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BKUI vs. XLE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BKUI vs. XLE - Performance Comparison

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

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Returns By Period

In the year-to-date period, BKUI achieves a 1.42% return, which is significantly lower than XLE's 32.17% return.


BKUI

1D
-0.01%
1M
0.33%
YTD
1.42%
6M
1.74%
1Y
4.32%
3Y*
5.21%
5Y*
10Y*

XLE

1D
1.29%
1M
-1.14%
YTD
32.17%
6M
29.80%
1Y
45.00%
3Y*
17.46%
5Y*
20.44%
10Y*
10.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKUI vs. XLE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BKUI
BNY Mellon Ultra Short Income ETF
1.42%4.93%5.50%5.75%-0.08%-0.26%
XLE
State Street Energy Select Sector SPDR ETF
32.17%7.88%5.56%-0.63%64.32%13.67%

Correlation

The correlation between BKUI and XLE is -0.30, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.30

Correlation (3Y)
Calculated over the trailing 3-year period

-0.14

Correlation (All Time)
Calculated using the full available price history since Aug 12, 2021

-0.09

Over the past year, the inverse relationship between BKUI and XLE has strengthened: their correlation has moved from -0.09 to -0.30, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

BKUI vs. XLE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BKUI
BKUI Risk / Return Rank: 9999
Overall Rank
BKUI Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BKUI Sortino Ratio Rank: 100100
Sortino Ratio Rank
BKUI Omega Ratio Rank: 100100
Omega Ratio Rank
BKUI Calmar Ratio Rank: 9999
Calmar Ratio Rank
BKUI Martin Ratio Rank: 9999
Martin Ratio Rank

XLE
XLE Risk / Return Rank: 6363
Overall Rank
XLE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 5959
Sortino Ratio Rank
XLE Omega Ratio Rank: 5656
Omega Ratio Rank
XLE Calmar Ratio Rank: 7373
Calmar Ratio Rank
XLE Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BKUI vs. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Ultra Short Income ETF (BKUI) and State Street Energy Select Sector SPDR ETF (XLE). 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.


BKUIXLEDifference
Sharpe ratioReturn per unit of total volatility

+8.32

Sortino ratioReturn per unit of downside risk

+22.41

Omega ratioGain probability vs. loss probability

6.02

1.35

+4.67

Calmar ratioReturn relative to maximum drawdown

32.56

3.75

+28.81

Martin ratioReturn relative to average drawdown

230.94

10.92

+220.02

BKUI vs. XLE - Sharpe Ratio Comparison

The current BKUI Sharpe Ratio is 10.52, which is higher than the XLE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of BKUI and XLE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BKUIXLEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

10.52

2.21

+8.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

6.08

0.31

+5.77

Drawdowns

BKUI vs. XLE - Drawdown Comparison

The maximum BKUI drawdown since its inception was -1.72%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for BKUI and XLE.


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Drawdown Indicators


BKUIXLEDifference

Max Drawdown

Largest peak-to-trough decline

-1.72%

-71.26%

+69.54%

Max Drawdown (1Y)

Largest decline over 1 year

-0.13%

-12.05%

+11.92%

Max Drawdown (3Y)

Largest decline over 3 years

-0.25%

-20.14%

+19.89%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

Max Drawdown (10Y)

Largest decline over 10 years

-66.81%

Current Drawdown

Current decline from peak

-0.01%

-6.15%

+6.14%

Average Drawdown

Average peak-to-trough decline

-0.27%

-17.98%

+17.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

4.14%

-4.12%

Volatility

BKUI vs. XLE - Volatility Comparison

The current volatility for BNY Mellon Ultra Short Income ETF (BKUI) is 0.15%, while State Street Energy Select Sector SPDR ETF (XLE) has a volatility of 8.25%. This indicates that BKUI experiences smaller price fluctuations and is considered to be less risky than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKUIXLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

8.25%

-8.10%

Volatility (6M)

Calculated over the trailing 6-month period

0.31%

16.58%

-16.27%

Volatility (1Y)

Calculated over the trailing 1-year period

0.41%

20.53%

-20.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.59%

26.02%

-25.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.59%

29.59%

-29.00%

BKUI vs. XLE - Expense Ratio Comparison

BKUI has a 0.12% expense ratio, which is higher than XLE's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BKUI vs. XLE - Dividend Comparison

BKUI's dividend yield for the trailing twelve months is around 4.21%, more than XLE's 2.54% yield.


PositionTTM20252024202320222021202020192018201720162015
BKUI
BNY Mellon Ultra Short Income ETF
4.21%4.48%5.11%4.29%1.82%0.22%0.00%0.00%0.00%0.00%0.00%0.00%
XLE
State Street Energy Select Sector SPDR ETF
2.54%3.28%3.36%3.55%3.68%4.21%5.62%6.72%3.54%3.03%2.26%3.39%

Frequently Asked Questions


BKUI and XLE have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLE has higher volatility (8.25%) compared to BKUI (0.15%). In terms of maximum drawdown, BKUI dropped -1.72% vs XLE's -71.26%.

On 3-year performance, XLE leads with 17.46% vs 5.21% for BKUI. On fees, XLE is cheaper at 0.08% per year. On volatility, BKUI has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, XLE has performed better with a 17.46% return vs 5.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLE is cheaper with a 0.08% expense ratio, compared with 0.12% for BKUI.

BKUI has the higher dividend yield at 4.21%, compared with 2.54% for XLE.

BKUI is categorized as Ultrashort Bond, while XLE is Energy Equities. They also come from different issuers: BNY Mellon and State Street. Their fees differ too: 0.12% for BKUI and 0.08% for XLE.

BKUI currently has the higher Sharpe Ratio (10.52 vs 2.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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