Sortino ratio is not yet available for XLEI. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares State Street Energy Select Sector SPDR Premium Income ETF's Sortino Ratio with other ETFs in the Energy Equities category across multiple time periods, showing how XLEI's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 17, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| CRAK | VanEck Oil Refiners ETF | 4.10 | |||
| EIPX | FT Energy Income Partners Strategy ETF | 3.74 | |||
| PXJ | Invesco Dynamic Oil & Gas Services ETF | 3.55 | |||
| PIPE | Invesco SteelPath MLP & Energy Infrastructure ETF | 3.23 | |||
| XES | SPDR S&P Oil & Gas Equipment & Services ETF | 3.19 | |||
| USNG | Amplify Samsung U.S. Natural Gas Infrastructure ETF | 3.17 | |||
| BESF | Bastion Energy ETF | 3.07 | |||
| UMI | USCF Midstream Energy Income Fund ETF | 3.03 | |||
| TPYP | Tortoise North American Pipeline Fund | 2.97 | |||
| EINC | VanEck Energy Income ETF | 2.94 | |||
| XLEI | State Street Energy Select Sector SPDR Premium Income ETF | — |
Historical Sortino Ratio
The chart shows XLEI's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when XLEI consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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