MYMJ vs. XLE

Last updated Jun 25, 2026

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 4.84% vs 30.11% for XLE. At a correlation of -0.11, they often move in opposite directions. MYMJ charges 0.20%/yr vs 0.08%/yr for XLE.

Performance

MYMJ vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street My2030 Municipal Bond ETF (MYMJ) and State Street Energy Select Sector SPDR ETF (XLE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MYMJ achieves a 1.24% return, which is significantly lower than XLE's 21.47% return.

MYMJ

• 1D: 0.10%
• 1M: 0.84%
• YTD: 1.24%
• 6M: 1.32%
• 1Y: 4.84%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XLE

• 1D: -1.63%
• 1M: -9.30%
• YTD: 21.47%
• 6M: 22.40%
• 1Y: 30.11%
• 3Y*: 15.10%
• 5Y*: 18.36%
• 10Y*: 9.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MYMJ vs. XLE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MYMJ State Street My2030 Municipal Bond ETF	1.24%	3.98%	-0.90%
XLE State Street Energy Select Sector SPDR ETF	21.47%	7.88%	-3.08%

Correlation

The correlation between MYMJ and XLE is -0.20, 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	-0.20
Correlation (All Time) Calculated using the full available price history since Sep 24, 2024	-0.11

Return for Risk

MYMJ vs. XLE — Risk / Return Rank

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

MYMJ

MYMJ Risk / Return Rank: 83
MYMJ Sharpe Ratio Rank: 93
MYMJ Sortino Ratio Rank: 95
MYMJ Omega Ratio Rank: 96
MYMJ Calmar Ratio Rank: 69
MYMJ Martin Ratio Rank: 63

XLE

XLE Risk / Return Rank: 44
XLE Sharpe Ratio Rank: 46
XLE Sortino Ratio Rank: 42
XLE Omega Ratio Rank: 40
XLE Calmar Ratio Rank: 48
XLE Martin Ratio Rank: 43

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.

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.

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.

	MYMJ	XLE	Difference
Sharpe ratio: Return per unit of total volatility	2.97	1.46	+1.51
Sortino ratio: Return per unit of downside risk	4.67	1.98	+2.69
Omega ratio: Gain probability vs. loss probability	1.72	1.24	+0.48
Calmar ratio: Return relative to maximum drawdown	2.99	2.15	+0.84
Martin ratio: Return relative to average drawdown	9.76	6.33	+3.43

MYMJ vs. XLE - Sharpe Ratio Comparison

The current MYMJ Sharpe Ratio is 2.97, which is higher than the XLE Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of MYMJ and XLE, 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

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.

Drawdown Indicators

	MYMJ	XLE	Difference
Max Drawdown Largest peak-to-trough decline	-3.11%	-71.26%	+68.15%
Max Drawdown (1Y) Largest decline over 1 year	-1.63%	-14.05%	+12.42%
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 Drawdown Current decline from peak	-0.27%	-13.75%	+13.48%
Average Drawdown Average peak-to-trough decline	-0.69%	-17.96%	+17.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.50%	4.77%	-4.27%

Volatility

MYMJ vs. XLE - Volatility Comparison

The current volatility for State Street My2030 Municipal Bond ETF (MYMJ) is 0.39%, while State Street Energy Select Sector SPDR ETF (XLE) has a volatility of 7.16%. 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.

Volatility by Period

	MYMJ	XLE	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.39%	7.16%	-6.77%
Volatility (6M) Calculated over the trailing 6-month period	1.20%	16.92%	-15.72%
Volatility (1Y) Calculated over the trailing 1-year period	1.64%	20.83%	-19.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.86%	25.99%	-23.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.86%	29.60%	-26.74%

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 2.95%, more than XLE's 2.83% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MYMJ State Street My2030 Municipal Bond ETF	2.95%	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	2.83%	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

Can I hold both MYMJ and XLE in my portfolio?

MYMJ and XLE have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MYMJ or XLE?

XLE has higher volatility (7.16%) compared to MYMJ (0.39%). In terms of maximum drawdown, MYMJ dropped -3.11% vs XLE's -71.26%.

Which ETF is better, MYMJ or XLE?

On 1-year performance, XLE leads with 30.11% vs 4.84% for MYMJ. On fees, XLE is cheaper at 0.08% per year. On volatility, MYMJ has been the lower-risk option at 0.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MYMJ or XLE?

Over the 1-year period, XLE has performed better with a 30.11% return vs 4.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MYMJ or XLE?

XLE is cheaper with a 0.08% expense ratio, compared with 0.20% for MYMJ.

Which ETF pays a higher dividend yield, MYMJ or XLE?

MYMJ has the higher dividend yield at 2.95%, compared with 2.83% for XLE.

What is the main difference between MYMJ and 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.

Which has better risk-adjusted returns?

MYMJ currently has the higher Sharpe Ratio (2.97 vs 1.46), 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.