XLCI vs. FAAR
XLCI (State Street Communication Services Select Sector SPDR Premium Income ETF) and FAAR (First Trust Alternative Absolute Return Strategy ETF) are both exchange-traded funds - XLCI is a Derivative Income fund actively managed by State Street, while FAAR is a Commodities fund actively managed by First Trust. Both are actively managed. At a correlation of -0.06, they often move in opposite directions. XLCI charges 0.35%/yr vs 0.95%/yr for FAAR.
Performance
XLCI vs. FAAR - Performance Comparison
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Returns By Period
In the year-to-date period, XLCI achieves a -0.16% return, which is significantly lower than FAAR's 15.77% return.
XLCI
- 1D
- 1.05%
- 1M
- 1.13%
- 6M
- -0.66%
- YTD
- -0.16%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FAAR
- 1D
- -0.63%
- 1M
- -5.61%
- 6M
- 13.29%
- YTD
- 15.77%
- 1Y
- 21.06%
- 3Y*
- 9.16%
- 5Y*
- 6.81%
- 10Y*
- 4.24%
XLCI vs. FAAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XLCI State Street Communication Services Select Sector SPDR Premium Income ETF | -0.16% | 6.73% |
FAAR First Trust Alternative Absolute Return Strategy ETF | 15.77% | 2.48% |
Correlation
The correlation between XLCI and FAAR is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025 | -0.06 |
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Return for Risk
XLCI vs. FAAR — Risk / Return Rank
XLCI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FAAR
XLCI vs. FAAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Communication Services Select Sector SPDR Premium Income ETF (XLCI) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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.
| XLCI | FAAR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.61 | — |
| Martin ratioReturn relative to average drawdown | — | 9.12 | — |
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Drawdowns
XLCI vs. FAAR - Drawdown Comparison
The maximum XLCI drawdown since its inception was -8.44%, smaller than the maximum FAAR drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for XLCI and FAAR.
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Drawdown Indicators
| XLCI | FAAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.44% | -18.03% | +9.59% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.94% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.54% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.03% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.03% | — |
Current DrawdownCurrent decline from peak | -3.20% | -8.94% | +5.74% |
Average DrawdownAverage peak-to-trough decline | -1.89% | -7.82% | +5.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.55% | — |
Volatility
XLCI vs. FAAR - Volatility Comparison
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Volatility by Period
| XLCI | FAAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.63% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.81% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.55% | 13.05% | -1.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.55% | 12.93% | -1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.55% | 11.55% | 0.00% |
XLCI vs. FAAR - Expense Ratio Comparison
XLCI has a 0.35% expense ratio, which is lower than FAAR's 0.95% expense ratio.
Dividends
XLCI vs. FAAR - Dividend Comparison
XLCI's dividend yield for the trailing twelve months is around 11.44%, more than FAAR's 9.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FAAR First Trust Alternative Absolute Return Strategy ETF | 9.89% | 11.63% | 3.45% | 3.20% | 5.82% | 6.49% | 3.05% | 1.02% | 0.58% | 2.83% |
XLCI State Street Communication Services Select Sector SPDR Premium Income ETF | 11.44% | 5.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XLCI and FAAR have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XLCI is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XLCI is cheaper with a 0.35% expense ratio, compared with 0.95% for FAAR.
XLCI has the higher dividend yield at 11.44%, compared with 9.89% for FAAR.
XLCI is categorized as Derivative Income, while FAAR is Commodities. They also come from different issuers: State Street and First Trust. Their fees differ too: 0.35% for XLCI and 0.95% for FAAR.
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