FSCO vs. XLEI
FSCO (FS Credit Opportunities Corp.) is a stock, while XLEI (State Street Energy Select Sector SPDR Premium Income ETF) is Energy Equities fund tracking the S&P Energy Select Sector. Over the past year, FSCO returned -24.26% vs 35.36% for XLEI. Their -0.10 correlation means they have often moved in opposite directions in the past.
Performance
FSCO vs. XLEI - Performance Comparison
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Returns By Period
In the year-to-date period, FSCO achieves a -14.85% return, which is significantly lower than XLEI's 24.56% return.
FSCO
- 1D
- -0.40%
- 1M
- 1.20%
- 6M
- -12.54%
- YTD
- -14.85%
- 1Y
- -24.26%
- 3Y*
- 11.66%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.86%
XLEI
- 1D
- 0.78%
- 1M
- 10.90%
- 6M
- 15.89%
- YTD
- 24.56%
- 1Y
- 35.36%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 32.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.16M | $4.36M | $5.06M | |
| $1.55M | $1.39M | $1.31M |
FSCO vs. XLEI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FSCO FS Credit Opportunities Corp. | -14.85% | -9.85% |
XLEI State Street Energy Select Sector SPDR Premium Income ETF | 24.56% | 6.17% |
Correlation
The correlation between FSCO and XLEI is -0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.09 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025 | -0.10 |
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Return for Risk
FSCO vs. XLEI — Risk / Return Rank
FSCO
XLEI
FSCO vs. XLEI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) 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.
| FSCO | XLEI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.28 | ||
| Sortino ratioReturn per unit of downside risk | -4.12 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.41 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 4.11 | -4.79 |
| Martin ratioReturn relative to average drawdown | -1.20 | 12.37 | -13.57 |
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Drawdowns
FSCO vs. XLEI - Drawdown Comparison
The maximum FSCO drawdown since its inception was -35.53%, which is greater than XLEI's maximum drawdown of -8.19%. Use the drawdown chart below to compare losses from any high point for FSCO and XLEI.
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Drawdown Indicators
| FSCO | XLEI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.53% | -8.19% | -27.34% |
Max Drawdown (1Y)Largest decline over 1 year | -35.53% | -8.19% | -27.34% |
Max Drawdown (3Y)Largest decline over 3 years | -35.53% | — | — |
Current DrawdownCurrent decline from peak | -25.65% | 0.00% | -25.65% |
Average DrawdownAverage peak-to-trough decline | -8.70% | -1.84% | -6.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.18% | 2.74% | +17.44% |
Volatility
FSCO vs. XLEI - Volatility Comparison
The current volatility for FS Credit Opportunities Corp. (FSCO) is 3.72%, while State Street Energy Select Sector SPDR Premium Income ETF (XLEI) has a volatility of 3.96%. This indicates that FSCO experiences smaller price fluctuations and is considered to be less risky than XLEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSCO | XLEI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 3.96% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 22.49% | 11.26% | +11.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.60% | 14.03% | +13.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.86% | 14.02% | +13.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.86% | 14.02% | +13.84% |
Dividends
FSCO vs. XLEI - Dividend Comparison
FSCO's dividend yield for the trailing twelve months is around 15.48%, less than XLEI's 18.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 15.48% | 12.65% | 10.47% | 11.26% | 1.95% |
XLEI State Street Energy Select Sector SPDR Premium Income ETF | 18.37% | 10.17% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FSCO and XLEI have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLEI has higher volatility (3.96%) compared to FSCO (3.72%). In terms of maximum drawdown, FSCO dropped -35.53% vs XLEI's -8.19%.
XLEI currently has the higher Sharpe Ratio (2.40 vs -0.88), 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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