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MLPI vs. XLE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MLPI vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS MLP & Energy Infrastructure High Income ETF (MLPI) and State Street Energy Select Sector SPDR ETF (XLE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MLPI achieves a 18.15% return, which is significantly lower than XLE's 35.03% return.


MLPI

1D
-0.07%
1M
-0.05%
6M
11.52%
YTD
18.15%
1Y
3Y*
5Y*
10Y*
ALL TIME*

XLE

1D
1.00%
1M
11.89%
6M
18.26%
YTD
35.03%
1Y
43.49%
3Y*
14.62%
5Y*
23.67%
10Y*
10.52%
ALL TIME*
8.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$23.44M$21.53M$19.40M
$1.70B$1.73B$1.97B

MLPI vs. XLE - Yearly Performance Comparison


Correlation

The correlation between MLPI and XLE is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 18, 2025

0.68

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Return for Risk

MLPI vs. XLE — Risk / Return Rank

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

MLPI

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


XLE
XLE Risk / Return Rank: 7676
Overall Rank
XLE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 7979
Sortino Ratio Rank
XLE Omega Ratio Rank: 7676
Omega Ratio Rank
XLE Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLE Martin Ratio Rank: 6262
Martin Ratio Rank
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.

MLPI vs. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS MLP & Energy Infrastructure High Income ETF (MLPI) and State Street Energy Select Sector SPDR ETF (XLE). 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.


MLPIXLEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

2.74

Martin ratioReturn relative to average drawdown

7.32

MLPI vs. XLE - Sharpe Ratio Comparison


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Drawdowns

MLPI vs. XLE - Drawdown Comparison

The maximum MLPI drawdown since its inception was -5.38%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for MLPI and XLE.


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Drawdown Indicators


MLPIXLEDifference

Max Drawdown

Largest peak-to-trough decline

-5.38%

-71.26%

+65.88%

Max Drawdown (1Y)

Largest decline over 1 year

-14.98%

Max Drawdown (3Y)

Largest decline over 3 years

-20.14%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

Max Drawdown (10Y)

Largest decline over 10 years

-66.81%

Current Drawdown

Current decline from peak

-3.36%

-4.13%

+0.77%

Average Drawdown

Average peak-to-trough decline

-1.63%

-17.93%

+16.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.62%

Volatility

MLPI vs. XLE - Volatility Comparison


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Volatility by Period


MLPIXLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

Volatility (6M)

Calculated over the trailing 6-month period

16.71%

Volatility (1Y)

Calculated over the trailing 1-year period

13.31%

21.05%

-7.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.31%

25.77%

-12.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.31%

29.57%

-16.26%

MLPI vs. XLE - Expense Ratio Comparison

MLPI has a 0.68% expense ratio, which is higher than XLE's 0.08% expense ratio.


Dividends

MLPI vs. XLE - Dividend Comparison

MLPI's dividend yield for the trailing twelve months is around 8.63%, more than XLE's 2.55% yield.


PositionTTM20252024202320222021202020192018201720162015
MLPI
NEOS MLP & Energy Infrastructure High Income ETF
8.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLE
State Street Energy Select Sector SPDR ETF
2.55%3.28%3.36%3.55%3.68%4.21%5.62%6.72%3.54%3.03%2.26%3.39%

Frequently Asked Questions


MLPI and XLE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLE is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLE is cheaper with a 0.08% expense ratio, compared with 0.68% for MLPI.

MLPI has the higher dividend yield at 8.63%, compared with 2.55% for XLE.

MLPI is categorized as Infrastructure Equities, while XLE is Energy Equities. They also come from different issuers: Neos and State Street. Their fees differ too: 0.68% for MLPI and 0.08% for XLE.

Portfolio Optimizer

Find the right allocation for MLPI and XLE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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