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XLFI vs. SPYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLFI vs. SPYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Financial Select Sector SPDR Premium Income ETF (XLFI) and State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XLFI achieves a 1.06% return, which is significantly lower than SPYD's 14.40% return.


XLFI

1D
0.94%
1M
6.35%
6M
0.96%
YTD
1.06%
1Y
3Y*
5Y*
10Y*

SPYD

1D
1.02%
1M
3.68%
6M
13.46%
YTD
14.40%
1Y
16.45%
3Y*
14.04%
5Y*
8.40%
10Y*
8.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLFI vs. SPYD - Yearly Performance Comparison


Correlation

The correlation between XLFI and SPYD is 0.50, 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

0.50

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Return for Risk

XLFI vs. SPYD — Risk / Return Rank

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

XLFI

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


SPYD
SPYD Risk / Return Rank: 5050
Overall Rank
SPYD Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SPYD Sortino Ratio Rank: 5252
Sortino Ratio Rank
SPYD Omega Ratio Rank: 4444
Omega Ratio Rank
SPYD Calmar Ratio Rank: 5858
Calmar Ratio Rank
SPYD Martin Ratio Rank: 4848
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.

XLFI vs. SPYD - 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 State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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.


XLFISPYDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

2.37

Martin ratioReturn relative to average drawdown

6.82

XLFI vs. SPYD - Sharpe Ratio Comparison


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Drawdowns

XLFI vs. SPYD - Drawdown Comparison

The maximum XLFI drawdown since its inception was -11.89%, smaller than the maximum SPYD drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for XLFI and SPYD.


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Drawdown Indicators


XLFISPYDDifference

Max Drawdown

Largest peak-to-trough decline

-11.89%

-46.42%

+34.53%

Max Drawdown (1Y)

Largest decline over 1 year

-7.05%

Max Drawdown (3Y)

Largest decline over 3 years

-16.13%

Max Drawdown (5Y)

Largest decline over 5 years

-22.25%

Max Drawdown (10Y)

Largest decline over 10 years

-46.42%

Current Drawdown

Current decline from peak

-0.62%

-0.37%

-0.25%

Average Drawdown

Average peak-to-trough decline

-3.24%

-6.13%

+2.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

Volatility

XLFI vs. SPYD - Volatility Comparison


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Volatility by Period


XLFISPYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.28%

Volatility (1Y)

Calculated over the trailing 1-year period

12.05%

11.82%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.05%

16.07%

-4.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.05%

19.76%

-7.71%

XLFI vs. SPYD - Expense Ratio Comparison

XLFI has a 0.35% expense ratio, which is higher than SPYD's 0.07% expense ratio.


Dividends

XLFI vs. SPYD - Dividend Comparison

XLFI's dividend yield for the trailing twelve months is around 11.52%, more than SPYD's 4.19% yield.


PositionTTM20252024202320222021202020192018201720162015
SPYD
State Street SPDR Portfolio S&P 500 High Dividend ETF
4.19%4.52%4.31%4.66%5.01%3.68%4.95%4.42%4.75%4.63%4.34%1.13%
XLFI
State Street Financial Select Sector SPDR Premium Income ETF
11.52%5.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XLFI and SPYD have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYD is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYD is cheaper with a 0.07% expense ratio, compared with 0.35% for XLFI.

XLFI has the higher dividend yield at 11.52%, compared with 4.19% for SPYD.

XLFI is categorized as Derivative Income, while SPYD is S&P 500. Their fees differ too: 0.35% for XLFI and 0.07% for SPYD.

Portfolio Optimizer

Find the right allocation for XLFI and SPYD

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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