XLEI vs. VOLT

Last updated Apr 2, 2026

Compare and contrast key facts about State Street Energy Select Sector SPDR Premium Income ETF (XLEI) and Tema Electrification ETF (VOLT).

XLEI and VOLT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLEI is a passively managed fund by State Street that tracks the performance of the S&P Energy Select Sector. It was launched on Jul 29, 2025. VOLT is an actively managed fund by Tema. It was launched on Dec 3, 2024.

Performance

XLEI vs. VOLT - 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 Tema Electrification ETF (VOLT). The values are adjusted to include any dividend payments, if applicable.

XLEI vs. VOLT - Yearly Performance Comparison

	2026 (YTD)	2025
XLEI State Street Energy Select Sector SPDR Premium Income ETF	17.92%	6.77%
VOLT Tema Electrification ETF	20.35%	6.36%

Returns By Period

In the year-to-date period, XLEI achieves a 17.92% return, which is significantly lower than VOLT's 20.35% return.

XLEI

• 1D: -2.12%
• 1M: 4.17%
• YTD: 17.92%
• 6M: 22.25%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VOLT

• 1D: 1.66%
• 1M: -2.63%
• YTD: 20.35%
• 6M: 20.49%
• 1Y: 62.56%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XLEI vs. VOLT - Expense Ratio Comparison

XLEI has a 0.35% expense ratio, which is lower than VOLT's 0.75% expense ratio.

VOLT

Tema Electrification ETF

XLEI

State Street Energy Select Sector SPDR Premium Income ETF

Return for Risk

XLEI vs. VOLT — Risk / Return Rank

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

VOLT

VOLT Risk / Return Rank: 97
VOLT Sharpe Ratio Rank: 97
VOLT Sortino Ratio Rank: 97
VOLT Omega Ratio Rank: 96
VOLT Calmar Ratio Rank: 98
VOLT Martin Ratio Rank: 97

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. VOLT - 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 Tema Electrification ETF (VOLT). 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.

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

Sharpe Ratios by Period

	XLEI	VOLT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.93	—
Sharpe Ratio (All Time) Calculated using the full available price history	3.50	1.17	+2.33

Correlation

The correlation between XLEI and VOLT is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

XLEI vs. VOLT - Dividend Comparison

XLEI's dividend yield for the trailing twelve months is around 13.66%, more than VOLT's 0.38% yield.

	TTM	2025	2024
XLEI State Street Energy Select Sector SPDR Premium Income ETF	13.66%	10.17%	0.00%
VOLT Tema Electrification ETF	0.38%	0.46%	0.01%

Drawdowns

XLEI vs. VOLT - Drawdown Comparison

The maximum XLEI drawdown since its inception was -5.31%, smaller than the maximum VOLT drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for XLEI and VOLT.

Drawdown Indicators

	XLEI	VOLT	Difference
Max Drawdown Largest peak-to-trough decline	-5.31%	-23.40%	+18.09%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.00%	—
Current Drawdown Current decline from peak	-3.02%	-3.52%	+0.50%
Average Drawdown Average peak-to-trough decline	-0.95%	-5.56%	+4.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.21%	—

Volatility

Volatility by Period

	XLEI	VOLT	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.05%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.74%	—
Volatility (1Y) Calculated over the trailing 1-year period	11.73%	21.48%	-9.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.73%	23.85%	-12.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.73%	23.85%	-12.12%