XLEI vs. HYMB
XLEI (State Street Energy Select Sector SPDR Premium Income ETF) and HYMB (SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF) are both exchange-traded funds - XLEI is a Energy Equities fund tracking the S&P Energy Select Sector, while HYMB is a Municipal Bonds fund tracking the Bloomberg Municipal Yield. Both are passively managed. At a correlation of -0.23, they often move in opposite directions. Both charge a 0.35% expense ratio.
Performance
XLEI vs. HYMB - Performance Comparison
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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%
XLEI vs. HYMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XLEI State Street Energy Select Sector SPDR Premium Income ETF | 14.83% | 6.17% |
HYMB SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF | 3.44% | 4.84% |
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
XLEI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
HYMB
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.
| XLEI | HYMB | Difference | |
|---|---|---|---|
| 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 | — |
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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
| XLEI | HYMB | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.56% | 0.00% | -5.56% |
Average DrawdownAverage peak-to-trough decline | -1.67% | -3.79% | +2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.88% | — |
Volatility
XLEI vs. HYMB - Volatility Comparison
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Volatility by Period
| XLEI | HYMB | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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