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BKMS vs. XLEI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BKMS vs. XLEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Municipal Short Duration ETF (BKMS) and State Street Energy Select Sector SPDR Premium Income ETF (XLEI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BKMS

1D
0.10%
1M
-0.03%
6M
0.41%
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

XLEI

1D
0.04%
1M
9.73%
6M
14.00%
YTD
23.25%
1Y
34.09%
3Y*
5Y*
10Y*
ALL TIME*
30.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$790.45K$878.97K$1.09M
$1.75M$1.47M$1.31M

BKMS vs. XLEI - Yearly Performance Comparison


Correlation

The correlation between BKMS and XLEI is -0.28, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 12, 2026

-0.28

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Return for Risk

BKMS vs. XLEI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BKMS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


XLEI
XLEI Risk / Return Rank: 8787
Overall Rank
XLEI Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XLEI Sortino Ratio Rank: 8484
Sortino Ratio Rank
XLEI Omega Ratio Rank: 8787
Omega Ratio Rank
XLEI Calmar Ratio Rank: 9090
Calmar Ratio Rank
XLEI Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BKMS vs. XLEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Municipal Short Duration ETF (BKMS) and State Street Energy Select Sector SPDR Premium Income ETF (XLEI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BKMSXLEIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

4.18

Martin ratioReturn relative to average drawdown

12.58

BKMS vs. XLEI - Sharpe Ratio Comparison


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Drawdowns

BKMS vs. XLEI - Drawdown Comparison

The maximum BKMS drawdown since its inception was -0.87%, smaller than the maximum XLEI drawdown of -8.19%. Use the drawdown chart below to compare losses from any high point for BKMS and XLEI.


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Drawdown Indicators


BKMSXLEIDifference

Max Drawdown

Largest peak-to-trough decline

-0.87%

-8.19%

+7.32%

Max Drawdown (1Y)

Largest decline over 1 year

-8.19%

Current Drawdown

Current decline from peak

-0.17%

-1.05%

+0.88%

Average Drawdown

Average peak-to-trough decline

-0.25%

-1.83%

+1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

Volatility

BKMS vs. XLEI - Volatility Comparison


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Volatility by Period


BKMSXLEIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

Volatility (6M)

Calculated over the trailing 6-month period

11.29%

Volatility (1Y)

Calculated over the trailing 1-year period

1.30%

14.00%

-12.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.30%

14.02%

-12.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.30%

14.02%

-12.72%

BKMS vs. XLEI - Expense Ratio Comparison

Both BKMS and XLEI have an expense ratio of 0.35%.


Dividends

BKMS vs. XLEI - Dividend Comparison

BKMS's dividend yield for the trailing twelve months is around 1.67%, less than XLEI's 20.28% yield.


Frequently Asked Questions


BKMS and XLEI have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

BKMS and XLEI have the same expense ratio: 0.35% per year.

XLEI has the higher dividend yield at 20.28%, compared with 1.67% for BKMS.

BKMS is categorized as Municipal Bonds, while XLEI is Energy Equities. They also come from different issuers: BNY Mellon and State Street.

Portfolio Optimizer

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