disproportionately tied to the fortunes of these specific leaders rather than representing a broader cross-section of the entire energy sector. The near-total absence of other sectors further underscores that this vehicle offers specialized thematic exposure rather than broad market diversification within the industry.

AI analysis of holdings alignment vs fund theme. Not investment advice. Updated: 2026-05-20 02:32:39.669114+00

🏢 Sector Analysis

AI Generated

The State Street Energy Select Sector SPDR ETF (XLE) maintains an allocation of 99.4% within the energy sector, a structure that strictly isolates its performance to this specific industry vertical while excluding exposure to broader market diversifiers like technology or healthcare. This near-total concentration indicates an investment thesis predicated entirely on the cyclical dynamics and supply-demand fundamentals unique to oil, gas, and related services rather than seeking broad economic beta. The fund's composition reflects a deliberate choice to capture sector-specific momentum without diluting returns through unrelated asset classes, effectively functioning as a leveraged proxy for the energy industry's overall health.

Concentration risk is pronounced within this portfolio, evidenced by the top ten holdings accounting for 75.1% of total assets and the presence of two dominant positions in Exxon Mobil and Chevron comprising nearly 40% of the fund individually. Such weightings amplify exposure to idiosyncratic events affecting major integrated oil companies while simultaneously reducing the impact of smaller, potentially more agile players within the sector. The heavy reliance on a limited number of large-cap entities suggests that the fund's returns will be highly sensitive to corporate earnings reports and strategic decisions from these specific firms, meaning any adverse development for the top two holders could disproportionately drag down overall performance regardless of broader industry trends.

In terms of factor tilts, the portfolio exhibits a distinct tilt toward market capitalization size, as evidenced by the dominance of large-cap integrated producers over mid-tier explorationists or small-cap service providers. This structure inherently favors companies with established balance sheets and significant upstream assets, potentially offering stability during volatile price swings but possibly capping upside potential if smaller innovators drive sector growth. The inclusion of pipeline operators like Williams Companies alongside traditional oil majors further nuances the exposure to include midstream infrastructure value, yet the overwhelming weight remains on production and refining capabilities. Ultimately, this allocation profile presents a high-beta vehicle where returns are inextricably linked to commodity price fluctuations and the operational efficiency of its largest constituents.

AI-generated sector analysis from constituent-level data. Not investment advice. Updated: 2026-05-21 16:57:10.657435+00

Flow Driver Analysis

2-Step Circle

Which larger ETFs share XLE's holdings — and mechanically drive its price through index rebalancing flows?

Approximately 100% of XLE's weight flows through these larger ETFs

Driver ETFAUMExpenseShared StocksWeight Overlap
SPTMSPTM$12B2299.4%
SPYState Street SPDR S&P 500 ETF Trust$640B0.09%2299.4%
SPLGSPLG$97B2299.4%
SPYVSPYV$32B2299.4%
IVViShares Core S&P 500 ETF$762B0.03%2199.4%

99% of XLE's portfolio by weight is also held by SPTM. When SPTM receives inflows, it mechanically buys these shared stocks — dragging XLE's NAV along regardless of any thematic or sector catalyst. Combined, the top 5 overlapping ETFs control exposure to 100% ofXLE's weight.

Overlap computed from constituent-level holdings data across 5 ETFs. Price co-movement with driver ETFs is structural, not coincidental. Not investment advice.

ETF Look-Through Dashboard

Replaces $249/yr Morningstar

Peer through the ETF wrapper to see exactly what you own. Every metric is computed from constituent-level data.

22.4x
Weighted P/E
3.45x
Weighted P/B
2.44%
Dividend Yield
$255B
Wtd Avg Market Cap

Herfindahl-Hirschman Concentration Index

010002000300040001039
Well Diversified
Top 5: 55.9%Top 10: 75.3%

Morningstar-Style Box

Value
Blend
Growth
Large
Mid
Small
Large Blend

Sector & Cap Explorer

Energy100.0%
Visualization Mode

ETF Fundamental Radar

Total Analysis
99% Weight
Market Cap
Large
Risk Profile
High Distress

Operational health is mixed, with the bulk of weight in the mid-range (4–6) Piotroski scores.

Piotroski F-Score (Operational Health)

Score 0-9: Measures Profitability, Leverage, and Efficiency

↑ Weight (%)100%80%60%40%20%
4%
0–3 Weak
80%
4–6 Average
15%
7–9 Strong

Computed by rolling up individual stock Piotroski F-Scores, Altman Z-Scores, and Beneish M-Scores weighted by each constituent's allocation. Data that Vanguard and BlackRock don't surface.

Dividend Safety True-Up

Deterministic
78%
Wtd FCF Payout Ratio
3.62%
TTM Yield
Stretched
Dividend Durability
78% of FCF
0% (retains all cash)50%100% (pays out everything)

The dividend-paying companies inside XLE collectively pay out 78% of their Free Cash Flow to maintain the current yield. This is stretched — a prolonged earnings slump could force constituent companies to cut dividends. Based on 97% of fund weight in dividend-paying stocks.

FCF Payout Ratio = Dividends Paid / Free Cash Flow, weighted by constituent allocation. Not investment advice.

Earnings vs. Price Decomposition

Proprietary
+42.2%
ETF 1Y Return
-1.9%
Wtd Earnings Growth
+44.1%
Multiple Expansion
P/E Inflation

XLE is up 42.2% over the last 12 months. The underlying weighted earnings growth of its constituents is -1.9%. The remaining +44.1% of performance is driven by multiple expansion (P/E inflation) — prices rose faster than earnings grew.

Earnings growth = weighted average YoY EPS growth of all constituents (capped at ±500% to limit outlier distortion). Based on 97% of fund weight with earnings data. Not investment advice.

Value Creation Map

ROIC vs WACC

What percentage of XLE's weight is allocated to companies that create economic value (ROIC > WACC) vs. destroy it?

61% Creators
39% Destroyers
Value Creators (ROIC > WACC)60.7%
Value Destroyers38.7%

Of XLE's analyzed weight, 61% is invested in companies earning more than their cost of capital — genuine value creators. The remaining 39% consists of companies whose ROIC falls below their WACC, effectively destroying shareholder value with every dollar invested.

ROIC-WACC spread for 99% of fund weight with available data. Not investment advice.

Concentration Risk Monitor

CRITICAL
22.5%
Largest Holding
XOM
46.0%
Top 3 Weight
10
Effective # of Stocks
50%
Top Stock Var. Share
Portfolio weight concentration
XOM
CVX
COP
Other 18 stocks

XOM at 22.5% has captured XLE's portfolio. The top 3 holdings (46%) dominate the fund's variance — the remaining 20 stocks provide minimal diversification.XLE effectively behaves like a 10-stock portfolio, not a 23-stock one.

Effective # of Stocks = 1 / HHI (Herfindahl-Hirschman Index). Variance share approximated as w² / Σw². Not investment advice.

Passive Crowding Score

HIGH

How much of each constituent's market cap is structurally locked in passive ETFs — a proxy for liquidity fragility during sell-offs.

53/ 100
Wtd Avg Passive Ownership15.8%
Most Crowded HoldingOKE (20.5%)
Least CrowdedDVN (11.6%)
Coverage99% of fund weight
0 — Low255075100 — Extreme

XLE has a Passive Crowding Score of 53/100. On average, 15.8% of the market capitalization of XLE's underlying holdings is structurally locked in passive ETF vehicles. This indicates moderate passive ownership density. Index rebalances and ETF creation/redemption activity can amplify short-term volatility in the underlying holdings.

Passive $ = Σ(ETF AUM × holding weight) across all 40 tracked ETFs. Actual passive ownership is higher (includes mutual funds, pension funds). Not investment advice.

Under the Hood — Top 15 Constituents

Top 10 Concentration74.8%
#TickerCompanyWeightP/EF-Score
1XOM
EXXON MOBIL CORP
Energy
22.55%
24.5x5/9
2CVX
CHEVRON CORP
Energy
16.58%
31.7x6/9
3COP
CONOCOPHILLIPS
Energy
6.84%
19.3x6/9
4SLB
SLB LTD
Energy
4.70%
24.0x4/9
5WMB
WILLIAMS COS INC
Energy
4.49%
31.3x7/9
6EOG
EOG RESOURCES INC
Energy
4.17%
13.1x3/9
7VLO
VALERO ENERGY CORP
Energy
4.04%
17.9x6/9
8MPC
MARATHON PETROLEUM CORP
Energy
4.02%
16.4x7/9
9PSX
PHILLIPS 66
Energy
3.85%
17.4x6/9
10KMI
KINDER MORGAN INC
Energy
3.60%
20.9x6/9
11BKR
BAKER HUGHES CO
Energy
3.57%
20.4x7/9
12OKE
ONEOK INC
Energy
3.20%
15.0x6/9
13TRGP
TARGA RESOURCES CORP
Energy
3.18%
26.1x5/9
14DVN
DEVON ENERGY CORP
Energy
2.98%
12.4x6/9
15OXY
OCCIDENTAL PETROLEUM CORP
Energy
2.32%
76.5x4/9
The bottom 8 stocks in XLE account for only 9.9% of the total fund weight.

Historical Holdings Snapshots

Browse how XLE’s holdings have changed across SEC filing dates. Showing top holdings per snapshot.

2026-05-24

15 holdings · 90.1% tracked weight
#TickerWeightSharesMarket Value
1XOM22.55%59,317,396
2CVX16.58%35,448,582
3COP6.84%23,168,818
4SLB4.70%33,523,352
5WMB4.49%23,644,814
6EOG4.17%12,164,228
7VLO4.04%6,837,964
8MPC4.02%6,613,385
9PSX3.85%9,032,938
10KMI3.60%43,891,060
11BKR3.57%22,155,028
12OKE3.20%14,106,640
13TRGP3.18%4,812,405
14DVN2.98%25,810,863
15OXY2.32%16,123,528

2026-05-23

15 holdings · 90.1% tracked weight
#TickerWeightSharesMarket Value
1XOM22.55%59,317,396
2CVX16.58%35,448,582
3COP6.84%23,168,818
4SLB4.70%33,523,352
5WMB4.49%23,644,814
6EOG4.17%12,164,228
7VLO4.04%6,837,964
8MPC4.02%6,613,385
9PSX3.85%9,032,938
10KMI3.60%43,891,060
11BKR3.57%22,155,028
12OKE3.20%14,106,640
13TRGP3.18%4,812,405
14DVN2.98%25,810,863
15OXY2.32%16,123,528

2026-05-22

15 holdings · 90.1% tracked weight
#TickerWeightSharesMarket Value
1XOM22.45%59,624,116
2CVX16.43%35,631,833
3COP6.87%23,288,595
4SLB4.65%33,696,663
5WMB4.46%23,767,076
6VLO4.18%6,873,322
7EOG4.17%12,227,134
8MPC4.14%6,647,607
9PSX3.92%9,079,656
10BKR3.58%22,269,551
11KMI3.57%44,117,976
12TRGP3.16%4,837,255
13OKE3.15%14,179,557
14DVN3.03%25,944,343
15OXY2.30%16,206,882

2026-05-21

15 holdings · 90.2% tracked weight
#TickerWeightSharesMarket Value
1XOM22.79%59,650,030
2CVX16.53%35,647,319
3COP6.85%23,298,717
4SLB4.50%33,711,309
5WMB4.44%23,777,408
6VLO4.25%6,876,310
7EOG4.15%12,232,450
8MPC4.10%6,650,499
9PSX3.89%9,083,604
10KMI3.56%44,137,152
11BKR3.43%22,279,229
12OKE3.18%14,185,719
13TRGP3.14%4,839,355
14DVN3.03%25,955,617
15OXY2.31%16,213,926

2026-05-20

15 holdings · 90.2% tracked weight
#TickerWeightSharesMarket Value
1XOM22.77%59,503,422
2CVX16.47%35,559,701
3COP6.90%23,241,461
4SLB4.58%33,628,451
5WMB4.39%23,718,962
6VLO4.23%6,859,412
7EOG4.16%12,202,394
8MPC4.10%6,634,145
9PSX3.88%9,061,266
10KMI3.55%44,028,658
11BKR3.51%22,224,455
12OKE3.16%14,150,835
13TRGP3.16%4,827,455
14DVN3.07%25,891,833
15OXY2.30%16,174,078

2026-05-19

15 holdings · 90.4% tracked weight
#TickerWeightSharesMarket Value
1XOM22.82%59,835,369
2CVX16.50%35,758,053
3COP6.91%23,371,129
4SLB4.52%33,816,023
5WMB4.48%23,851,248
6VLO4.18%6,897,681
7EOG4.16%12,270,462
8MPC4.11%6,671,182
9PSX3.85%9,111,855
10KMI3.60%44,274,288
11BKR3.46%22,348,425
12TRGP3.19%4,854,405
13OKE3.17%14,229,760
14DVN3.11%26,036,285
15OXY2.34%16,264,322

Source: SEC filings and fund provider disclosures. Shows last 6 snapshot dates, top 15 holdings per date by weight.

Risk Profile

25.0%
Annual Volatility
1.55
Sharpe (1Y)
-18.8%
Max Drawdown (5Y)

Sharpe = risk-adjusted return (higher is better). Computed from 1,200+ trading days with 5% risk-free rate.

Fama-French 5-Factor Exposure

Academic factor model decomposition — what's really driving this ETF's returns.

1.03
Market β
-0.207
Size (SMB)
Large-cap tilt
+0.958
Value (HML)
Value tilt
+0.024
Profit (RMW)
Neutral
+0.100
Invest (CMA)
Neutral
Alpha (annual): -1.06%
R²: 52.1%of variance explained by 5 factors

Fama-French 5-Factor Model. Data: Kenneth French Data Library. Regression over 3 years of daily returns.

Price Chart with Moving Averages

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What Drove XLE Today?

Daily return attribution — which holdings contributed most (and least) to the fund's move.

Fund move:+1.15%(2026-06-02)

Top Contributors

+0.101%
+0.098%
+0.080%

Top Detractors

-0.005%
-0.023%
-0.054%

Attribution = holding weight × stock daily return. Only the top contributors and detractors are shown.

Technical Setup

AI Generated

The XLE ETF is currently trading above both its 50-day and 200-day simple moving averages, indicating strong upward momentum in the short term relative to longer-term trends, while a RSI of nearly 70 suggests it's approaching overbought territory.

Underwater (Drawdown from Peak)

How far below the all-time high the price has been over time. Deeper = more pain for holders.

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Rolling 60-Day Beta vs S&P 500 (VOO)

How the ETF's sensitivity to market moves changes over time. β > 1 = more volatile than the market.

Loading beta chart...
Rolling Beta Market (β = 1.0)

Yield & Income

3.62%
TTM Yield
30-Day SEC Yield
5Y Div CAGR

Sector Drift Over Time

How XLE’s sector allocation has shifted across snapshots. Use the slider to travel through time.

2026-05-2457 snapshots
Energy100.0%
Other0.0%
2026-03-262026-05-24

Active Conviction Tracker

Shares bought and sold between the latest two data snapshots — reveals what the fund manager is actually doing.

No position changes detected between snapshots.

Explore More

Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.

SecuritiesDB is for informational purposes only. Not investment advice.