LITP vs. XLEI

Last updated Aug 2, 2026

LITP (Sprott Lithium Miners ETF) and XLEI (State Street Energy Select Sector SPDR Premium Income ETF) are both exchange-traded funds - LITP is a Lithium & Battery Metals fund tracking the Nasdaq Sprott Lithium Miners Index - Benchmark TR Gross, while XLEI is a Energy Equities fund tracking the S&P Energy Select Sector. Both are passively managed. Over the past year, LITP returned 63.07% vs 35.36% for XLEI. Their -0.01 correlation means they have often moved in opposite directions in the past. LITP charges 0.65%/yr vs 0.35%/yr for XLEI.

Performance

LITP vs. XLEI - Performance Comparison

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

Returns By Period

In the year-to-date period, LITP achieves a -17.54% return, which is significantly lower than XLEI's 24.56% return.

LITP

• 1D: -1.30%
• 1M: -19.49%
• 6M: -23.27%
• YTD: -17.54%
• 1Y: 63.07%
• 3Y*: -13.11%
• 5Y*: —
• 10Y*: —
• ALL TIME*: -14.86%

XLEI

• 1D: 0.78%
• 1M: 10.90%
• 6M: 15.89%
• YTD: 24.56%
• 1Y: 35.36%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 32.17%

*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)
LITP Sprott Lithium Miners ETF	$235.50K	$292.96K	$956.89K
XLEI State Street Energy Select Sector SPDR Premium Income ETF	$1.55M	$1.39M	$1.31M

LITP vs. XLEI - Yearly Performance Comparison

	2026 (YTD)	2025
LITP Sprott Lithium Miners ETF	-17.54%	85.22%
XLEI State Street Energy Select Sector SPDR Premium Income ETF	24.56%	6.17%

Correlation

The correlation between LITP and XLEI is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.02
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025	-0.01

LITP vs. XLEI - Sectors Allocation Comparison

Sectors	LITP	XLEI
Basic Materials	100.0%	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	100.0%
Financial Services	-	102.5%
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Technology	-	-
Utilities	-	-

Return for Risk

LITP vs. XLEI — Risk / Return Rank

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

LITP

LITP Risk / Return Rank: 43
LITP Sharpe Ratio Rank: 44
LITP Sortino Ratio Rank: 48
LITP Omega Ratio Rank: 44
LITP Calmar Ratio Rank: 40
LITP Martin Ratio Rank: 37

XLEI

XLEI Risk / Return Rank: 89
XLEI Sharpe Ratio Rank: 92
XLEI Sortino Ratio Rank: 88
XLEI Omega Ratio Rank: 89
XLEI Calmar Ratio Rank: 91
XLEI Martin Ratio Rank: 86

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.

LITP vs. XLEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Lithium Miners ETF (LITP) 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.

	LITP	XLEI	Difference
Sharpe ratio: Return per unit of total volatility	1.09	2.40	-1.31
Sortino ratio: Return per unit of downside risk	1.74	3.00	-1.26
Omega ratio: Gain probability vs. loss probability	1.20	1.41	-0.21
Calmar ratio: Return relative to maximum drawdown	1.41	4.11	-2.70
Martin ratio: Return relative to average drawdown	3.81	12.37	-8.56

LITP vs. XLEI - Sharpe Ratio Comparison

The current LITP Sharpe Ratio is 1.09, which is lower than the XLEI Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of LITP and XLEI, 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

LITP vs. XLEI - Drawdown Comparison

The maximum LITP drawdown since its inception was -74.94%, which is greater than XLEI's maximum drawdown of -8.19%. Use the drawdown chart below to compare losses from any high point for LITP and XLEI.

Drawdown Indicators

	LITP	XLEI	Difference
Max Drawdown Largest peak-to-trough decline	-74.94%	-8.19%	-66.75%
Max Drawdown (1Y) Largest decline over 1 year	-45.50%	-8.19%	-37.31%
Max Drawdown (3Y) Largest decline over 3 years	-70.76%	—	—
Current Drawdown Current decline from peak	-45.32%	0.00%	-45.32%
Average Drawdown Average peak-to-trough decline	-42.29%	-1.84%	-40.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.84%	2.74%	+14.10%

Volatility

LITP vs. XLEI - Volatility Comparison

Sprott Lithium Miners ETF (LITP) has a higher volatility of 10.66% compared to State Street Energy Select Sector SPDR Premium Income ETF (XLEI) at 3.96%. This indicates that LITP's price experiences larger fluctuations and is considered to be riskier than XLEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LITP	XLEI	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.66%	3.96%	+6.70%
Volatility (6M) Calculated over the trailing 6-month period	40.49%	11.26%	+29.23%
Volatility (1Y) Calculated over the trailing 1-year period	58.82%	14.03%	+44.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.58%	14.02%	+33.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.58%	14.02%	+33.56%

LITP vs. XLEI - Expense Ratio Comparison

LITP has a 0.65% expense ratio, which is higher than XLEI's 0.35% expense ratio.

Dividends

LITP vs. XLEI - Dividend Comparison

LITP's dividend yield for the trailing twelve months is around 8.98%, less than XLEI's 18.37% yield.

Position	TTM	2025	2024	2023
LITP Sprott Lithium Miners ETF	8.98%	7.41%	6.55%	2.80%
XLEI State Street Energy Select Sector SPDR Premium Income ETF	18.37%	10.17%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LITP and XLEI in my portfolio?

LITP and XLEI have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LITP or XLEI?

LITP has higher volatility (10.66%) compared to XLEI (3.96%). In terms of maximum drawdown, LITP dropped -74.94% vs XLEI's -8.19%.

Which ETF is better, LITP or XLEI?

On 1-year performance, LITP leads with 63.07% vs 35.36% for XLEI. On fees, XLEI is cheaper at 0.35% per year. On volatility, XLEI has been the lower-risk option at 3.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LITP or XLEI?

Over the 1-year period, LITP has performed better with a 63.07% return vs 35.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LITP or XLEI?

XLEI is cheaper with a 0.35% expense ratio, compared with 0.65% for LITP.

Which ETF pays a higher dividend yield, LITP or XLEI?

XLEI has the higher dividend yield at 18.37%, compared with 8.98% for LITP.

What is the main difference between LITP and XLEI?

LITP is categorized as Lithium & Battery Metals, while XLEI is Energy Equities. LITP tracks Nasdaq Sprott Lithium Miners Index - Benchmark TR Gross, while XLEI tracks S&P Energy Select Sector. They also come from different issuers: Sprott and State Street. Their fees differ too: 0.65% for LITP and 0.35% for XLEI.

Which has better risk-adjusted returns?

XLEI currently has the higher Sharpe Ratio (2.40 vs 1.09), 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.