IGE vs. XLEI

Last updated Apr 1, 2026

Compare and contrast key facts about iShares North American Natural Resources ETF (IGE) and State Street Energy Select Sector SPDR Premium Income ETF (XLEI).

IGE and XLEI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGE is a passively managed fund by iShares that tracks the performance of the S&P North American Natural Resources Sector Index. It was launched on Oct 22, 2001. XLEI is a passively managed fund by State Street that tracks the performance of the S&P Energy Select Sector. It was launched on Jul 29, 2025. Both IGE and XLEI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IGE vs. XLEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares North American Natural Resources ETF (IGE) and State Street Energy Select Sector SPDR Premium Income ETF (XLEI). The values are adjusted to include any dividend payments, if applicable.

IGE vs. XLEI - Yearly Performance Comparison

	2026 (YTD)	2025
IGE iShares North American Natural Resources ETF	25.88%	12.28%
XLEI State Street Energy Select Sector SPDR Premium Income ETF	20.48%	6.77%

Returns By Period

In the year-to-date period, IGE achieves a 25.88% return, which is significantly higher than XLEI's 20.48% return.

IGE

• 1D: 0.80%
• 1M: 0.69%
• YTD: 25.88%
• 6M: 29.74%
• 1Y: 41.67%
• 3Y*: 20.08%
• 5Y*: 20.61%
• 10Y*: 11.20%

XLEI

• 1D: -0.66%
• 1M: 7.60%
• YTD: 20.48%
• 6M: 24.96%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IGE vs. XLEI - Expense Ratio Comparison

IGE has a 0.39% expense ratio, which is higher than XLEI's 0.35% expense ratio.

IGE

iShares North American Natural Resources ETF

XLEI

State Street Energy Select Sector SPDR Premium Income ETF

Return for Risk

IGE vs. XLEI — Risk / Return Rank

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

IGE

IGE Risk / Return Rank: 88
IGE Sharpe Ratio Rank: 90
IGE Sortino Ratio Rank: 88
IGE Omega Ratio Rank: 90
IGE Calmar Ratio Rank: 85
IGE Martin Ratio Rank: 87

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.

IGE vs. XLEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares North American Natural Resources ETF (IGE) 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.

	IGE	XLEI	Difference
Sharpe ratio Return per unit of total volatility	1.94	—	—
Sortino ratio Return per unit of downside risk	2.41	—	—
Omega ratio Gain probability vs. loss probability	1.37	—	—
Calmar ratio Return relative to maximum drawdown	2.52	—	—
Martin ratio Return relative to average drawdown	10.18	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IGE	XLEI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.94	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.92	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	4.03	-3.72

Correlation

The correlation between IGE and XLEI is 0.75, 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

IGE vs. XLEI - Dividend Comparison

IGE's dividend yield for the trailing twelve months is around 1.85%, less than XLEI's 11.17% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IGE iShares North American Natural Resources ETF	1.85%	2.32%	2.54%	2.85%	2.96%	2.92%	3.34%	5.55%	2.68%	2.11%	1.66%	3.08%
XLEI State Street Energy Select Sector SPDR Premium Income ETF	11.17%	10.17%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IGE vs. XLEI - Drawdown Comparison

The maximum IGE drawdown since its inception was -67.55%, which is greater than XLEI's maximum drawdown of -5.31%. Use the drawdown chart below to compare losses from any high point for IGE and XLEI.

Drawdown Indicators

	IGE	XLEI	Difference
Max Drawdown Largest peak-to-trough decline	-67.55%	-5.31%	-62.24%
Max Drawdown (1Y) Largest decline over 1 year	-16.95%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.72%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-60.57%	—	—
Current Drawdown Current decline from peak	-0.57%	-0.92%	+0.35%
Average Drawdown Average peak-to-trough decline	-19.01%	-0.93%	-18.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.20%	—	—

Volatility

Volatility by Period

	IGE	XLEI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.86%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.10%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	21.55%	11.43%	+10.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.67%	11.43%	+11.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.04%	11.43%	+13.61%