INKM vs. XLU
Compare and contrast key facts about SPDR SSgA Income Allocation ETF (INKM) and Utilities Select Sector SPDR Fund (XLU).
INKM and XLU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. INKM is an actively managed fund by State Street. It was launched on Apr 25, 2012. XLU is a passively managed fund by State Street that tracks the performance of the Utilities Select Sector Index. It was launched on Dec 16, 1998.
Performance
INKM vs. XLU - Performance Comparison
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INKM vs. XLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INKM SPDR SSgA Income Allocation ETF | 2.48% | 11.86% | 5.70% | 10.26% | -12.58% | 8.52% | 3.11% | 17.12% | -5.32% | 13.95% |
XLU Utilities Select Sector SPDR Fund | 8.77% | 16.03% | 23.31% | -7.18% | 1.44% | 17.70% | 0.51% | 25.93% | 3.94% | 12.05% |
Returns By Period
In the year-to-date period, INKM achieves a 2.48% return, which is significantly lower than XLU's 8.77% return. Over the past 10 years, INKM has underperformed XLU with an annualized return of 5.48%, while XLU has yielded a comparatively higher 9.79% annualized return.
INKM
- 1D
- 0.20%
- 1M
- -3.01%
- YTD
- 2.48%
- 6M
- 3.39%
- 1Y
- 10.75%
- 3Y*
- 8.82%
- 5Y*
- 4.13%
- 10Y*
- 5.48%
XLU
- 1D
- 0.48%
- 1M
- -1.98%
- YTD
- 8.77%
- 6M
- 6.26%
- 1Y
- 19.98%
- 3Y*
- 14.30%
- 5Y*
- 10.90%
- 10Y*
- 9.79%
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INKM vs. XLU - Expense Ratio Comparison
INKM has a 0.50% expense ratio, which is higher than XLU's 0.13% expense ratio.
Return for Risk
INKM vs. XLU — Risk / Return Rank
INKM
XLU
INKM vs. XLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR SSgA Income Allocation ETF (INKM) and Utilities Select Sector SPDR Fund (XLU). 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.
| INKM | XLU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 1.27 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.95 | 1.73 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.23 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.92 | 2.21 | -0.28 |
Martin ratioReturn relative to average drawdown | 8.53 | 5.31 | +3.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| INKM | XLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.27 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.64 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.51 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.41 | +0.14 |
Correlation
The correlation between INKM and XLU is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
INKM vs. XLU - Dividend Comparison
INKM's dividend yield for the trailing twelve months is around 5.01%, more than XLU's 2.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INKM SPDR SSgA Income Allocation ETF | 5.01% | 5.82% | 4.83% | 4.56% | 5.03% | 3.74% | 3.88% | 4.38% | 4.08% | 3.10% | 3.39% | 3.45% |
XLU Utilities Select Sector SPDR Fund | 2.58% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
Drawdowns
INKM vs. XLU - Drawdown Comparison
The maximum INKM drawdown since its inception was -28.58%, smaller than the maximum XLU drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for INKM and XLU.
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Drawdown Indicators
| INKM | XLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.58% | -51.98% | +23.40% |
Max Drawdown (1Y)Largest decline over 1 year | -5.76% | -9.18% | +3.42% |
Max Drawdown (5Y)Largest decline over 5 years | -19.18% | -25.26% | +6.08% |
Max Drawdown (10Y)Largest decline over 10 years | -28.58% | -36.07% | +7.49% |
Current DrawdownCurrent decline from peak | -3.21% | -2.72% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -3.73% | -10.26% | +6.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.30% | 3.82% | -2.52% |
Volatility
INKM vs. XLU - Volatility Comparison
The current volatility for SPDR SSgA Income Allocation ETF (INKM) is 2.97%, while Utilities Select Sector SPDR Fund (XLU) has a volatility of 5.09%. This indicates that INKM experiences smaller price fluctuations and is considered to be less risky than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| INKM | XLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 5.09% | -2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 4.62% | 10.36% | -5.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.83% | 15.79% | -7.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.30% | 17.18% | -8.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.77% | 19.21% | -9.44% |