XLFI vs. FYEE
XLFI (State Street Financial Select Sector SPDR Premium Income ETF) and FYEE (Fidelity Yield Enhanced Equity ETF) are both Derivative Income funds. Both are actively managed. A 0.58 correlation means they provide meaningful diversification when combined. XLFI charges 0.35%/yr vs 0.28%/yr for FYEE.
Performance
XLFI vs. FYEE - Performance Comparison
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Returns By Period
In the year-to-date period, XLFI achieves a 2.02% return, which is significantly lower than FYEE's 7.37% return.
XLFI
- 1D
- -0.25%
- 1M
- 3.26%
- 6M
- 3.23%
- YTD
- 2.02%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
FYEE
- 1D
- -1.02%
- 1M
- 2.03%
- 6M
- 6.63%
- YTD
- 7.37%
- 1Y
- 19.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.91M | $2.00M | $2.32M | |
| $244.84K | $211.10K | $172.61K |
XLFI vs. FYEE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XLFI State Street Financial Select Sector SPDR Premium Income ETF | 2.02% | 5.40% |
FYEE Fidelity Yield Enhanced Equity ETF | 7.37% | 11.11% |
Correlation
The correlation between XLFI and FYEE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025 | 0.58 |
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Return for Risk
XLFI vs. FYEE — Risk / Return Rank
XLFI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FYEE
XLFI vs. FYEE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Financial Select Sector SPDR Premium Income ETF (XLFI) and Fidelity Yield Enhanced Equity ETF (FYEE). 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.
| XLFI | FYEE | 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 | — | 2.65 | — |
| Martin ratioReturn relative to average drawdown | — | 12.71 | — |
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Drawdowns
XLFI vs. FYEE - Drawdown Comparison
The maximum XLFI drawdown since its inception was -11.89%, smaller than the maximum FYEE drawdown of -18.79%. Use the drawdown chart below to compare losses from any high point for XLFI and FYEE.
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Drawdown Indicators
| XLFI | FYEE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.89% | -18.79% | +6.90% |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.39% | — |
Current DrawdownCurrent decline from peak | -0.81% | -1.32% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -3.08% | -2.18% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.54% | — |
Volatility
XLFI vs. FYEE - Volatility Comparison
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Volatility by Period
| XLFI | FYEE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.62% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.12% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.86% | 10.50% | +1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.86% | 13.78% | -1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.86% | 13.78% | -1.92% |
XLFI vs. FYEE - Expense Ratio Comparison
XLFI has a 0.35% expense ratio, which is higher than FYEE's 0.28% expense ratio.
Dividends
XLFI vs. FYEE - Dividend Comparison
XLFI's dividend yield for the trailing twelve months is around 11.42%, more than FYEE's 8.46% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
FYEE Fidelity Yield Enhanced Equity ETF | 8.46% | 7.08% | 5.45% |
XLFI State Street Financial Select Sector SPDR Premium Income ETF | 11.42% | 5.57% | 0.00% |
Frequently Asked Questions
XLFI and FYEE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FYEE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FYEE is cheaper with a 0.28% expense ratio, compared with 0.35% for XLFI.
XLFI has the higher dividend yield at 11.42%, compared with 8.46% for FYEE.
They also come from different issuers: State Street and Fidelity. Their fees differ too: 0.35% for XLFI and 0.28% for FYEE.
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