MYMJ vs. XLE
MYMJ (State Street My2030 Municipal Bond ETF) and XLE (State Street Energy Select Sector SPDR ETF) are both exchange-traded funds - MYMJ is a Municipal Bonds fund actively managed by State Street, while XLE is a Energy Equities fund tracking the Energy Select Sector Index. MYMJ is actively managed, while XLE is passively managed. Over the past year, MYMJ returned 5.24% vs 45.00% for XLE. At a correlation of -0.10, they often move in opposite directions. MYMJ charges 0.20%/yr vs 0.08%/yr for XLE.
Performance
MYMJ vs. XLE - Performance Comparison
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Returns By Period
In the year-to-date period, MYMJ achieves a 1.00% return, which is significantly lower than XLE's 32.17% return.
MYMJ
- 1D
- 0.00%
- 1M
- 0.35%
- YTD
- 1.00%
- 6M
- 1.35%
- 1Y
- 5.24%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XLE
- 1D
- 1.29%
- 1M
- -1.14%
- YTD
- 32.17%
- 6M
- 29.80%
- 1Y
- 45.00%
- 3Y*
- 17.46%
- 5Y*
- 20.44%
- 10Y*
- 10.22%
MYMJ vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MYMJ State Street My2030 Municipal Bond ETF | 1.00% | 3.98% | -0.82% |
XLE State Street Energy Select Sector SPDR ETF | 32.17% | 7.88% | -2.84% |
Correlation
The correlation between MYMJ and XLE is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.18 |
Correlation (All Time) Calculated using the full available price history since Sep 25, 2024 | -0.10 |
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Return for Risk
MYMJ vs. XLE — Risk / Return Rank
MYMJ
XLE
MYMJ vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street My2030 Municipal Bond ETF (MYMJ) 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.
| MYMJ | XLE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.76 | 1.35 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 3.23 | 3.75 | -0.52 |
| Martin ratioReturn relative to average drawdown | 10.78 | 10.92 | -0.14 |
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
| MYMJ | XLE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.12 | 2.21 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.79 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.35 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.31 | +0.54 |
Drawdowns
MYMJ vs. XLE - Drawdown Comparison
The maximum MYMJ drawdown since its inception was -3.11%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for MYMJ and XLE.
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Drawdown Indicators
| MYMJ | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.11% | -71.26% | +68.15% |
Max Drawdown (1Y)Largest decline over 1 year | -1.63% | -12.05% | +10.42% |
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 DrawdownCurrent decline from peak | -0.51% | -6.15% | +5.64% |
Average DrawdownAverage peak-to-trough decline | -0.70% | -17.98% | +17.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.49% | 4.14% | -3.65% |
Volatility
MYMJ vs. XLE - Volatility Comparison
The current volatility for State Street My2030 Municipal Bond ETF (MYMJ) is 0.46%, while State Street Energy Select Sector SPDR ETF (XLE) has a volatility of 8.25%. This indicates that MYMJ experiences smaller price fluctuations and is considered to be less risky than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MYMJ | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.46% | 8.25% | -7.79% |
Volatility (6M)Calculated over the trailing 6-month period | 1.17% | 16.58% | -15.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.69% | 20.53% | -18.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.90% | 26.02% | -23.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.90% | 29.59% | -26.69% |
MYMJ vs. XLE - Expense Ratio Comparison
MYMJ has a 0.20% expense ratio, which is higher than XLE'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
MYMJ vs. XLE - Dividend Comparison
MYMJ's dividend yield for the trailing twelve months is around 2.96%, more than XLE's 2.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MYMJ State Street My2030 Municipal Bond ETF | 2.96% | 3.02% | 0.89% | 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 | 2.54% | 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
MYMJ and XLE have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLE has higher volatility (8.25%) compared to MYMJ (0.46%). In terms of maximum drawdown, MYMJ dropped -3.11% vs XLE's -71.26%.
On 1-year performance, XLE leads with 45.00% vs 5.24% for MYMJ. On fees, XLE is cheaper at 0.08% per year. On volatility, MYMJ has been the lower-risk option at 0.46%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, XLE has performed better with a 45.00% return vs 5.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XLE is cheaper with a 0.08% expense ratio, compared with 0.20% for MYMJ.
MYMJ has the higher dividend yield at 2.96%, compared with 2.54% for XLE.
MYMJ is categorized as Municipal Bonds, while XLE is Energy Equities. Their fees differ too: 0.20% for MYMJ and 0.08% for XLE.
MYMJ currently has the higher Sharpe Ratio (3.12 vs 2.21), 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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