JXI vs. XLUI

Last updated Aug 2, 2026

JXI (iShares Global Utilities ETF) and XLUI (State Street Utilities Select Sector SPDR Premium Income ETF) are both Utilities Equities funds. JXI is passively managed, while XLUI is actively managed. Over the past year, JXI returned 13.52% vs 8.36% for XLUI. Their correlation of 0.85 means they have usually moved in the same direction. JXI charges 0.39%/yr vs 0.35%/yr for XLUI.

Performance

JXI vs. XLUI - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with JXI having a 7.87% return and XLUI slightly higher at 8.22%.

JXI

• 1D: -0.39%
• 1M: -2.11%
• 6M: 4.02%
• YTD: 7.87%
• 1Y: 13.52%
• 3Y*: 15.24%
• 5Y*: 9.72%
• 10Y*: 8.89%
• ALL TIME*: 6.21%

XLUI

• 1D: -0.50%
• 1M: -1.79%
• 6M: 6.47%
• YTD: 8.22%
• 1Y: 8.36%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 8.49%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
JXI iShares Global Utilities ETF	$1.04M	$1.55M	$2.20M
XLUI State Street Utilities Select Sector SPDR Premium Income ETF	$811.48K	$735.97K	$652.13K

JXI vs. XLUI - Yearly Performance Comparison

	2026 (YTD)	2025
JXI iShares Global Utilities ETF	7.87%	6.48%
XLUI State Street Utilities Select Sector SPDR Premium Income ETF	8.22%	0.27%

Correlation

The correlation between JXI and XLUI is 0.85, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.85
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025	0.85

The correlation between JXI and XLUI has been stable across timeframes, ranging from 0.85 to 0.85 - a consistent structural relationship.

Return for Risk

JXI vs. XLUI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JXI

JXI Risk / Return Rank: 44
JXI Sharpe Ratio Rank: 44
JXI Sortino Ratio Rank: 41
JXI Omega Ratio Rank: 43
JXI Calmar Ratio Rank: 50
JXI Martin Ratio Rank: 43

XLUI

XLUI Risk / Return Rank: 33
XLUI Sharpe Ratio Rank: 31
XLUI Sortino Ratio Rank: 28
XLUI Omega Ratio Rank: 29
XLUI Calmar Ratio Rank: 40
XLUI Martin Ratio Rank: 35

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JXI vs. XLUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Utilities ETF (JXI) and State Street Utilities Select Sector SPDR Premium Income ETF (XLUI). 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.

	JXI	XLUI	Difference
Sharpe ratio: Return per unit of total volatility	1.10	0.75	+0.35
Sortino ratio: Return per unit of downside risk	1.53	1.06	+0.47
Omega ratio: Gain probability vs. loss probability	1.20	1.14	+0.06
Calmar ratio: Return relative to maximum drawdown	1.78	1.42	+0.36
Martin ratio: Return relative to average drawdown	4.74	3.39	+1.36

JXI vs. XLUI - Sharpe Ratio Comparison

The current JXI Sharpe Ratio is 1.10, which is higher than the XLUI Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of JXI and XLUI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JXI vs. XLUI - Drawdown Comparison

The maximum JXI drawdown since its inception was -50.23%, which is greater than XLUI's maximum drawdown of -6.01%. Use the drawdown chart below to compare losses from any high point for JXI and XLUI.

Drawdown Indicators

	JXI	XLUI	Difference
Max Drawdown Largest peak-to-trough decline	-50.23%	-6.01%	-44.22%
Max Drawdown (1Y) Largest decline over 1 year	-8.09%	-6.01%	-2.08%
Max Drawdown (3Y) Largest decline over 3 years	-12.16%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.45%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.20%	—	—
Current Drawdown Current decline from peak	-5.10%	-3.64%	-1.46%
Average Drawdown Average peak-to-trough decline	-12.75%	-1.87%	-10.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.03%	2.51%	+0.52%

Volatility

JXI vs. XLUI - Volatility Comparison

iShares Global Utilities ETF (JXI) and State Street Utilities Select Sector SPDR Premium Income ETF (XLUI) have volatilities of 3.81% and 3.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JXI	XLUI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.81%	3.81%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	10.97%	8.94%	+2.03%
Volatility (1Y) Calculated over the trailing 1-year period	13.08%	11.32%	+1.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.42%	11.30%	+4.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.98%	11.30%	+5.68%

JXI vs. XLUI - Expense Ratio Comparison

JXI has a 0.39% expense ratio, which is higher than XLUI's 0.35% expense ratio.

Dividends

JXI vs. XLUI - Dividend Comparison

JXI's dividend yield for the trailing twelve months is around 2.44%, less than XLUI's 14.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JXI iShares Global Utilities ETF	2.44%	2.56%	3.02%	3.58%	3.13%	2.78%	2.65%	3.43%	3.16%	3.62%	4.77%	3.78%
XLUI State Street Utilities Select Sector SPDR Premium Income ETF	14.00%	7.12%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JXI and XLUI in my portfolio?

JXI and XLUI have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JXI or XLUI?

XLUI has higher volatility (3.81%) compared to JXI (3.81%). In terms of maximum drawdown, JXI dropped -50.23% vs XLUI's -6.01%.

Which ETF is better, JXI or XLUI?

On 1-year performance, JXI leads with 13.52% vs 8.36% for XLUI. On fees, XLUI is cheaper at 0.35% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JXI or XLUI?

Over the 1-year period, JXI has performed better with a 13.52% return vs 8.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JXI or XLUI?

XLUI is cheaper with a 0.35% expense ratio, compared with 0.39% for JXI.

Which ETF pays a higher dividend yield, JXI or XLUI?

XLUI has the higher dividend yield at 14.00%, compared with 2.44% for JXI.

What is the main difference between JXI and XLUI?

They also come from different issuers: iShares and State Street. Their fees differ too: 0.39% for JXI and 0.35% for XLUI.

Which has better risk-adjusted returns?

JXI currently has the higher Sharpe Ratio (1.10 vs 0.75), 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.