GSUI vs. XLE
GSUI (Grayscale Sui Staking ETF) and XLE (State Street Energy Select Sector SPDR ETF) are both exchange-traded funds - GSUI is a Cryptocurrency fund tracking the CoinDesk SUI Reference Rate, while XLE is a Energy Equities fund tracking the Energy Select Sector Index. Both are passively managed. At a correlation of -0.07, they often move in opposite directions. GSUI charges 0.00%/yr vs 0.08%/yr for XLE.
Performance
GSUI vs. XLE - Performance Comparison
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Returns By Period
In the year-to-date period, GSUI achieves a -48.29% return, which is significantly lower than XLE's 23.49% return.
GSUI
- 1D
- -2.97%
- 1M
- -33.68%
- YTD
- -48.29%
- 6M
- -46.49%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XLE
- 1D
- 0.74%
- 1M
- -7.80%
- YTD
- 23.49%
- 6M
- 24.07%
- 1Y
- 30.55%
- 3Y*
- 15.73%
- 5Y*
- 18.87%
- 10Y*
- 9.37%
GSUI vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GSUI Grayscale Sui Staking ETF | -48.29% | -42.99% |
XLE State Street Energy Select Sector SPDR ETF | 23.49% | 0.85% |
Correlation
The correlation between GSUI and XLE is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 24, 2025 | -0.07 |
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Return for Risk
GSUI vs. XLE — Risk / Return Rank
GSUI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XLE
GSUI vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Grayscale Sui Staking ETF (GSUI) and State Street Energy Select Sector SPDR ETF (XLE). 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.
| GSUI | XLE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.25 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.18 | — |
| Martin ratioReturn relative to average drawdown | — | 6.53 | — |
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Drawdowns
GSUI vs. XLE - Drawdown Comparison
The maximum GSUI drawdown since its inception was -70.73%, roughly equal to the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for GSUI and XLE.
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Drawdown Indicators
| GSUI | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.73% | -71.26% | +0.53% |
Max Drawdown (1Y)Largest decline over 1 year | — | -14.05% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.14% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.04% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -66.81% | — |
Current DrawdownCurrent decline from peak | -70.52% | -12.32% | -58.20% |
Average DrawdownAverage peak-to-trough decline | -52.30% | -17.96% | -34.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.69% | — |
Volatility
GSUI vs. XLE - Volatility Comparison
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Volatility by Period
| GSUI | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.12% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 16.82% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 106.72% | 20.93% | +85.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 106.72% | 25.98% | +80.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 106.72% | 29.60% | +77.12% |
GSUI vs. XLE - Expense Ratio Comparison
GSUI has a 0.00% expense ratio, which is lower than XLE's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
GSUI vs. XLE - Dividend Comparison
GSUI has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 2.79%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSUI Grayscale Sui Staking ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLE State Street Energy Select Sector SPDR ETF | 2.79% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
Frequently Asked Questions
GSUI and XLE have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GSUI is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GSUI is cheaper with a 0.00% expense ratio, compared with 0.08% for XLE.
XLE has the higher dividend yield at 2.79%, compared with 0.00% for GSUI.
GSUI is categorized as Cryptocurrency, while XLE is Energy Equities. GSUI tracks CoinDesk SUI Reference Rate, while XLE tracks Energy Select Sector Index. They also come from different issuers: Grayscale and State Street. Their fees differ too: 0.00% for GSUI and 0.08% for XLE.
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