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XLEI vs. HYMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLEI vs. HYMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Energy Select Sector SPDR Premium Income ETF (XLEI) and SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XLEI achieves a 14.83% return, which is significantly higher than HYMB's 3.44% return.


XLEI

1D
0.44%
1M
-4.42%
YTD
14.83%
6M
15.67%
1Y
3Y*
5Y*
10Y*

HYMB

1D
0.00%
1M
1.79%
YTD
3.44%
6M
3.40%
1Y
7.20%
3Y*
4.88%
5Y*
0.44%
10Y*
2.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLEI vs. HYMB - Yearly Performance Comparison


Correlation

The correlation between XLEI and HYMB is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.23

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Return for Risk

XLEI vs. HYMB — Risk / Return Rank

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

XLEI

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


HYMB
HYMB Risk / Return Rank: 5555
Overall Rank
HYMB Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
HYMB Sortino Ratio Rank: 5656
Sortino Ratio Rank
HYMB Omega Ratio Rank: 6464
Omega Ratio Rank
HYMB Calmar Ratio Rank: 4949
Calmar Ratio Rank
HYMB Martin Ratio Rank: 5050
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.

XLEI vs. HYMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Energy Select Sector SPDR Premium Income ETF (XLEI) and SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB). 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.


XLEIHYMBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.33

Martin ratioReturn relative to average drawdown

8.25

XLEI vs. HYMB - Sharpe Ratio Comparison


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Drawdowns

XLEI vs. HYMB - Drawdown Comparison

The maximum XLEI drawdown since its inception was -7.98%, smaller than the maximum HYMB drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for XLEI and HYMB.


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Drawdown Indicators


XLEIHYMBDifference

Max Drawdown

Largest peak-to-trough decline

-7.98%

-29.57%

+21.59%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

Max Drawdown (3Y)

Largest decline over 3 years

-7.44%

Max Drawdown (5Y)

Largest decline over 5 years

-20.15%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-5.56%

0.00%

-5.56%

Average Drawdown

Average peak-to-trough decline

-1.67%

-3.79%

+2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

Volatility

XLEI vs. HYMB - Volatility Comparison


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Volatility by Period


XLEIHYMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

Volatility (6M)

Calculated over the trailing 6-month period

3.18%

Volatility (1Y)

Calculated over the trailing 1-year period

13.89%

4.03%

+9.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

6.67%

+7.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.89%

11.36%

+2.53%

XLEI vs. HYMB - Expense Ratio Comparison

Both XLEI and HYMB have an expense ratio of 0.35%.


Dividends

XLEI vs. HYMB - Dividend Comparison

XLEI's dividend yield for the trailing twelve months is around 17.40%, more than HYMB's 4.52% yield.


PositionTTM20252024202320222021202020192018201720162015
HYMB
SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF
4.52%4.55%4.29%4.07%3.77%3.19%3.55%3.95%4.03%3.78%4.08%4.54%
XLEI
State Street Energy Select Sector SPDR Premium Income ETF
17.40%10.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XLEI and HYMB have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XLEI and HYMB have the same expense ratio: 0.35% per year.

XLEI has the higher dividend yield at 17.40%, compared with 4.52% for HYMB.

XLEI is categorized as Energy Equities, while HYMB is Municipal Bonds. XLEI tracks S&P Energy Select Sector, while HYMB tracks Bloomberg Municipal Yield.

Portfolio Optimizer

Find the right allocation for XLEI and HYMB

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