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XLCI vs. SPYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XLCI vs. SPYM

Last updated Jul 3, 2026
See Documentation

XLCI (State Street Communication Services Select Sector SPDR Premium Income ETF) and SPYM (State Street SPDR Portfolio S&P 500 ETF) are both exchange-traded funds - XLCI is a Derivative Income fund actively managed by State Street, while SPYM is a S&P 500 fund tracking the S&P 500 Index. XLCI is actively managed, while SPYM is passively managed. A 0.60 correlation means they provide meaningful diversification when combined. XLCI charges 0.35%/yr vs 0.02%/yr for SPYM.

Performance

XLCI vs. SPYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Communication Services Select Sector SPDR Premium Income ETF (XLCI) and State Street SPDR Portfolio S&P 500 ETF (SPYM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XLCI achieves a -2.03% return, which is significantly lower than SPYM's 9.86% return.

XLCI

1D
-0.06%
1M
-2.40%
6M
-2.03%
YTD
-2.03%
1Y
—
3Y*
—
5Y*
—
10Y*
—

SPYM

1D
-0.11%
1M
-1.66%
6M
9.86%
YTD
9.86%
1Y
21.50%
3Y*
20.40%
5Y*
13.02%
10Y*
15.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLCI vs. SPYM - Yearly Performance Comparison

2026 (YTD)2025
XLCI
State Street Communication Services Select Sector SPDR Premium Income ETF		-2.03%6.73%
SPYM
State Street SPDR Portfolio S&P 500 ETF		9.86%7.98%

Correlation

The correlation between XLCI and SPYM is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.60

XLCI vs. SPYM - Sectors Allocation Comparison

Sectors
XLCI
SPYM

Communication Services

100.0%
9.8%

Financial Services

99.2%
11.8%

Basic Materials

-

1.8%

Consumer Cyclical

-

9.3%

Consumer Defensive

-

4.7%

Energy

-

3.1%

Healthcare

-

8.7%

Industrials

-

8.0%

Real Estate

-

1.9%

Technology

-

38.1%

Utilities

-

2.7%

Communication Services

XLCI
100.0%
SPYM
9.8%

Financial Services

XLCI
99.2%
SPYM
11.8%

Basic Materials

XLCI

-

SPYM
1.8%

Consumer Cyclical

XLCI

-

SPYM
9.3%

Consumer Defensive

XLCI

-

SPYM
4.7%

Energy

XLCI

-

SPYM
3.1%

Healthcare

XLCI

-

SPYM
8.7%

Industrials

XLCI

-

SPYM
8.0%

Real Estate

XLCI

-

SPYM
1.9%

Technology

XLCI

-

SPYM
38.1%

Utilities

XLCI

-

SPYM
2.7%

Compare stocks, funds, or ETFs

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State Street Communication Services Select Sector SPDR Premium Income ETF

State Street SPDR Portfolio S&P 500 ETF

Often compared with XLCI:
XLCI vs. XLCXLCI vs. SPYXLCI vs. XLKXLCI vs. SPYGXLCI vs. XRMIXLCI vs. XLEXLCI vs. AVGW
Often compared with SPYM:
SPYM vs. SPYSPYM vs. VOOSPYM vs. QQQMSPYM vs. SPMOSPYM vs. VTISPYM vs. SPYGSPYM vs. SCHG

Return for Risk

XLCI vs. SPYM — Risk / Return Rank

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

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

SPYM
SPYM Risk / Return Rank: 6262
Overall Rank
SPYM Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SPYM Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPYM Omega Ratio Rank: 6161
Omega Ratio Rank
SPYM Calmar Ratio Rank: 5959
Calmar Ratio Rank
SPYM Martin Ratio Rank: 6969
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.

XLCI vs. SPYM - 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 State Street SPDR Portfolio S&P 500 ETF (SPYM). 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.

XLCISPYMDifference
Sharpe ratioReturn per unit of total volatility

—

1.73

—

Sortino ratioReturn per unit of downside risk

—

2.39

—

Omega ratioGain probability vs. loss probability

—

1.31

—

Calmar ratioReturn relative to maximum drawdown

—

2.43

—

Martin ratioReturn relative to average drawdown

—

10.61

—

XLCI vs. SPYM - Sharpe Ratio Comparison

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Drawdowns

XLCI vs. SPYM - Drawdown Comparison

The maximum XLCI drawdown since its inception was -8.44%, smaller than the maximum SPYM drawdown of -54.46%. Use the drawdown chart below to compare losses from any high point for XLCI and SPYM.

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Drawdown Indicators

XLCISPYMDifference

Max Drawdown

Largest peak-to-trough decline

-8.44%

-54.46%

+46.02%

Max Drawdown (1Y)

Largest decline over 1 year

—

-8.90%

—

Max Drawdown (3Y)

Largest decline over 3 years

—

-18.72%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-24.48%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.87%

—

Current Drawdown

Current decline from peak

-5.01%

-1.66%

-3.35%

Average Drawdown

Average peak-to-trough decline

-1.84%

-7.13%

+5.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

2.03%

—

Volatility

XLCI vs. SPYM - Volatility Comparison

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Volatility by Period

XLCISPYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

5.11%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

9.94%

—

Volatility (1Y)

Calculated over the trailing 1-year period

11.48%

12.50%

-1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.48%

16.92%

-5.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.48%

18.00%

-6.52%

XLCI vs. SPYM - Expense Ratio Comparison

XLCI has a 0.35% expense ratio, which is higher than SPYM's 0.02% expense ratio.

Dividends

XLCI vs. SPYM - Dividend Comparison

XLCI's dividend yield for the trailing twelve months is around 11.66%, more than SPYM's 1.04% yield.

PositionTTM20252024202320222021202020192018201720162015
SPYM
State Street SPDR Portfolio S&P 500 ETF		1.04%1.13%1.28%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%
XLCI
State Street Communication Services Select Sector SPDR Premium Income ETF		11.66%5.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XLCI and SPYM have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYM is cheaper at 0.02% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYM is cheaper with a 0.02% expense ratio, compared with 0.35% for XLCI.

XLCI has the higher dividend yield at 11.66%, compared with 1.04% for SPYM.

XLCI is categorized as Derivative Income, while SPYM is S&P 500. Their fees differ too: 0.35% for XLCI and 0.02% for SPYM.

Portfolio Optimizer

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