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ECLN vs. XLUI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ECLN vs. XLUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust EIP Carbon Impact ETF (ECLN) and State Street Utilities Select Sector SPDR Premium Income ETF (XLUI). The values are adjusted to include any dividend payments, if applicable.

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ECLN vs. XLUI - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ECLN achieves a 13.60% return, which is significantly higher than XLUI's 6.96% return.


ECLN

1D
-0.11%
1M
-0.66%
YTD
13.60%
6M
13.13%
1Y
24.21%
3Y*
16.62%
5Y*
12.57%
10Y*

XLUI

1D
-0.01%
1M
-0.70%
YTD
6.96%
6M
4.66%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ECLN vs. XLUI - Expense Ratio Comparison

ECLN has a 0.97% expense ratio, which is higher than XLUI's 0.35% expense ratio.


Return for Risk

ECLN vs. XLUI — Risk / Return Rank

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

ECLN
ECLN Risk / Return Rank: 9090
Overall Rank
ECLN Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ECLN Sortino Ratio Rank: 9090
Sortino Ratio Rank
ECLN Omega Ratio Rank: 8989
Omega Ratio Rank
ECLN Calmar Ratio Rank: 9090
Calmar Ratio Rank
ECLN Martin Ratio Rank: 9292
Martin Ratio Rank

XLUI
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.

ECLN vs. XLUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust EIP Carbon Impact ETF (ECLN) and State Street Utilities Select Sector SPDR Premium Income ETF (XLUI). 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.


ECLNXLUIDifference

Sharpe ratio

Return per unit of total volatility

1.91

Sortino ratio

Return per unit of downside risk

2.52

Omega ratio

Gain probability vs. loss probability

1.36

Calmar ratio

Return relative to maximum drawdown

3.00

Martin ratio

Return relative to average drawdown

12.68

ECLN vs. XLUI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ECLNXLUIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

1.10

-0.40

Correlation

The correlation between ECLN and XLUI is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ECLN vs. XLUI - Dividend Comparison

ECLN's dividend yield for the trailing twelve months is around 1.80%, less than XLUI's 8.25% yield.


TTM2025202420232022202120202019
ECLN
First Trust EIP Carbon Impact ETF
1.80%1.97%2.52%2.54%1.72%1.66%1.68%0.71%
XLUI
State Street Utilities Select Sector SPDR Premium Income ETF
8.25%7.12%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ECLN vs. XLUI - Drawdown Comparison

The maximum ECLN drawdown since its inception was -32.28%, which is greater than XLUI's maximum drawdown of -6.01%. Use the drawdown chart below to compare losses from any high point for ECLN and XLUI.


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Drawdown Indicators


ECLNXLUIDifference

Max Drawdown

Largest peak-to-trough decline

-32.28%

-6.01%

-26.27%

Max Drawdown (1Y)

Largest decline over 1 year

-8.45%

Max Drawdown (5Y)

Largest decline over 5 years

-19.88%

Current Drawdown

Current decline from peak

-0.89%

-1.30%

+0.41%

Average Drawdown

Average peak-to-trough decline

-5.08%

-1.88%

-3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

Volatility

ECLN vs. XLUI - Volatility Comparison


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Volatility by Period


ECLNXLUIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

Volatility (6M)

Calculated over the trailing 6-month period

7.36%

Volatility (1Y)

Calculated over the trailing 1-year period

12.78%

10.43%

+2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.16%

10.43%

+3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.52%

10.43%

+7.09%