XLSI vs. XRMI

Last updated Jun 23, 2026

XLSI (Consumer Staples Select Sector SPDR Premium Income ETF) and XRMI (Global X S&P 500 Risk Managed Income ETF) are both Derivative Income funds. XLSI is actively managed, while XRMI is passively managed. At a 0.07 correlation, their price movements are largely independent. XLSI charges 0.35%/yr vs 0.60%/yr for XRMI.

Performance

XLSI vs. XRMI - 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 Global X S&P 500 Risk Managed Income ETF (XRMI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XLSI achieves a 3.26% return, which is significantly higher than XRMI's 2.19% return.

XLSI

• 1D: -0.51%
• 1M: -1.08%
• YTD: 3.26%
• 6M: 3.30%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

XRMI

• 1D: 0.09%
• 1M: 0.92%
• YTD: 2.19%
• 6M: 2.05%
• 1Y: 10.09%
• 3Y*: 7.08%
• 5Y*: —
• 10Y*: —

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

XLSI vs. XRMI - Yearly Performance Comparison

	2026 (YTD)	2025
XLSI Consumer Staples Select Sector SPDR Premium Income ETF	3.26%	-1.06%
XRMI Global X S&P 500 Risk Managed Income ETF	2.19%	5.76%

Correlation

The correlation between XLSI and XRMI is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025	0.07

XLSI vs. XRMI - Sectors Allocation Comparison

Sectors	XLSI	XRMI
Financial Services	99.6%	11.6%
Basic Materials	-	1.7%
Communication Services	-	10.3%
Consumer Cyclical	-	9.5%
Consumer Defensive	-	4.6%
Energy	-	3.1%
Healthcare	-	8.5%
Industrials	-	7.9%
Real Estate	-	1.8%
Technology	-	39.5%
Utilities	-	2.7%

Return for Risk

XLSI vs. XRMI — 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.

XRMI

XRMI Risk / Return Rank: 53
XRMI Sharpe Ratio Rank: 56
XRMI Sortino Ratio Rank: 56
XRMI Omega Ratio Rank: 61
XRMI Calmar Ratio Rank: 42
XRMI Martin Ratio Rank: 49

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. XRMI - 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 Global X S&P 500 Risk Managed Income ETF (XRMI). 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	XRMI	Difference
Sharpe ratio: Return per unit of total volatility	—	1.85	—
Sortino ratio: Return per unit of downside risk	—	2.58	—
Omega ratio: Gain probability vs. loss probability	—	1.36	—
Calmar ratio: Return relative to maximum drawdown	—	2.02	—
Martin ratio: Return relative to average drawdown	—	8.14	—

Drawdowns

XLSI vs. XRMI - Drawdown Comparison

The maximum XLSI drawdown since its inception was -7.87%, smaller than the maximum XRMI drawdown of -15.31%. Use the drawdown chart below to compare losses from any high point for XLSI and XRMI.

Drawdown Indicators

	XLSI	XRMI	Difference
Max Drawdown Largest peak-to-trough decline	-7.87%	-15.31%	+7.44%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.02%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-8.34%	—
Current Drawdown Current decline from peak	-5.07%	0.00%	-5.07%
Average Drawdown Average peak-to-trough decline	-3.26%	-5.88%	+2.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.24%	—

Volatility

Volatility by Period

	XLSI	XRMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.61%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.41%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.70%	5.50%	+5.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.70%	6.91%	+3.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.70%	6.91%	+3.79%

XLSI vs. XRMI - Expense Ratio Comparison

XLSI has a 0.35% expense ratio, which is lower than XRMI's 0.60% expense ratio.

Dividends

XLSI vs. XRMI - Dividend Comparison

XLSI's dividend yield for the trailing twelve months is around 10.61%, less than XRMI's 13.71% yield.

Position	TTM	2025	2024	2023	2022	2021
XLSI Consumer Staples Select Sector SPDR Premium Income ETF	10.61%	5.34%	0.00%	0.00%	0.00%	0.00%
XRMI Global X S&P 500 Risk Managed Income ETF	13.71%	12.35%	11.86%	12.62%	12.84%	2.93%

Frequently Asked Questions

Can I hold both XLSI and XRMI in my portfolio?

XLSI and XRMI have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XLSI or XRMI?

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.

Which ETF is cheaper, XLSI or XRMI?

XLSI is cheaper with a 0.35% expense ratio, compared with 0.60% for XRMI.

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

XRMI has the higher dividend yield at 13.71%, compared with 10.61% for XLSI.

What is the main difference between XLSI and XRMI?

They also come from different issuers: State Street and Global X. Their fees differ too: 0.35% for XLSI and 0.60% for XRMI.