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IYE vs. XLEI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IYE vs. XLEI

Last updated Jun 26, 2026

IYE (iShares U.S. Energy ETF) and XLEI (State Street Energy Select Sector SPDR Premium Income ETF) are both Energy Equities funds - IYE tracks the Dow Jones U.S. Oil & Gas Index while XLEI tracks the S&P Energy Select Sector. Both are passively managed. Their correlation of 0.95 suggests significant overlap in exposure. IYE charges 0.42%/yr vs 0.35%/yr for XLEI.

Performance

IYE vs. XLEI - Performance Comparison

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

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Returns By Period

In the year-to-date period, IYE achieves a 22.21% return, which is significantly higher than XLEI's 14.07% return.

IYE

1D
1.04%
1M
-5.86%
YTD
22.21%
6M
23.06%
1Y
31.06%
3Y*
14.49%
5Y*
17.54%
10Y*
8.42%

XLEI

1D
0.91%
1M
-3.71%
YTD
14.07%
6M
14.98%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYE vs. XLEI - Yearly Performance Comparison

2026 (YTD)2025
IYE
iShares U.S. Energy ETF		22.21%2.18%
XLEI
State Street Energy Select Sector SPDR Premium Income ETF		14.07%6.17%

Correlation

The correlation between IYE and XLEI is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 30, 2025

0.95

IYE vs. XLEI - Sectors Allocation Comparison

Sectors
IYE
XLEI

Energy

98.1%
100.0%

Technology

1.9%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

100.3%

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Utilities

-

-

Energy

IYE
98.1%
XLEI
100.0%

Technology

IYE
1.9%
XLEI

-

Basic Materials

IYE

-

XLEI

-

Communication Services

IYE

-

XLEI

-

Consumer Cyclical

IYE

-

XLEI

-

Consumer Defensive

IYE

-

XLEI

-

Financial Services

IYE

-

XLEI
100.3%

Healthcare

IYE

-

XLEI

-

Industrials

IYE

-

XLEI

-

Real Estate

IYE

-

XLEI

-

Utilities

IYE

-

XLEI

-

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iShares U.S. Energy ETF

State Street Energy Select Sector SPDR Premium Income ETF

Often compared with IYE:
IYE vs. XLEIYE vs. VDEIYE vs. IXCIYE vs. FENYIYE vs. OIHIYE vs. IYHIYE vs. XOP
Often compared with XLEI:
XLEI vs. XLEXLEI vs. MLPIXLEI vs. IEOXLEI vs. RNWZXLEI vs. TNGYXLEI vs. XESXLEI vs. NBET

Return for Risk

IYE vs. XLEI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IYE
IYE Risk / Return Rank: 4848
Overall Rank
IYE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IYE Sortino Ratio Rank: 4747
Sortino Ratio Rank
IYE Omega Ratio Rank: 4545
Omega Ratio Rank
IYE Calmar Ratio Rank: 5252
Calmar Ratio Rank
IYE Martin Ratio Rank: 4545
Martin Ratio Rank
XLEI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

IYE vs. XLEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Energy ETF (IYE) 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.

IYEXLEIDifference
Sharpe ratioReturn per unit of total volatility
1.54

—

—

Sortino ratioReturn per unit of downside risk
2.07

—

—

Omega ratioGain probability vs. loss probability

1.25

—

—

Calmar ratioReturn relative to maximum drawdown

2.26

—

—

Martin ratioReturn relative to average drawdown

6.59

—

—

IYE vs. XLEI - Sharpe Ratio Comparison

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Drawdowns

IYE vs. XLEI - Drawdown Comparison

The maximum IYE drawdown since its inception was -73.74%, which is greater than XLEI's maximum drawdown of -7.98%. Use the drawdown chart below to compare losses from any high point for IYE and XLEI.

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Drawdown Indicators

IYEXLEIDifference

Max Drawdown

Largest peak-to-trough decline

-73.74%

-7.98%

-65.76%

Max Drawdown (1Y)

Largest decline over 1 year

-13.81%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-20.37%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-25.61%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-68.59%

—

—

Current Drawdown

Current decline from peak

-12.70%

-6.19%

-6.51%

Average Drawdown

Average peak-to-trough decline

-19.34%

-1.72%

-17.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.73%

—

—

Volatility

IYE vs. XLEI - Volatility Comparison

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Volatility by Period

IYEXLEIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.79%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

16.50%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

20.29%

13.96%

+6.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.68%

13.96%

+11.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.52%

13.96%

+15.56%

IYE vs. XLEI - Expense Ratio Comparison

IYE has a 0.42% expense ratio, which is higher than XLEI's 0.35% expense ratio.

Dividends

IYE vs. XLEI - Dividend Comparison

IYE's dividend yield for the trailing twelve months is around 2.33%, less than XLEI's 17.51% yield.

PositionTTM20252024202320222021202020192018201720162015
IYE
iShares U.S. Energy ETF		2.33%2.85%2.75%2.99%3.37%2.98%4.75%6.60%3.16%2.66%2.11%3.39%
XLEI
State Street Energy Select Sector SPDR Premium Income ETF		17.51%10.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.95, IYE and XLEI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XLEI is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLEI is cheaper with a 0.35% expense ratio, compared with 0.42% for IYE.

XLEI has the higher dividend yield at 17.51%, compared with 2.33% for IYE.

IYE tracks Dow Jones U.S. Oil & Gas Index, while XLEI tracks S&P Energy Select Sector. They also come from different issuers: iShares and State Street. Their fees differ too: 0.42% for IYE and 0.35% for XLEI.

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