XLCI vs. XRMI

Last updated Aug 2, 2026

XLCI (State Street Communication Services Select Sector SPDR Premium Income ETF) and XRMI (Global X S&P 500 Risk Managed Income ETF) are both Derivative Income funds. XLCI is actively managed, while XRMI is passively managed. Over the past year, XLCI returned 4.28% vs 10.84% for XRMI. Their 0.49 correlation means their historical movements had little consistent relationship. XLCI charges 0.35%/yr vs 0.60%/yr for XRMI.

Performance

XLCI vs. XRMI - 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 Global X S&P 500 Risk Managed Income ETF (XRMI). 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 XRMI's 3.64% return.

XLCI

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

XRMI

• 1D: 0.11%
• 1M: 1.10%
• 6M: 2.36%
• YTD: 3.64%
• 1Y: 10.84%
• 3Y*: 6.75%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 2.76%

*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)
XLCI State Street Communication Services Select Sector SPDR Premium Income ETF	$102.51K	$79.36K	$72.31K
XRMI Global X S&P 500 Risk Managed Income ETF	$126.16K	$125.56K	$168.31K

XLCI vs. XRMI - Yearly Performance Comparison

	2026 (YTD)	2025
XLCI State Street Communication Services Select Sector SPDR Premium Income ETF	-2.58%	6.73%
XRMI Global X S&P 500 Risk Managed Income ETF	3.64%	5.76%

Correlation

The correlation between XLCI and XRMI is 0.50, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.50
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025	0.49

XLCI vs. XRMI - Sectors Allocation Comparison

Sectors	XLCI	XRMI
Communication Services	100.0%	9.9%
Financial Services	99.8%	11.5%
Basic Materials	-	1.6%
Consumer Cyclical	-	9.5%
Consumer Defensive	-	4.5%
Energy	-	3.0%
Healthcare	-	8.9%
Industrials	-	8.4%
Real Estate	-	1.9%
Technology	-	38.5%
Utilities	-	2.2%

Return for Risk

XLCI vs. XRMI — 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

XRMI

XRMI Risk / Return Rank: 71
XRMI Sharpe Ratio Rank: 77
XRMI Sortino Ratio Rank: 76
XRMI Omega Ratio Rank: 80
XRMI Calmar Ratio Rank: 56
XRMI Martin Ratio Rank: 66

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. XRMI - 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 Global X S&P 500 Risk Managed Income ETF (XRMI). 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	XRMI	Difference
Sharpe ratio: Return per unit of total volatility	0.29	1.76	-1.47
Sortino ratio: Return per unit of downside risk	0.47	2.45	-1.98
Omega ratio: Gain probability vs. loss probability	1.06	1.34	-0.28
Calmar ratio: Return relative to maximum drawdown	0.42	1.98	-1.56
Martin ratio: Return relative to average drawdown	1.23	7.99	-6.75

XLCI vs. XRMI - Sharpe Ratio Comparison

The current XLCI Sharpe Ratio is 0.29, which is lower than the XRMI Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of XLCI and XRMI, 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. XRMI - Drawdown Comparison

The maximum XLCI drawdown since its inception was -8.44%, smaller than the maximum XRMI drawdown of -15.31%. Use the drawdown chart below to compare losses from any high point for XLCI and XRMI.

Drawdown Indicators

	XLCI	XRMI	Difference
Max Drawdown Largest peak-to-trough decline	-8.44%	-15.31%	+6.87%
Max Drawdown (1Y) Largest decline over 1 year	-8.44%	-5.02%	-3.42%
Max Drawdown (3Y) Largest decline over 3 years	—	-8.34%	—
Current Drawdown Current decline from peak	-5.54%	-0.23%	-5.31%
Average Drawdown Average peak-to-trough decline	-2.06%	-5.75%	+3.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.86%	1.25%	+1.61%

Volatility

XLCI vs. XRMI - Volatility Comparison

State Street Communication Services Select Sector SPDR Premium Income ETF (XLCI) has a higher volatility of 5.62% compared to Global X S&P 500 Risk Managed Income ETF (XRMI) at 1.60%. This indicates that XLCI's price experiences larger fluctuations and is considered to be riskier than XRMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XLCI	XRMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.62%	1.60%	+4.02%
Volatility (6M) Calculated over the trailing 6-month period	10.27%	4.46%	+5.81%
Volatility (1Y) Calculated over the trailing 1-year period	12.32%	5.68%	+6.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.29%	6.87%	+5.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.29%	6.87%	+5.42%

XLCI vs. XRMI - Expense Ratio Comparison

XLCI has a 0.35% expense ratio, which is lower than XRMI's 0.60% expense ratio.

Dividends

XLCI vs. XRMI - Dividend Comparison

XLCI's dividend yield for the trailing twelve months is around 11.73%, less than XRMI's 12.52% yield.

Position	TTM	2025	2024	2023	2022	2021
XLCI State Street Communication Services Select Sector SPDR Premium Income ETF	11.73%	5.23%	0.00%	0.00%	0.00%	0.00%
XRMI Global X S&P 500 Risk Managed Income ETF	12.52%	12.35%	11.86%	12.62%	12.84%	2.93%

Frequently Asked Questions

Can I hold both XLCI and XRMI in my portfolio?

XLCI and XRMI have a correlation of 0.50, 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 XRMI?

XLCI has higher volatility (5.62%) compared to XRMI (1.60%). In terms of maximum drawdown, XLCI dropped -8.44% vs XRMI's -15.31%.

Which ETF is better, XLCI or XRMI?

On 1-year performance, XRMI leads with 10.84% vs 4.28% for XLCI. On fees, XLCI is cheaper at 0.35% per year. On volatility, XRMI has been the lower-risk option at 1.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XLCI or XRMI?

Over the 1-year period, XRMI has performed better with a 10.84% 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 XRMI?

XLCI is cheaper with a 0.35% expense ratio, compared with 0.60% for XRMI.

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

XRMI has the higher dividend yield at 12.52%, compared with 11.73% for XLCI.

What is the main difference between XLCI and XRMI?

They also come from different issuers: State Street and Global X. Their fees differ too: 0.35% for XLCI and 0.60% for XRMI.

Which has better risk-adjusted returns?

XRMI currently has the higher Sharpe Ratio (1.76 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.