NZUS vs. XLU
Compare and contrast key facts about SPDR MSCI USA Climate Paris Aligned ETF (NZUS) and Utilities Select Sector SPDR Fund (XLU).
NZUS and XLU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NZUS is a passively managed fund by State Street that tracks the performance of the MSCI USA Climate Paris Aligned Index. It was launched on Apr 21, 2022. XLU is a passively managed fund by State Street that tracks the performance of the Utilities Select Sector Index. It was launched on Dec 16, 1998. Both NZUS and XLU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
NZUS vs. XLU - Performance Comparison
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NZUS vs. XLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
NZUS SPDR MSCI USA Climate Paris Aligned ETF | -7.37% | 13.95% | 24.34% | 29.16% | -14.34% |
XLU Utilities Select Sector SPDR Fund | 8.77% | 16.03% | 23.31% | -7.18% | -4.69% |
Returns By Period
In the year-to-date period, NZUS achieves a -7.37% return, which is significantly lower than XLU's 8.77% return.
NZUS
- 1D
- 1.02%
- 1M
- -3.38%
- YTD
- -7.37%
- 6M
- -5.75%
- 1Y
- 13.75%
- 3Y*
- 15.82%
- 5Y*
- —
- 10Y*
- —
XLU
- 1D
- 0.48%
- 1M
- -1.98%
- YTD
- 8.77%
- 6M
- 6.26%
- 1Y
- 19.98%
- 3Y*
- 14.30%
- 5Y*
- 10.90%
- 10Y*
- 9.79%
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NZUS vs. XLU - Expense Ratio Comparison
NZUS has a 0.10% expense ratio, which is lower than XLU's 0.13% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
NZUS vs. XLU — Risk / Return Rank
NZUS
XLU
NZUS vs. XLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI USA Climate Paris Aligned ETF (NZUS) and Utilities Select Sector SPDR Fund (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.
| NZUS | XLU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 1.27 | -0.57 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.73 | -0.57 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 2.21 | -1.08 |
Martin ratioReturn relative to average drawdown | 3.86 | 5.31 | -1.45 |
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
| NZUS | XLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 1.27 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.64 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.41 | +0.12 |
Correlation
The correlation between NZUS and XLU is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
NZUS vs. XLU - Dividend Comparison
NZUS's dividend yield for the trailing twelve months is around 0.97%, less than XLU's 2.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NZUS SPDR MSCI USA Climate Paris Aligned ETF | 0.97% | 0.89% | 5.49% | 1.07% | 1.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLU Utilities Select Sector SPDR Fund | 2.58% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
Drawdowns
NZUS vs. XLU - Drawdown Comparison
The maximum NZUS drawdown since its inception was -20.99%, smaller than the maximum XLU drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for NZUS and XLU.
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Drawdown Indicators
| NZUS | XLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.99% | -51.98% | +30.99% |
Max Drawdown (1Y)Largest decline over 1 year | -12.44% | -9.18% | -3.26% |
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 | -8.62% | -2.72% | -5.90% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -10.26% | +5.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 3.82% | -0.19% |
Volatility
NZUS vs. XLU - Volatility Comparison
SPDR MSCI USA Climate Paris Aligned ETF (NZUS) has a higher volatility of 5.88% compared to Utilities Select Sector SPDR Fund (XLU) at 5.09%. This indicates that NZUS's price experiences larger fluctuations and is considered to be riskier 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
| NZUS | XLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 5.09% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 10.45% | 10.36% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.59% | 15.79% | +3.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.78% | 17.18% | +1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.78% | 19.21% | -0.43% |