XLSI vs. SPYM

Last updated Aug 2, 2026

XLSI (Consumer Staples Select Sector SPDR Premium Income ETF) and SPYM (State Street SPDR Portfolio S&P 500 ETF) are both exchange-traded funds - XLSI is a Derivative Income fund actively managed by State Street, while SPYM is a S&P 500 fund tracking the S&P 500 Index. XLSI is actively managed, while SPYM is passively managed. Over the past year, XLSI returned 6.59% vs 21.52% for SPYM. Their -0.05 correlation means they have often moved in opposite directions in the past. XLSI charges 0.35%/yr vs 0.02%/yr for SPYM.

Performance

XLSI vs. SPYM - 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 State Street SPDR Portfolio S&P 500 ETF (SPYM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XLSI achieves a 6.67% return, which is significantly lower than SPYM's 10.15% return.

XLSI

• 1D: 0.02%
• 1M: 0.27%
• 6M: 1.55%
• YTD: 6.67%
• 1Y: 6.59%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 5.53%

SPYM

• 1D: 0.68%
• 1M: 0.26%
• 6M: 8.55%
• YTD: 10.15%
• 1Y: 21.52%
• 3Y*: 19.39%
• 5Y*: 12.82%
• 10Y*: 15.15%
• ALL TIME*: 11.17%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SPYM State Street SPDR Portfolio S&P 500 ETF	$811.10M	$977.30M	$1.09B
XLSI Consumer Staples Select Sector SPDR Premium Income ETF	$285.83K	$265.98K	$245.15K

XLSI vs. SPYM - Yearly Performance Comparison

	2026 (YTD)	2025
XLSI Consumer Staples Select Sector SPDR Premium Income ETF	6.67%	-1.06%
SPYM State Street SPDR Portfolio S&P 500 ETF	10.15%	7.98%

Correlation

The correlation between XLSI and SPYM is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.05
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025	-0.05

XLSI vs. SPYM - Sectors Allocation Comparison

Sectors	XLSI	SPYM
Financial Services	100.0%	11.6%
Consumer Defensive	98.2%	4.5%
Consumer Cyclical	1.8%	9.5%
Basic Materials	-	1.7%
Communication Services	-	9.9%
Energy	-	3.0%
Healthcare	-	8.9%
Industrials	-	8.4%
Real Estate	-	1.8%
Technology	-	38.5%
Utilities	-	2.2%

Return for Risk

XLSI vs. SPYM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XLSI

XLSI Risk / Return Rank: 26
XLSI Sharpe Ratio Rank: 28
XLSI Sortino Ratio Rank: 26
XLSI Omega Ratio Rank: 26
XLSI Calmar Ratio Rank: 28
XLSI Martin Ratio Rank: 24

SPYM

SPYM Risk / Return Rank: 68
SPYM Sharpe Ratio Rank: 68
SPYM Sortino Ratio Rank: 65
SPYM Omega Ratio Rank: 66
SPYM Calmar Ratio Rank: 64
SPYM Martin Ratio Rank: 76

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XLSI vs. SPYM - 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 State Street SPDR Portfolio S&P 500 ETF (SPYM). 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	SPYM	Difference
Sharpe ratio: Return per unit of total volatility	0.64	1.53	-0.89
Sortino ratio: Return per unit of downside risk	0.98	2.14	-1.16
Omega ratio: Gain probability vs. loss probability	1.12	1.28	-0.16
Calmar ratio: Return relative to maximum drawdown	0.91	2.21	-1.30
Martin ratio: Return relative to average drawdown	1.87	9.43	-7.57

XLSI vs. SPYM - Sharpe Ratio Comparison

The current XLSI Sharpe Ratio is 0.64, which is lower than the SPYM Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of XLSI and SPYM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XLSI vs. SPYM - Drawdown Comparison

The maximum XLSI drawdown since its inception was -7.87%, smaller than the maximum SPYM drawdown of -54.46%. Use the drawdown chart below to compare losses from any high point for XLSI and SPYM.

Drawdown Indicators

	XLSI	SPYM	Difference
Max Drawdown Largest peak-to-trough decline	-7.87%	-54.46%	+46.59%
Max Drawdown (1Y) Largest decline over 1 year	-7.87%	-8.90%	+1.03%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.72%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.48%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.87%	—
Current Drawdown Current decline from peak	-1.93%	-1.41%	-0.52%
Average Drawdown Average peak-to-trough decline	-3.20%	-7.11%	+3.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.82%	2.08%	+1.74%

Volatility

XLSI vs. SPYM - Volatility Comparison

Consumer Staples Select Sector SPDR Premium Income ETF (XLSI) has a higher volatility of 4.23% compared to State Street SPDR Portfolio S&P 500 ETF (SPYM) at 3.48%. This indicates that XLSI's price experiences larger fluctuations and is considered to be riskier than SPYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XLSI	SPYM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.23%	3.48%	+0.75%
Volatility (6M) Calculated over the trailing 6-month period	8.87%	10.09%	-1.22%
Volatility (1Y) Calculated over the trailing 1-year period	11.17%	12.83%	-1.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.17%	16.92%	-5.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.17%	18.01%	-6.84%

XLSI vs. SPYM - Expense Ratio Comparison

XLSI has a 0.35% expense ratio, which is higher than SPYM's 0.02% expense ratio.

Dividends

XLSI vs. SPYM - Dividend Comparison

XLSI's dividend yield for the trailing twelve months is around 11.89%, more than SPYM's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SPYM State Street SPDR Portfolio S&P 500 ETF	1.03%	1.13%	1.28%	1.44%	1.69%	1.25%	1.54%	1.79%	2.23%	1.75%	1.97%	1.98%
XLSI Consumer Staples Select Sector SPDR Premium Income ETF	11.89%	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

Can I hold both XLSI and SPYM in my portfolio?

XLSI and SPYM have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XLSI or SPYM?

XLSI has higher volatility (4.23%) compared to SPYM (3.48%). In terms of maximum drawdown, XLSI dropped -7.87% vs SPYM's -54.46%.

Which ETF is better, XLSI or SPYM?

On 1-year performance, SPYM leads with 21.52% vs 6.59% for XLSI. On fees, SPYM is cheaper at 0.02% per year. On volatility, SPYM has been the lower-risk option at 3.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XLSI or SPYM?

Over the 1-year period, SPYM has performed better with a 21.52% return vs 6.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XLSI or SPYM?

SPYM is cheaper with a 0.02% expense ratio, compared with 0.35% for XLSI.

Which ETF pays a higher dividend yield, XLSI or SPYM?

XLSI has the higher dividend yield at 11.89%, compared with 1.03% for SPYM.

What is the main difference between XLSI and SPYM?

XLSI is categorized as Derivative Income, while SPYM is S&P 500. Their fees differ too: 0.35% for XLSI and 0.02% for SPYM.

Which has better risk-adjusted returns?

SPYM currently has the higher Sharpe Ratio (1.53 vs 0.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.