XLCI vs. SPYM

Last updated Aug 2, 2026

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. Over the past year, XLCI returned 4.28% vs 21.52% for SPYM. Their 0.58 correlation means they have sometimes moved together and sometimes differently. 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.

Returns By Period

In the year-to-date period, XLCI achieves a -2.58% return, which is significantly lower than SPYM's 10.15% return.

XLCI

• 1D: 1.54%
• 1M: -0.56%
• 6M: -4.49%
• YTD: -2.58%
• 1Y: 4.28%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 3.98%

SPYM

• 1D: 0.68%
• 1M: 0.26%
• 6M: 8.55%
• YTD: 10.15%
• 1Y: 21.52%
• 3Y*: 19.39%
• 5Y*: 12.82%
• 10Y*: 15.15%
• ALL TIME*: 11.17%

*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)
SPYM State Street SPDR Portfolio S&P 500 ETF	$811.10M	$977.30M	$1.09B
XLCI State Street Communication Services Select Sector SPDR Premium Income ETF	$102.51K	$79.36K	$72.31K

XLCI vs. SPYM - Yearly Performance Comparison

	2026 (YTD)	2025
XLCI State Street Communication Services Select Sector SPDR Premium Income ETF	-2.58%	6.73%
SPYM State Street SPDR Portfolio S&P 500 ETF	10.15%	7.98%

Correlation

The correlation between XLCI and SPYM is 0.58, 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.	0.58
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025	0.58

The correlation between XLCI and SPYM has been stable across timeframes, ranging from 0.58 to 0.58 - a consistent structural relationship.

XLCI vs. SPYM - Sectors Allocation Comparison

Sectors	XLCI	SPYM
Communication Services	100.0%	9.9%
Financial Services	99.8%	11.6%
Basic Materials	-	1.7%
Consumer Cyclical	-	9.5%
Consumer Defensive	-	4.5%
Energy	-	3.0%
Healthcare	-	8.9%
Industrials	-	8.4%
Real Estate	-	1.8%
Technology	-	38.5%
Utilities	-	2.2%

Return for Risk

XLCI vs. SPYM — Risk / Return Rank

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

XLCI

XLCI Risk / Return Rank: 18
XLCI Sharpe Ratio Rank: 17
XLCI Sortino Ratio Rank: 16
XLCI Omega Ratio Rank: 16
XLCI Calmar Ratio Rank: 18
XLCI Martin Ratio Rank: 20

SPYM

SPYM Risk / Return Rank: 68
SPYM Sharpe Ratio Rank: 68
SPYM Sortino Ratio Rank: 65
SPYM Omega Ratio Rank: 66
SPYM Calmar Ratio Rank: 64
SPYM Martin Ratio Rank: 76

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.

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.

	XLCI	SPYM	Difference
Sharpe ratio: Return per unit of total volatility	0.29	1.53	-1.25
Sortino ratio: Return per unit of downside risk	0.47	2.14	-1.66
Omega ratio: Gain probability vs. loss probability	1.06	1.28	-0.21
Calmar ratio: Return relative to maximum drawdown	0.42	2.21	-1.79
Martin ratio: Return relative to average drawdown	1.23	9.43	-8.20

XLCI vs. SPYM - Sharpe Ratio Comparison

The current XLCI Sharpe Ratio is 0.29, which is lower than the SPYM Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of XLCI and SPYM, 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

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.

Drawdown Indicators

	XLCI	SPYM	Difference
Max Drawdown Largest peak-to-trough decline	-8.44%	-54.46%	+46.02%
Max Drawdown (1Y) Largest decline over 1 year	-8.44%	-8.90%	+0.46%
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	-5.54%	-1.41%	-4.13%
Average Drawdown Average peak-to-trough decline	-2.06%	-7.11%	+5.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.86%	2.08%	+0.78%

Volatility

XLCI vs. SPYM - Volatility Comparison

State Street Communication Services Select Sector SPDR Premium Income ETF (XLCI) has a higher volatility of 5.62% compared to State Street SPDR Portfolio S&P 500 ETF (SPYM) at 3.48%. This indicates that XLCI's price experiences larger fluctuations and is considered to be riskier than SPYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XLCI	SPYM	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.62%	3.48%	+2.14%
Volatility (6M) Calculated over the trailing 6-month period	10.27%	10.09%	+0.18%
Volatility (1Y) Calculated over the trailing 1-year period	12.32%	12.83%	-0.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.29%	16.92%	-4.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.29%	18.01%	-5.72%

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 11.73%, more than SPYM's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SPYM State Street SPDR Portfolio S&P 500 ETF	1.03%	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	11.73%	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

Can I hold both XLCI and SPYM in my portfolio?

XLCI and SPYM have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XLCI or SPYM?

XLCI has higher volatility (5.62%) compared to SPYM (3.48%). In terms of maximum drawdown, XLCI dropped -8.44% vs SPYM's -54.46%.

Which ETF is better, XLCI or SPYM?

On 1-year performance, SPYM leads with 21.52% vs 4.28% for XLCI. On fees, SPYM is cheaper at 0.02% per year. On volatility, SPYM has been the lower-risk option at 3.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XLCI or SPYM?

Over the 1-year period, SPYM has performed better with a 21.52% return vs 4.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XLCI or SPYM?

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

Which ETF pays a higher dividend yield, XLCI or SPYM?

XLCI has the higher dividend yield at 11.73%, compared with 1.03% for SPYM.

What is the main difference between XLCI and 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.

Which has better risk-adjusted returns?

SPYM currently has the higher Sharpe Ratio (1.53 vs 0.29), 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.