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JXI vs. XLUI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, JXI achieves a 8.13% return, which is significantly lower than XLUI's 8.84% return.


JXI

1D
0.36%
1M
-0.79%
YTD
8.13%
6M
8.57%
1Y
17.57%
3Y*
15.82%
5Y*
10.30%
10Y*
9.49%

XLUI

1D
0.71%
1M
1.13%
YTD
8.84%
6M
9.44%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JXI vs. XLUI - Yearly Performance Comparison


Correlation

The correlation between JXI and XLUI is 0.85, 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

0.85

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Return for Risk

JXI vs. XLUI — Risk / Return Rank

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

JXI
JXI Risk / Return Rank: 4141
Overall Rank
JXI Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
JXI Sortino Ratio Rank: 3737
Sortino Ratio Rank
JXI Omega Ratio Rank: 3838
Omega Ratio Rank
JXI Calmar Ratio Rank: 4646
Calmar Ratio Rank
JXI Martin Ratio Rank: 4141
Martin Ratio Rank

XLUI

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.

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.


JXIXLUIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

2.18

Martin ratioReturn relative to average drawdown

6.28

JXI vs. XLUI - Sharpe Ratio Comparison


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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.


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Drawdown Indicators


JXIXLUIDifference

Max Drawdown

Largest peak-to-trough decline

-50.23%

-6.01%

-44.22%

Max Drawdown (1Y)

Largest decline over 1 year

-8.09%

Max Drawdown (3Y)

Largest decline over 3 years

-16.29%

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

-4.87%

-1.11%

-3.76%

Average Drawdown

Average peak-to-trough decline

-12.80%

-1.98%

-10.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

Volatility

JXI vs. XLUI - Volatility Comparison


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Volatility by Period


JXIXLUIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.59%

Volatility (1Y)

Calculated over the trailing 1-year period

12.99%

11.17%

+1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.38%

11.17%

+4.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

11.17%

+5.81%

JXI vs. XLUI - Expense Ratio Comparison

JXI has a 0.46% 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 12.35% yield.


PositionTTM20252024202320222021202020192018201720162015
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
12.35%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


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.

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

XLUI is cheaper with a 0.35% expense ratio, compared with 0.46% for JXI.

XLUI has the higher dividend yield at 12.35%, compared with 2.44% for JXI.

They also come from different issuers: iShares and State Street. Their fees differ too: 0.46% for JXI and 0.35% for XLUI.

Portfolio Optimizer

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