SUPL vs. XLII

Last updated Aug 2, 2026

SUPL (ProShares Supply Chain Logistics ETF) and XLII (State Street Industrial Select Sector SPDR Premium Income ETF) are both exchange-traded funds - SUPL is a Industrials Equities fund tracking the FactSet Supply Chain Logistics Index - Benchmark TR Net, while XLII is a Derivative Income fund actively managed by State Street. SUPL is passively managed, while XLII is actively managed. Over the past year, SUPL returned 28.91% vs 20.71% for XLII. Their 0.64 correlation means they have sometimes moved together and sometimes differently. SUPL charges 0.58%/yr vs 0.35%/yr for XLII.

Performance

SUPL vs. XLII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Supply Chain Logistics ETF (SUPL) and State Street Industrial Select Sector SPDR Premium Income ETF (XLII). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SUPL achieves a 17.34% return, which is significantly higher than XLII's 11.91% return.

SUPL

• 1D: 0.03%
• 1M: -0.11%
• 6M: 12.59%
• YTD: 17.34%
• 1Y: 28.91%
• 3Y*: 8.11%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 7.69%

XLII

• 1D: 0.96%
• 1M: -0.49%
• 6M: 8.98%
• YTD: 11.91%
• 1Y: 20.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 18.91%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SUPL ProShares Supply Chain Logistics ETF	$76.25K	$64.52K	$42.91K
XLII State Street Industrial Select Sector SPDR Premium Income ETF	$449.50K	$324.22K	$213.70K

SUPL vs. XLII - Yearly Performance Comparison

	2026 (YTD)	2025
SUPL ProShares Supply Chain Logistics ETF	17.34%	5.97%
XLII State Street Industrial Select Sector SPDR Premium Income ETF	11.91%	6.30%

Correlation

The correlation between SUPL and XLII is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.64
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025	0.64

The correlation between SUPL and XLII has been stable across timeframes, ranging from 0.64 to 0.64 - a consistent structural relationship.

SUPL vs. XLII - Sectors Allocation Comparison

Sectors	SUPL	XLII
Industrials	57.1%	93.8%
Energy	4.9%	-
Healthcare	4.3%	-
Utilities	3.2%	-
Technology	1.9%	5.9%
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	0.3%
Consumer Defensive	-	-
Financial Services	-	100.8%
Real Estate	-	-

Return for Risk

SUPL vs. XLII — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SUPL

SUPL Risk / Return Rank: 73
SUPL Sharpe Ratio Rank: 72
SUPL Sortino Ratio Rank: 70
SUPL Omega Ratio Rank: 72
SUPL Calmar Ratio Rank: 78
SUPL Martin Ratio Rank: 72

XLII

XLII Risk / Return Rank: 66
XLII Sharpe Ratio Rank: 69
XLII Sortino Ratio Rank: 68
XLII Omega Ratio Rank: 69
XLII Calmar Ratio Rank: 54
XLII Martin Ratio Rank: 70

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SUPL vs. XLII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Supply Chain Logistics ETF (SUPL) and State Street Industrial Select Sector SPDR Premium Income ETF (XLII). 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.

	SUPL	XLII	Difference
Sharpe ratio: Return per unit of total volatility	1.67	1.59	+0.08
Sortino ratio: Return per unit of downside risk	2.29	2.26	+0.03
Omega ratio: Gain probability vs. loss probability	1.30	1.29	+0.01
Calmar ratio: Return relative to maximum drawdown	2.83	1.93	+0.90
Martin ratio: Return relative to average drawdown	9.01	8.68	+0.34

SUPL vs. XLII - Sharpe Ratio Comparison

The current SUPL Sharpe Ratio is 1.67, which is comparable to the XLII Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of SUPL and XLII, 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

SUPL vs. XLII - Drawdown Comparison

The maximum SUPL drawdown since its inception was -24.42%, which is greater than XLII's maximum drawdown of -10.10%. Use the drawdown chart below to compare losses from any high point for SUPL and XLII.

Drawdown Indicators

	SUPL	XLII	Difference
Max Drawdown Largest peak-to-trough decline	-24.42%	-10.10%	-14.32%
Max Drawdown (1Y) Largest decline over 1 year	-9.76%	-10.10%	+0.34%
Max Drawdown (3Y) Largest decline over 3 years	-21.71%	—	—
Current Drawdown Current decline from peak	-4.49%	-1.32%	-3.17%
Average Drawdown Average peak-to-trough decline	-5.82%	-1.28%	-4.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.06%	2.24%	+0.82%

Volatility

SUPL vs. XLII - Volatility Comparison

ProShares Supply Chain Logistics ETF (SUPL) has a higher volatility of 4.09% compared to State Street Industrial Select Sector SPDR Premium Income ETF (XLII) at 3.82%. This indicates that SUPL's price experiences larger fluctuations and is considered to be riskier than XLII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SUPL	XLII	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.09%	3.82%	+0.27%
Volatility (6M) Calculated over the trailing 6-month period	13.31%	10.44%	+2.87%
Volatility (1Y) Calculated over the trailing 1-year period	16.56%	12.25%	+4.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.89%	12.23%	+6.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.89%	12.23%	+6.66%

SUPL vs. XLII - Expense Ratio Comparison

SUPL has a 0.58% expense ratio, which is higher than XLII's 0.35% expense ratio.

Dividends

SUPL vs. XLII - Dividend Comparison

SUPL's dividend yield for the trailing twelve months is around 2.51%, less than XLII's 12.08% yield.

Position	TTM	2025	2024	2023	2022
SUPL ProShares Supply Chain Logistics ETF	2.51%	3.03%	4.78%	4.71%	3.00%
XLII State Street Industrial Select Sector SPDR Premium Income ETF	12.08%	5.47%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SUPL and XLII in my portfolio?

SUPL and XLII have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SUPL or XLII?

SUPL has higher volatility (4.09%) compared to XLII (3.82%). In terms of maximum drawdown, SUPL dropped -24.42% vs XLII's -10.10%.

Which ETF is better, SUPL or XLII?

On 1-year performance, SUPL leads with 28.91% vs 20.71% for XLII. On fees, XLII is cheaper at 0.35% per year. On volatility, XLII has been the lower-risk option at 3.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SUPL or XLII?

Over the 1-year period, SUPL has performed better with a 28.91% return vs 20.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SUPL or XLII?

XLII is cheaper with a 0.35% expense ratio, compared with 0.58% for SUPL.

Which ETF pays a higher dividend yield, SUPL or XLII?

XLII has the higher dividend yield at 12.08%, compared with 2.51% for SUPL.

What is the main difference between SUPL and XLII?

SUPL is categorized as Industrials Equities, while XLII is Derivative Income. They also come from different issuers: ProShares and State Street. Their fees differ too: 0.58% for SUPL and 0.35% for XLII.

Which has better risk-adjusted returns?

SUPL currently has the higher Sharpe Ratio (1.67 vs 1.59), 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.