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SPLB vs. XLU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPLB vs. XLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Long Term Corporate Bond ETF (SPLB) and State Street Utilities Select Sector SPDR ETF (XLU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPLB achieves a 0.92% return, which is significantly lower than XLU's 3.11% return. Over the past 10 years, SPLB has underperformed XLU with an annualized return of 2.23%, while XLU has yielded a comparatively higher 9.15% annualized return.


SPLB

1D
-0.36%
1M
1.50%
YTD
0.92%
6M
-0.06%
1Y
7.56%
3Y*
4.35%
5Y*
-1.84%
10Y*
2.23%

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

SPLB vs. XLU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPLB
SPDR Portfolio Long Term Corporate Bond ETF
0.92%7.05%-1.74%11.20%-25.68%-1.99%13.47%23.49%-7.35%12.26%
XLU
State Street Utilities Select Sector SPDR ETF
3.11%16.03%23.31%-7.18%1.44%17.70%0.51%25.93%3.94%12.05%

Correlation

The correlation between SPLB and XLU is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2009

0.16

The correlation between SPLB and XLU shifts across timeframes, from 0.16 (all time) to 0.32 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPLB vs. XLU — Risk / Return Rank

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

SPLB
SPLB Risk / Return Rank: 2626
Overall Rank
SPLB Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SPLB Sortino Ratio Rank: 2525
Sortino Ratio Rank
SPLB Omega Ratio Rank: 2424
Omega Ratio Rank
SPLB Calmar Ratio Rank: 2929
Calmar Ratio Rank
SPLB Martin Ratio Rank: 2525
Martin Ratio Rank

XLU
XLU Risk / Return Rank: 1919
Overall Rank
XLU Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XLU Sortino Ratio Rank: 1818
Sortino Ratio Rank
XLU Omega Ratio Rank: 1818
Omega Ratio Rank
XLU Calmar Ratio Rank: 2222
Calmar Ratio Rank
XLU Martin Ratio Rank: 1919
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.

SPLB vs. XLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Long Term Corporate Bond ETF (SPLB) 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.


SPLBXLUDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.16

1.12

+0.05

Calmar ratioReturn relative to maximum drawdown

1.40

1.00

+0.41

Martin ratioReturn relative to average drawdown

3.48

2.24

+1.24

SPLB vs. XLU - Sharpe Ratio Comparison

The current SPLB Sharpe Ratio is 0.94, which is higher than the XLU Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of SPLB and XLU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPLBXLUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.63

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.54

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.48

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.40

+0.05

Drawdowns

SPLB vs. XLU - Drawdown Comparison

The maximum SPLB drawdown since its inception was -34.46%, smaller than the maximum XLU drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for SPLB and XLU.


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Drawdown Indicators


SPLBXLUDifference

Max Drawdown

Largest peak-to-trough decline

-34.46%

-51.98%

+17.52%

Max Drawdown (1Y)

Largest decline over 1 year

-5.42%

-9.18%

+3.76%

Max Drawdown (3Y)

Largest decline over 3 years

-12.91%

-17.26%

+4.35%

Max Drawdown (5Y)

Largest decline over 5 years

-34.46%

-25.26%

-9.20%

Max Drawdown (10Y)

Largest decline over 10 years

-34.46%

-36.07%

+1.61%

Current Drawdown

Current decline from peak

-14.53%

-7.78%

-6.75%

Average Drawdown

Average peak-to-trough decline

-8.01%

-10.22%

+2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

4.09%

-1.91%

Volatility

SPLB vs. XLU - Volatility Comparison

The current volatility for SPDR Portfolio Long Term Corporate Bond ETF (SPLB) is 2.36%, while State Street Utilities Select Sector SPDR ETF (XLU) has a volatility of 5.41%. This indicates that SPLB 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


SPLBXLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.36%

5.41%

-3.05%

Volatility (6M)

Calculated over the trailing 6-month period

5.81%

11.53%

-5.72%

Volatility (1Y)

Calculated over the trailing 1-year period

8.05%

14.57%

-6.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.71%

17.32%

-4.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.95%

19.26%

-6.31%

SPLB vs. XLU - Expense Ratio Comparison

SPLB has a 0.07% expense ratio, which is lower than XLU's 0.08% 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%.


Dividends

SPLB vs. XLU - Dividend Comparison

SPLB's dividend yield for the trailing twelve months is around 5.38%, more than XLU's 2.72% yield.


PositionTTM20252024202320222021202020192018201720162015
SPLB
SPDR Portfolio Long Term Corporate Bond ETF
5.38%5.25%5.20%4.60%4.53%3.00%3.01%3.79%4.50%4.06%4.34%4.70%
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


SPLB and XLU have a correlation of 0.23, 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 SPLB (2.36%). In terms of maximum drawdown, SPLB dropped -34.46% vs XLU's -51.98%.

On 10-year performance, XLU leads with 9.15% vs 2.23% for SPLB. On fees, SPLB is cheaper at 0.07% per year. On volatility, SPLB has been the lower-risk option at 2.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XLU has performed better with a 9.15% return vs 2.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPLB is cheaper with a 0.07% expense ratio, compared with 0.08% for XLU.

SPLB has the higher dividend yield at 5.38%, compared with 2.72% for XLU.

SPLB is categorized as Corporate Bonds, while XLU is Utilities Equities. SPLB tracks Bloomberg Barclays Long U.S. Corporate Index, while XLU tracks Utilities Select Sector Index. Their fees differ too: 0.07% for SPLB and 0.08% for XLU.

SPLB currently has the higher Sharpe Ratio (0.94 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.

Portfolio Optimizer

Find the right allocation for SPLB and XLU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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