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SPIN vs. XLE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPIN vs. XLE - Performance Comparison

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

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SPIN vs. XLE - Yearly Performance Comparison


2026 (YTD)20252024
SPIN
State Street US Equity Premium Income ETF
-5.22%14.14%6.09%
XLE
State Street Energy Select Sector SPDR ETF
37.91%7.88%-0.01%

Returns By Period

In the year-to-date period, SPIN achieves a -5.22% return, which is significantly lower than XLE's 37.91% return.


SPIN

1D
2.72%
1M
-4.55%
YTD
-5.22%
6M
-1.34%
1Y
13.46%
3Y*
5Y*
10Y*

XLE

1D
-1.13%
1M
10.27%
YTD
37.91%
6M
39.21%
1Y
35.32%
3Y*
17.71%
5Y*
23.99%
10Y*
11.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPIN vs. XLE - Expense Ratio Comparison

SPIN has a 0.25% 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%.


Return for Risk

SPIN vs. XLE — Risk / Return Rank

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

SPIN
SPIN Risk / Return Rank: 4949
Overall Rank
SPIN Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SPIN Sortino Ratio Rank: 4646
Sortino Ratio Rank
SPIN Omega Ratio Rank: 5353
Omega Ratio Rank
SPIN Calmar Ratio Rank: 4949
Calmar Ratio Rank
SPIN Martin Ratio Rank: 5454
Martin Ratio Rank

XLE
XLE Risk / Return Rank: 7373
Overall Rank
XLE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 7676
Sortino Ratio Rank
XLE Omega Ratio Rank: 7777
Omega Ratio Rank
XLE Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLE Martin Ratio Rank: 5858
Martin Ratio Rank
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.

SPIN vs. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street US Equity Premium Income ETF (SPIN) 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.


SPINXLEDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.42

-0.60

Sortino ratio

Return per unit of downside risk

1.29

1.84

-0.54

Omega ratio

Gain probability vs. loss probability

1.21

1.28

-0.07

Calmar ratio

Return relative to maximum drawdown

1.28

1.96

-0.68

Martin ratio

Return relative to average drawdown

5.44

5.16

+0.28

SPIN vs. XLE - Sharpe Ratio Comparison

The current SPIN Sharpe Ratio is 0.83, which is lower than the XLE Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of SPIN and XLE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPINXLEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.42

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.32

+0.30

Correlation

The correlation between SPIN and XLE is 0.15, 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

SPIN vs. XLE - Dividend Comparison

SPIN's dividend yield for the trailing twelve months is around 8.42%, more than XLE's 2.44% yield.


TTM20252024202320222021202020192018201720162015
SPIN
State Street US Equity Premium Income ETF
8.42%8.20%2.36%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
2.44%3.28%3.36%3.55%3.68%4.21%5.62%6.72%3.54%3.03%2.26%3.39%

Drawdowns

SPIN vs. XLE - Drawdown Comparison

The maximum SPIN drawdown since its inception was -16.85%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for SPIN and XLE.


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Drawdown Indicators


SPINXLEDifference

Max Drawdown

Largest peak-to-trough decline

-16.85%

-71.26%

+54.41%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

-18.79%

+7.91%

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

-7.35%

-2.08%

-5.27%

Average Drawdown

Average peak-to-trough decline

-2.33%

-18.05%

+15.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

7.14%

-4.57%

Volatility

SPIN vs. XLE - Volatility Comparison

State Street US Equity Premium Income ETF (SPIN) and State Street Energy Select Sector SPDR ETF (XLE) have volatilities of 4.97% and 5.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPINXLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

5.05%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

9.05%

13.94%

-4.89%

Volatility (1Y)

Calculated over the trailing 1-year period

16.34%

24.93%

-8.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.90%

26.06%

-11.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.90%

29.48%

-14.58%