EFRA vs. XLII

Last updated Jun 24, 2026

EFRA (iShares Environmental Infrastructure and Industrials ETF) and XLII (State Street Industrial Select Sector SPDR Premium Income ETF) are both exchange-traded funds - EFRA is a Industrials Equities fund tracking the FTSE Green Revenues Select Infrastructure and Industrials Index, while XLII is a Derivative Income fund actively managed by State Street. EFRA is passively managed, while XLII is actively managed. A 0.80 correlation means they provide meaningful diversification when combined. EFRA charges 0.47%/yr vs 0.35%/yr for XLII.

Performance

EFRA vs. XLII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Environmental Infrastructure and Industrials ETF (EFRA) and State Street Industrial Select Sector SPDR Premium Income ETF (XLII). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EFRA achieves a 5.65% return, which is significantly lower than XLII's 9.77% return.

EFRA

• 1D: -1.00%
• 1M: 1.30%
• YTD: 5.65%
• 6M: 4.75%
• 1Y: 10.45%
• 3Y*: 11.51%
• 5Y*: —
• 10Y*: —

XLII

• 1D: -1.37%
• 1M: 4.07%
• YTD: 9.77%
• 6M: 9.38%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EFRA vs. XLII - Yearly Performance Comparison

	2026 (YTD)	2025
EFRA iShares Environmental Infrastructure and Industrials ETF	5.65%	2.93%
XLII State Street Industrial Select Sector SPDR Premium Income ETF	9.77%	6.30%

Correlation

The correlation between EFRA and XLII is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025	0.80

EFRA vs. XLII - Sectors Allocation Comparison

Sectors	EFRA	XLII
Industrials	64.1%	93.8%
Utilities	24.2%	-
Consumer Cyclical	6.4%	0.3%
Technology	2.8%	5.9%
Basic Materials	2.5%	-
Communication Services	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	100.8%
Healthcare	-	-
Real Estate	-	-

Return for Risk

EFRA vs. XLII — Risk / Return Rank

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

EFRA

EFRA Risk / Return Rank: 21
EFRA Sharpe Ratio Rank: 22
EFRA Sortino Ratio Rank: 21
EFRA Omega Ratio Rank: 19
EFRA Calmar Ratio Rank: 21
EFRA Martin Ratio Rank: 22

XLII

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

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.

EFRA vs. XLII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Environmental Infrastructure and Industrials ETF (EFRA) and State Street Industrial Select Sector SPDR Premium Income ETF (XLII). 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.

	EFRA	XLII	Difference
Sharpe ratio: Return per unit of total volatility	0.72	—	—
Sortino ratio: Return per unit of downside risk	1.11	—	—
Omega ratio: Gain probability vs. loss probability	1.13	—	—
Calmar ratio: Return relative to maximum drawdown	0.94	—	—
Martin ratio: Return relative to average drawdown	2.51	—	—

Drawdowns

EFRA vs. XLII - Drawdown Comparison

The maximum EFRA drawdown since its inception was -16.25%, which is greater than XLII's maximum drawdown of -10.10%. Use the drawdown chart below to compare losses from any high point for EFRA and XLII.

Drawdown Indicators

	EFRA	XLII	Difference
Max Drawdown Largest peak-to-trough decline	-16.25%	-10.10%	-6.15%
Max Drawdown (1Y) Largest decline over 1 year	-11.20%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.25%	—	—
Current Drawdown Current decline from peak	-6.38%	-1.37%	-5.01%
Average Drawdown Average peak-to-trough decline	-3.67%	-1.30%	-2.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.17%	—	—

Volatility

Volatility by Period

	EFRA	XLII	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.96%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.79%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.59%	12.19%	+2.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.58%	12.19%	+3.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.58%	12.19%	+3.39%

EFRA vs. XLII - Expense Ratio Comparison

EFRA has a 0.47% expense ratio, which is higher than XLII's 0.35% expense ratio.

Dividends

EFRA vs. XLII - Dividend Comparison

EFRA's dividend yield for the trailing twelve months is around 4.17%, less than XLII's 10.97% yield.

Position	TTM	2025	2024	2023	2022
EFRA iShares Environmental Infrastructure and Industrials ETF	4.17%	4.34%	3.79%	1.85%	0.14%
XLII State Street Industrial Select Sector SPDR Premium Income ETF	10.97%	5.47%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EFRA and XLII in my portfolio?

EFRA and XLII have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EFRA or XLII?

On fees, XLII is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EFRA or XLII?

XLII is cheaper with a 0.35% expense ratio, compared with 0.47% for EFRA.

Which ETF pays a higher dividend yield, EFRA or XLII?

XLII has the higher dividend yield at 10.97%, compared with 4.17% for EFRA.

What is the main difference between EFRA and XLII?

EFRA is categorized as Industrials Equities, while XLII is Derivative Income. They also come from different issuers: iShares and State Street. Their fees differ too: 0.47% for EFRA and 0.35% for XLII.