FSIG vs. XLEI
FSIG (First Trust Limited Duration Investment Grade Corporate ETF) and XLEI (State Street Energy Select Sector SPDR Premium Income ETF) are both exchange-traded funds - FSIG is a Short-Term Bond fund actively managed by First Trust, while XLEI is a Energy Equities fund tracking the S&P Energy Select Sector. FSIG is actively managed, while XLEI is passively managed. Over the past year, FSIG returned 2.95% vs 33.89% for XLEI. Their -0.21 correlation means they have often moved in opposite directions in the past. FSIG charges 0.55%/yr vs 0.35%/yr for XLEI.
Performance
FSIG vs. XLEI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FSIG achieves a 0.51% return, which is significantly lower than XLEI's 23.20% return.
FSIG
- 1D
- 0.05%
- 1M
- -0.15%
- 6M
- 0.40%
- YTD
- 0.51%
- 1Y
- 2.95%
- 3Y*
- 5.04%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 2.70%
XLEI
- 1D
- -1.09%
- 1M
- 9.69%
- 6M
- 15.25%
- YTD
- 23.20%
- 1Y
- 33.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 30.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.20M | $8.29M | $7.48M | |
| $1.68M | $1.45M | $1.33M |
FSIG vs. XLEI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FSIG First Trust Limited Duration Investment Grade Corporate ETF | 0.51% | 2.70% |
XLEI State Street Energy Select Sector SPDR Premium Income ETF | 23.20% | 6.17% |
Correlation
The correlation between FSIG and XLEI is -0.21, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.21 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025 | -0.21 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FSIG vs. XLEI — Risk / Return Rank
FSIG
XLEI
FSIG vs. XLEI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Limited Duration Investment Grade Corporate ETF (FSIG) 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.
| FSIG | XLEI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.42 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 4.16 | -2.24 |
| Martin ratioReturn relative to average drawdown | 7.64 | 12.51 | -4.86 |
Loading charts...
Drawdowns
FSIG vs. XLEI - Drawdown Comparison
The maximum FSIG drawdown since its inception was -6.93%, smaller than the maximum XLEI drawdown of -8.19%. Use the drawdown chart below to compare losses from any high point for FSIG and XLEI.
Loading charts...
Drawdown Indicators
| FSIG | XLEI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.93% | -8.19% | +1.26% |
Max Drawdown (1Y)Largest decline over 1 year | -1.55% | -8.19% | +6.64% |
Max Drawdown (3Y)Largest decline over 3 years | -1.55% | — | — |
Current DrawdownCurrent decline from peak | -0.30% | -1.09% | +0.79% |
Average DrawdownAverage peak-to-trough decline | -1.64% | -1.83% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.39% | 2.72% | -2.33% |
Volatility
FSIG vs. XLEI - Volatility Comparison
The current volatility for First Trust Limited Duration Investment Grade Corporate ETF (FSIG) is 0.63%, while State Street Energy Select Sector SPDR Premium Income ETF (XLEI) has a volatility of 4.27%. This indicates that FSIG 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.
Loading charts...
Volatility by Period
| FSIG | XLEI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.63% | 4.27% | -3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 1.94% | 11.31% | -9.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.23% | 14.02% | -11.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.94% | 14.04% | -11.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.94% | 14.04% | -11.10% |
FSIG vs. XLEI - Expense Ratio Comparison
FSIG has a 0.55% expense ratio, which is higher than XLEI's 0.35% expense ratio.
Dividends
FSIG vs. XLEI - Dividend Comparison
FSIG's dividend yield for the trailing twelve months is around 4.84%, less than XLEI's 20.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
FSIG First Trust Limited Duration Investment Grade Corporate ETF | 4.84% | 4.73% | 4.61% | 4.42% | 2.48% | 0.12% |
XLEI State Street Energy Select Sector SPDR Premium Income ETF | 20.29% | 10.17% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FSIG and XLEI have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLEI has higher volatility (4.27%) compared to FSIG (0.63%). In terms of maximum drawdown, FSIG dropped -6.93% vs XLEI's -8.19%.
On 1-year performance, XLEI leads with 33.89% vs 2.95% for FSIG. On fees, XLEI is cheaper at 0.35% per year. On volatility, FSIG has been the lower-risk option at 0.63%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, XLEI has performed better with a 33.89% return vs 2.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XLEI is cheaper with a 0.35% expense ratio, compared with 0.55% for FSIG.
XLEI has the higher dividend yield at 20.29%, compared with 4.84% for FSIG.
FSIG is categorized as Short-Term Bond, while XLEI is Energy Equities. They also come from different issuers: First Trust and State Street. Their fees differ too: 0.55% for FSIG and 0.35% for XLEI.
XLEI currently has the higher Sharpe Ratio (2.43 vs 1.33), 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.
Find the right allocation for FSIG and XLEI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer