PortfoliosLab logoPortfoliosLab logo

Sortino ratio is not yet available for XLII. 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 Industrial Select Sector SPDR Premium Income ETF's Sortino Ratio with other ETFs in the Derivative Income, Industrials Equities category across multiple time periods, showing how XLII'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 Jun 4, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
CHPYYieldMax Semiconductor Portfolio Option Income ETF5.76
GOOYYieldMax GOOGL Option Income Strategy ETF5.10
ROKTSPDR S&P Kensho Final Frontiers ETF4.47
GOOPKurv Yield Premium Strategy Google ETF4.35
THTASoFi Enhanced Yield ETF4.29
TYLGGlobal X Information Technology Covered Call & Growth ETF4.01
TDVIFT Vest Technology Dividend Target Income ETF3.94
WEELPeerless Option Income Wheel ETF3.93
QYLDGlobal X NASDAQ 100 Covered Call ETF3.92
XYLDGlobal X S&P 500 Covered Call ETF3.87
XLIIState Street Industrial Select Sector SPDR Premium Income ETF

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows XLII'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 XLII consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


Loading charts...

Sortino Ratio Calculator

IHow does XLII fit in your portfolio?

Add your other holdings to see your portfolio's Sortino Ratio and find out.

Analyze Your Portfolio