VICE vs. XLYI

Last updated Aug 2, 2026

VICE (AdvisorShares Vice ETF) and XLYI (State Street Consumer Discretionary Select Sector SPDR Premium Income ETF) are both exchange-traded funds - VICE is a Consumer Discretionary Equities fund actively managed by AdvisorShares, while XLYI is a Derivative Income fund actively managed by State Street. Both are actively managed. Over the past year, VICE returned -4.25% vs 8.70% for XLYI. Their 0.43 correlation means their historical movements had little consistent relationship. VICE charges 0.99%/yr vs 0.35%/yr for XLYI.

Performance

VICE vs. XLYI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Vice ETF (VICE) and State Street Consumer Discretionary Select Sector SPDR Premium Income ETF (XLYI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VICE achieves a 4.78% return, which is significantly higher than XLYI's -0.31% return.

VICE

• 1D: -0.28%
• 1M: -0.77%
• 6M: 2.71%
• YTD: 4.78%
• 1Y: -4.25%
• 3Y*: 5.90%
• 5Y*: 1.67%
• 10Y*: —
• ALL TIME*: 4.50%

XLYI

• 1D: 2.83%
• 1M: -0.39%
• 6M: -2.34%
• YTD: -0.31%
• 1Y: 8.70%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 5.29%

*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)
VICE AdvisorShares Vice ETF	$15.61K	$15.90K	$15.22K
XLYI State Street Consumer Discretionary Select Sector SPDR Premium Income ETF	$81.44K	$62.05K	$59.61K

VICE vs. XLYI - Yearly Performance Comparison

	2026 (YTD)	2025
VICE AdvisorShares Vice ETF	4.78%	-9.45%
XLYI State Street Consumer Discretionary Select Sector SPDR Premium Income ETF	-0.31%	5.63%

Correlation

The correlation between VICE and XLYI is 0.43, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.43
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025	0.43

VICE vs. XLYI - Sectors Allocation Comparison

Sectors	VICE	XLYI
Consumer Cyclical	45.3%	99.0%
Consumer Defensive	31.2%	-
Communication Services	7.2%	-
Real Estate	6.3%	-
Basic Materials	5.3%	-
Technology	4.7%	1.0%
Energy	-	-
Financial Services	-	99.8%
Healthcare	-	-
Industrials	-	-
Utilities	-	-

Return for Risk

VICE vs. XLYI — Risk / Return Rank

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

VICE

VICE Risk / Return Rank: 6
VICE Sharpe Ratio Rank: 6
VICE Sortino Ratio Rank: 6
VICE Omega Ratio Rank: 6
VICE Calmar Ratio Rank: 6
VICE Martin Ratio Rank: 7

XLYI

XLYI Risk / Return Rank: 20
XLYI Sharpe Ratio Rank: 20
XLYI Sortino Ratio Rank: 19
XLYI Omega Ratio Rank: 19
XLYI Calmar Ratio Rank: 21
XLYI Martin Ratio Rank: 22

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.

VICE vs. XLYI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Vice ETF (VICE) and State Street Consumer Discretionary Select Sector SPDR Premium Income ETF (XLYI). 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.

	VICE	XLYI	Difference
Sharpe ratio: Return per unit of total volatility	-0.37	0.40	-0.77
Sortino ratio: Return per unit of downside risk	-0.44	0.66	-1.10
Omega ratio: Gain probability vs. loss probability	0.95	1.08	-0.13
Calmar ratio: Return relative to maximum drawdown	-0.38	0.53	-0.91
Martin ratio: Return relative to average drawdown	-0.63	1.50	-2.13

VICE vs. XLYI - Sharpe Ratio Comparison

The current VICE Sharpe Ratio is -0.37, which is lower than the XLYI Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of VICE and XLYI, 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

VICE vs. XLYI - Drawdown Comparison

The maximum VICE drawdown since its inception was -38.27%, which is greater than XLYI's maximum drawdown of -12.32%. Use the drawdown chart below to compare losses from any high point for VICE and XLYI.

Drawdown Indicators

	VICE	XLYI	Difference
Max Drawdown Largest peak-to-trough decline	-38.27%	-12.32%	-25.95%
Max Drawdown (1Y) Largest decline over 1 year	-13.59%	-12.32%	-1.27%
Max Drawdown (3Y) Largest decline over 3 years	-16.55%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-29.92%	—	—
Current Drawdown Current decline from peak	-7.11%	-3.86%	-3.25%
Average Drawdown Average peak-to-trough decline	-12.26%	-3.29%	-8.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.17%	4.33%	+3.84%

Volatility

VICE vs. XLYI - Volatility Comparison

The current volatility for AdvisorShares Vice ETF (VICE) is 4.42%, while State Street Consumer Discretionary Select Sector SPDR Premium Income ETF (XLYI) has a volatility of 6.42%. This indicates that VICE experiences smaller price fluctuations and is considered to be less risky than XLYI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VICE	XLYI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.42%	6.42%	-2.00%
Volatility (6M) Calculated over the trailing 6-month period	10.14%	12.97%	-2.83%
Volatility (1Y) Calculated over the trailing 1-year period	13.83%	16.34%	-2.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.57%	16.32%	+1.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.12%	16.32%	+2.80%

VICE vs. XLYI - Expense Ratio Comparison

VICE has a 0.99% expense ratio, which is higher than XLYI's 0.35% expense ratio.

Dividends

VICE vs. XLYI - Dividend Comparison

VICE's dividend yield for the trailing twelve months is around 0.75%, less than XLYI's 14.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
VICE AdvisorShares Vice ETF	0.75%	0.79%	1.46%	1.69%	0.96%	0.99%	0.00%	2.47%	1.72%	0.17%
XLYI State Street Consumer Discretionary Select Sector SPDR Premium Income ETF	14.79%	6.76%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VICE and XLYI in my portfolio?

VICE and XLYI have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VICE or XLYI?

XLYI has higher volatility (6.42%) compared to VICE (4.42%). In terms of maximum drawdown, VICE dropped -38.27% vs XLYI's -12.32%.

Which ETF is better, VICE or XLYI?

On 1-year performance, XLYI leads with 8.70% vs -4.25% for VICE. On fees, XLYI is cheaper at 0.35% per year. On volatility, VICE has been the lower-risk option at 4.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VICE or XLYI?

Over the 1-year period, XLYI has performed better with a 8.70% return vs -4.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VICE or XLYI?

XLYI is cheaper with a 0.35% expense ratio, compared with 0.99% for VICE.

Which ETF pays a higher dividend yield, VICE or XLYI?

XLYI has the higher dividend yield at 14.79%, compared with 0.75% for VICE.

What is the main difference between VICE and XLYI?

VICE is categorized as Consumer Discretionary Equities, while XLYI is Derivative Income. They also come from different issuers: AdvisorShares and State Street. Their fees differ too: 0.99% for VICE and 0.35% for XLYI.

Which has better risk-adjusted returns?

XLYI currently has the higher Sharpe Ratio (0.40 vs -0.37), 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.