XLSI vs. IYW
XLSI (Consumer Staples Select Sector SPDR Premium Income ETF) and IYW (iShares U.S. Technology ETF) are both exchange-traded funds - XLSI is a Derivative Income fund actively managed by State Street, while IYW is a Technology Equities fund tracking the Russell 1000 Technology RIC 22.5/45 Capped Index. XLSI is actively managed, while IYW is passively managed. At a correlation of -0.22, they often move in opposite directions. XLSI charges 0.35%/yr vs 0.38%/yr for IYW.
Performance
XLSI vs. IYW - Performance Comparison
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Returns By Period
In the year-to-date period, XLSI achieves a 5.01% return, which is significantly lower than IYW's 21.96% return.
XLSI
- 1D
- 1.69%
- 1M
- 0.60%
- YTD
- 5.01%
- 6M
- 5.48%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IYW
- 1D
- -3.91%
- 1M
- 0.69%
- YTD
- 21.96%
- 6M
- 20.43%
- 1Y
- 47.04%
- 3Y*
- 32.10%
- 5Y*
- 20.32%
- 10Y*
- 25.94%
XLSI vs. IYW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XLSI Consumer Staples Select Sector SPDR Premium Income ETF | 5.01% | -1.06% |
IYW iShares U.S. Technology ETF | 21.96% | 10.36% |
Correlation
The correlation between XLSI and IYW is -0.22, 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 | -0.22 |
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Return for Risk
XLSI vs. IYW — Risk / Return Rank
XLSI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IYW
XLSI vs. IYW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Consumer Staples Select Sector SPDR Premium Income ETF (XLSI) and iShares U.S. Technology ETF (IYW). 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.
| XLSI | IYW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.36 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.65 | — |
| Martin ratioReturn relative to average drawdown | — | 8.46 | — |
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Drawdowns
XLSI vs. IYW - Drawdown Comparison
The maximum XLSI drawdown since its inception was -7.87%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for XLSI and IYW.
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Drawdown Indicators
| XLSI | IYW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.87% | -81.90% | +74.03% |
Max Drawdown (1Y)Largest decline over 1 year | — | -17.81% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.47% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -39.44% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.44% | — |
Current DrawdownCurrent decline from peak | -3.46% | -6.35% | +2.89% |
Average DrawdownAverage peak-to-trough decline | -3.26% | -34.59% | +31.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.57% | — |
Volatility
XLSI vs. IYW - Volatility Comparison
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Volatility by Period
| XLSI | IYW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 11.15% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 18.45% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.83% | 22.34% | -11.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.83% | 26.24% | -15.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.83% | 25.26% | -14.43% |
XLSI vs. IYW - Expense Ratio Comparison
XLSI has a 0.35% expense ratio, which is lower than IYW's 0.38% expense ratio.
Dividends
XLSI vs. IYW - Dividend Comparison
XLSI's dividend yield for the trailing twelve months is around 10.43%, more than IYW's 0.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYW iShares U.S. Technology ETF | 0.11% | 0.14% | 0.21% | 0.34% | 0.50% | 0.31% | 0.56% | 0.72% | 0.92% | 0.82% | 1.14% | 1.12% |
XLSI Consumer Staples Select Sector SPDR Premium Income ETF | 10.43% | 5.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XLSI and IYW have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XLSI is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XLSI is cheaper with a 0.35% expense ratio, compared with 0.38% for IYW.
XLSI has the higher dividend yield at 10.43%, compared with 0.11% for IYW.
XLSI is categorized as Derivative Income, while IYW is Technology Equities. They also come from different issuers: State Street and iShares. Their fees differ too: 0.35% for XLSI and 0.38% for IYW.
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