COAL vs. XLEI

Last updated Aug 4, 2026

COAL (Range Global Coal Index ETF) and XLEI (State Street Energy Select Sector SPDR Premium Income ETF) are both Energy Equities funds - COAL tracks the VettaFi Global Coal Index while XLEI tracks the S&P Energy Select Sector. Both are passively managed. Over the past year, COAL returned 21.66% vs 33.89% for XLEI. Their 0.32 correlation means their historical movements had little consistent relationship. COAL charges 0.85%/yr vs 0.35%/yr for XLEI.

Performance

COAL vs. XLEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Range Global Coal Index ETF (COAL) and State Street Energy Select Sector SPDR Premium Income ETF (XLEI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COAL achieves a -1.39% return, which is significantly lower than XLEI's 23.20% return.

COAL

• 1D: -0.56%
• 1M: -1.00%
• 6M: -12.93%
• YTD: -1.39%
• 1Y: 21.66%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -3.27%

XLEI

• 1D: -1.09%
• 1M: 9.69%
• 6M: 15.25%
• YTD: 23.20%
• 1Y: 33.89%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 30.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
COAL Range Global Coal Index ETF	$599.70K	$1.03M	$1.30M
XLEI State Street Energy Select Sector SPDR Premium Income ETF	$1.68M	$1.45M	$1.33M

COAL vs. XLEI - Yearly Performance Comparison

	2026 (YTD)	2025
COAL Range Global Coal Index ETF	-1.39%	17.42%
XLEI State Street Energy Select Sector SPDR Premium Income ETF	23.20%	6.17%

Correlation

The correlation between COAL and XLEI is 0.31, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.31
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025	0.32

COAL vs. XLEI - Sectors Allocation Comparison

Sectors	COAL	XLEI
Energy	47.2%	100.0%
Basic Materials	44.2%	-
Industrials	7.4%	-
Utilities	1.2%	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Financial Services	-	102.5%
Healthcare	-	-
Real Estate	-	-
Technology	-	-

Return for Risk

COAL vs. XLEI — Risk / Return Rank

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

COAL

COAL Risk / Return Rank: 29
COAL Sharpe Ratio Rank: 30
COAL Sortino Ratio Rank: 31
COAL Omega Ratio Rank: 29
COAL Calmar Ratio Rank: 29
COAL Martin Ratio Rank: 27

XLEI

XLEI Risk / Return Rank: 89
XLEI Sharpe Ratio Rank: 92
XLEI Sortino Ratio Rank: 87
XLEI Omega Ratio Rank: 89
XLEI Calmar Ratio Rank: 91
XLEI Martin Ratio Rank: 85

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.

COAL vs. XLEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Range Global Coal Index ETF (COAL) 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.

	COAL	XLEI	Difference
Sharpe ratio: Return per unit of total volatility	0.75	2.43	-1.68
Sortino ratio: Return per unit of downside risk	1.24	3.04	-1.80
Omega ratio: Gain probability vs. loss probability	1.14	1.42	-0.27
Calmar ratio: Return relative to maximum drawdown	1.00	4.16	-3.15
Martin ratio: Return relative to average drawdown	2.35	12.51	-10.16

COAL vs. XLEI - Sharpe Ratio Comparison

The current COAL Sharpe Ratio is 0.75, which is lower than the XLEI Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of COAL and XLEI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

COAL vs. XLEI - Drawdown Comparison

The maximum COAL drawdown since its inception was -42.29%, which is greater than XLEI's maximum drawdown of -8.19%. Use the drawdown chart below to compare losses from any high point for COAL and XLEI.

Drawdown Indicators

	COAL	XLEI	Difference
Max Drawdown Largest peak-to-trough decline	-42.29%	-8.19%	-34.10%
Max Drawdown (1Y) Largest decline over 1 year	-21.69%	-8.19%	-13.50%
Current Drawdown Current decline from peak	-20.80%	-1.09%	-19.71%
Average Drawdown Average peak-to-trough decline	-14.38%	-1.83%	-12.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.24%	2.72%	+6.52%

Volatility

COAL vs. XLEI - Volatility Comparison

Range Global Coal Index ETF (COAL) has a higher volatility of 7.61% compared to State Street Energy Select Sector SPDR Premium Income ETF (XLEI) at 4.27%. This indicates that COAL's price experiences larger fluctuations and is considered to be riskier than XLEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COAL	XLEI	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.61%	4.27%	+3.34%
Volatility (6M) Calculated over the trailing 6-month period	21.44%	11.31%	+10.13%
Volatility (1Y) Calculated over the trailing 1-year period	29.13%	14.02%	+15.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.62%	14.04%	+13.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.62%	14.04%	+13.58%

COAL vs. XLEI - Expense Ratio Comparison

COAL has a 0.85% expense ratio, which is higher than XLEI's 0.35% expense ratio.

Dividends

COAL vs. XLEI - Dividend Comparison

COAL's dividend yield for the trailing twelve months is around 2.67%, less than XLEI's 20.29% yield.

Position	TTM	2025	2024
COAL Range Global Coal Index ETF	2.67%	2.63%	1.80%
XLEI State Street Energy Select Sector SPDR Premium Income ETF	20.29%	10.17%	0.00%

Frequently Asked Questions

Can I hold both COAL and XLEI in my portfolio?

COAL and XLEI have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, COAL or XLEI?

COAL has higher volatility (7.61%) compared to XLEI (4.27%). In terms of maximum drawdown, COAL dropped -42.29% vs XLEI's -8.19%.

Which ETF is better, COAL or XLEI?

On 1-year performance, XLEI leads with 33.89% vs 21.66% for COAL. On fees, XLEI is cheaper at 0.35% per year. On volatility, XLEI has been the lower-risk option at 4.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, COAL or XLEI?

Over the 1-year period, XLEI has performed better with a 33.89% return vs 21.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, COAL or XLEI?

XLEI is cheaper with a 0.35% expense ratio, compared with 0.85% for COAL.

Which ETF pays a higher dividend yield, COAL or XLEI?

XLEI has the higher dividend yield at 20.29%, compared with 2.67% for COAL.

What is the main difference between COAL and XLEI?

COAL tracks VettaFi Global Coal Index, while XLEI tracks S&P Energy Select Sector. They also come from different issuers: Exchange Traded Concepts and State Street. Their fees differ too: 0.85% for COAL and 0.35% for XLEI.

Which has better risk-adjusted returns?

XLEI currently has the higher Sharpe Ratio (2.43 vs 0.75), 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.