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XLSI vs. IYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLSI vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Consumer Staples Select Sector SPDR Premium Income ETF (XLSI) and iShares U.S. Technology ETF (IYW). The values are adjusted to include any dividend payments, if applicable.

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

XLSI vs. IYW - Yearly Performance Comparison


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

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

XLSI

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


IYW
IYW Risk / Return Rank: 5959
Overall Rank
IYW Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 5959
Sortino Ratio Rank
IYW Omega Ratio Rank: 6161
Omega Ratio Rank
IYW Calmar Ratio Rank: 5656
Calmar Ratio Rank
IYW Martin Ratio Rank: 5151
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.

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.


XLSIIYWDifference
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

XLSI vs. IYW - Sharpe Ratio Comparison


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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


XLSIIYWDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.46%

-6.35%

+2.89%

Average Drawdown

Average peak-to-trough decline

-3.26%

-34.59%

+31.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.57%

Volatility

XLSI vs. IYW - Volatility Comparison


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Volatility by Period


XLSIIYWDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for XLSI and IYW

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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