MYCL vs. XLU
MYCL (State Street My2032 Corporate Bond ETF) and XLU (State Street Utilities Select Sector SPDR ETF) are both exchange-traded funds - MYCL is a Corporate Bonds fund actively managed by State Street, while XLU is a Utilities Equities fund tracking the Utilities Select Sector Index. MYCL is actively managed, while XLU is passively managed. Over the past year, MYCL returned 6.13% vs 9.11% for XLU. At a 0.30 correlation, their price movements are largely independent. MYCL charges 0.15%/yr vs 0.08%/yr for XLU.
Performance
MYCL vs. XLU - Performance Comparison
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Returns By Period
In the year-to-date period, MYCL achieves a 0.19% return, which is significantly lower than XLU's 3.11% return.
MYCL
- 1D
- -0.24%
- 1M
- 0.10%
- YTD
- 0.19%
- 6M
- 0.17%
- 1Y
- 6.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XLU
- 1D
- -0.43%
- 1M
- -5.74%
- YTD
- 3.11%
- 6M
- 1.25%
- 1Y
- 9.11%
- 3Y*
- 13.74%
- 5Y*
- 9.25%
- 10Y*
- 9.15%
MYCL vs. XLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MYCL State Street My2032 Corporate Bond ETF | 0.19% | 9.03% | -2.98% |
XLU State Street Utilities Select Sector SPDR ETF | 3.11% | 16.03% | -4.32% |
Correlation
The correlation between MYCL and XLU is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Sep 25, 2024 | 0.30 |
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Return for Risk
MYCL vs. XLU — Risk / Return Rank
MYCL
XLU
MYCL vs. XLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street My2032 Corporate Bond ETF (MYCL) and State Street Utilities Select Sector SPDR ETF (XLU). 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.
| MYCL | XLU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.12 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 1.00 | +1.22 |
| Martin ratioReturn relative to average drawdown | 7.16 | 2.24 | +4.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MYCL | XLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 0.63 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.54 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.40 | +0.32 |
Drawdowns
MYCL vs. XLU - Drawdown Comparison
The maximum MYCL drawdown since its inception was -4.39%, smaller than the maximum XLU drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for MYCL and XLU.
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Drawdown Indicators
| MYCL | XLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.39% | -51.98% | +47.59% |
Max Drawdown (1Y)Largest decline over 1 year | -2.77% | -9.18% | +6.41% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.26% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.26% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.07% | — |
Current DrawdownCurrent decline from peak | -1.51% | -7.78% | +6.27% |
Average DrawdownAverage peak-to-trough decline | -1.06% | -10.22% | +9.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.86% | 4.09% | -3.23% |
Volatility
MYCL vs. XLU - Volatility Comparison
The current volatility for State Street My2032 Corporate Bond ETF (MYCL) is 1.24%, while State Street Utilities Select Sector SPDR ETF (XLU) has a volatility of 5.41%. This indicates that MYCL experiences smaller price fluctuations and is considered to be less risky than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MYCL | XLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.24% | 5.41% | -4.17% |
Volatility (6M)Calculated over the trailing 6-month period | 2.82% | 11.53% | -8.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.85% | 14.57% | -10.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.88% | 17.32% | -12.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.88% | 19.26% | -14.38% |
MYCL vs. XLU - Expense Ratio Comparison
MYCL has a 0.15% expense ratio, which is higher than XLU's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
MYCL vs. XLU - Dividend Comparison
MYCL's dividend yield for the trailing twelve months is around 4.66%, more than XLU's 2.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MYCL State Street My2032 Corporate Bond ETF | 4.66% | 4.60% | 1.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLU State Street Utilities Select Sector SPDR ETF | 2.72% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
Frequently Asked Questions
MYCL and XLU have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLU has higher volatility (5.41%) compared to MYCL (1.24%). In terms of maximum drawdown, MYCL dropped -4.39% vs XLU's -51.98%.
On 1-year performance, XLU leads with 9.11% vs 6.13% for MYCL. On fees, XLU is cheaper at 0.08% per year. On volatility, MYCL has been the lower-risk option at 1.24%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, XLU has performed better with a 9.11% return vs 6.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XLU is cheaper with a 0.08% expense ratio, compared with 0.15% for MYCL.
MYCL has the higher dividend yield at 4.66%, compared with 2.72% for XLU.
MYCL is categorized as Corporate Bonds, while XLU is Utilities Equities. Their fees differ too: 0.15% for MYCL and 0.08% for XLU.
MYCL currently has the higher Sharpe Ratio (1.60 vs 0.63), 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.
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