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XLBI vs. XLU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLBI vs. XLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Materials Select Sector SPDR Premium Income ETF (XLBI) 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, XLBI achieves a 9.39% return, which is significantly higher than XLU's 8.63% return.


XLBI

1D
1.46%
1M
1.88%
6M
8.43%
YTD
9.39%
1Y
3Y*
5Y*
10Y*

XLU

1D
2.21%
1M
5.36%
6M
7.40%
YTD
8.63%
1Y
14.95%
3Y*
14.96%
5Y*
10.69%
10Y*
9.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLBI vs. XLU - Yearly Performance Comparison


Correlation

The correlation between XLBI and XLU is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 30, 2025

0.31

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Return for Risk

XLBI vs. XLU — Risk / Return Rank

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

XLBI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


XLU
XLU Risk / Return Rank: 3333
Overall Rank
XLU Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
XLU Sortino Ratio Rank: 3232
Sortino Ratio Rank
XLU Omega Ratio Rank: 3131
Omega Ratio Rank
XLU Calmar Ratio Rank: 4040
Calmar Ratio Rank
XLU Martin Ratio Rank: 3030
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.

XLBI vs. XLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Materials Select Sector SPDR Premium Income ETF (XLBI) 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.

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.


XLBIXLUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.73

Martin ratioReturn relative to average drawdown

3.64

XLBI vs. XLU - Sharpe Ratio Comparison


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Drawdowns

XLBI vs. XLU - Drawdown Comparison

The maximum XLBI drawdown since its inception was -10.62%, smaller than the maximum XLU drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for XLBI and XLU.


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Drawdown Indicators


XLBIXLUDifference

Max Drawdown

Largest peak-to-trough decline

-10.62%

-51.98%

+41.36%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

Max Drawdown (3Y)

Largest decline over 3 years

-17.26%

Max Drawdown (5Y)

Largest decline over 5 years

-25.26%

Max Drawdown (10Y)

Largest decline over 10 years

-36.07%

Current Drawdown

Current decline from peak

-0.43%

-2.84%

+2.41%

Average Drawdown

Average peak-to-trough decline

-2.10%

-10.21%

+8.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.35%

Volatility

XLBI vs. XLU - Volatility Comparison


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Volatility by Period


XLBIXLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

Volatility (1Y)

Calculated over the trailing 1-year period

13.70%

14.91%

-1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.70%

17.33%

-3.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.70%

19.29%

-5.59%

XLBI vs. XLU - Expense Ratio Comparison

XLBI has a 0.35% expense ratio, which is higher than XLU's 0.08% expense ratio.


Dividends

XLBI vs. XLU - Dividend Comparison

XLBI's dividend yield for the trailing twelve months is around 14.62%, more than XLU's 2.61% yield.


PositionTTM20252024202320222021202020192018201720162015
XLBI
State Street Materials Select Sector SPDR Premium Income ETF
14.62%7.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLU
State Street Utilities Select Sector SPDR ETF
2.61%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


XLBI and XLU have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLU is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLU is cheaper with a 0.08% expense ratio, compared with 0.35% for XLBI.

XLBI has the higher dividend yield at 14.62%, compared with 2.61% for XLU.

XLBI is categorized as Derivative Income, while XLU is Utilities Equities. Their fees differ too: 0.35% for XLBI and 0.08% for XLU.

Portfolio Optimizer

Find the right allocation for XLBI 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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