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XLEI vs. NEAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLEI vs. NEAR - 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 iShares Short Duration Bond Active ETF (NEAR). 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 14.33% return, which is significantly higher than NEAR's 0.63% return.


XLEI

1D
1.50%
1M
-4.84%
YTD
14.33%
6M
15.70%
1Y
3Y*
5Y*
10Y*

NEAR

1D
-0.10%
1M
0.11%
YTD
0.63%
6M
0.83%
1Y
3.79%
3Y*
5.48%
5Y*
3.84%
10Y*
2.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLEI vs. NEAR - Yearly Performance Comparison


Correlation

The correlation between XLEI and NEAR is -0.26, 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

-0.26

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Return for Risk

XLEI vs. NEAR — 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.


NEAR
NEAR Risk / Return Rank: 8484
Overall Rank
NEAR Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
NEAR Sortino Ratio Rank: 9292
Sortino Ratio Rank
NEAR Omega Ratio Rank: 9191
Omega Ratio Rank
NEAR Calmar Ratio Rank: 6969
Calmar Ratio Rank
NEAR Martin Ratio Rank: 8080
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. NEAR - 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 iShares Short Duration Bond Active ETF (NEAR). 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.


XLEINEARDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.56

Calmar ratioReturn relative to maximum drawdown

3.36

Martin ratioReturn relative to average drawdown

15.26

XLEI vs. NEAR - Sharpe Ratio Comparison


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Drawdowns

XLEI vs. NEAR - Drawdown Comparison

The maximum XLEI drawdown since its inception was -7.98%, smaller than the maximum NEAR drawdown of -9.61%. Use the drawdown chart below to compare losses from any high point for XLEI and NEAR.


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Drawdown Indicators


XLEINEARDifference

Max Drawdown

Largest peak-to-trough decline

-7.98%

-9.61%

+1.63%

Max Drawdown (1Y)

Largest decline over 1 year

-1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-1.32%

Max Drawdown (10Y)

Largest decline over 10 years

-9.61%

Current Drawdown

Current decline from peak

-5.98%

-0.24%

-5.74%

Average Drawdown

Average peak-to-trough decline

-1.66%

-0.16%

-1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

Volatility

XLEI vs. NEAR - Volatility Comparison


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Volatility by Period


XLEINEARDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.48%

Volatility (6M)

Calculated over the trailing 6-month period

1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

13.92%

1.39%

+12.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.92%

1.35%

+12.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.92%

2.50%

+11.42%

XLEI vs. NEAR - Expense Ratio Comparison

XLEI has a 0.35% expense ratio, which is higher than NEAR's 0.25% expense ratio.


Dividends

XLEI vs. NEAR - Dividend Comparison

XLEI's dividend yield for the trailing twelve months is around 17.47%, more than NEAR's 4.44% yield.


PositionTTM20252024202320222021202020192018201720162015
NEAR
iShares Short Duration Bond Active ETF
4.44%4.54%5.00%4.59%1.78%0.76%1.53%2.69%2.25%1.52%1.07%0.85%
XLEI
State Street Energy Select Sector SPDR Premium Income ETF
17.47%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 NEAR have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NEAR is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NEAR is cheaper with a 0.25% expense ratio, compared with 0.35% for XLEI.

XLEI has the higher dividend yield at 17.47%, compared with 4.44% for NEAR.

XLEI is categorized as Energy Equities, while NEAR is Short-Term Bond. They also come from different issuers: State Street and iShares. Their fees differ too: 0.35% for XLEI and 0.25% for NEAR.

Portfolio Optimizer

Find the right allocation for XLEI and NEAR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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