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XLU vs. IEAC.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLU vs. IEAC.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Utilities Select Sector SPDR ETF (XLU) and iShares Core € Corp Bond UCITS ETF (IEAC.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XLU is traded in USD, while IEAC.AS is traded in EUR. To make them comparable, the IEAC.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XLU achieves a 2.66% return, which is significantly higher than IEAC.AS's -0.58% return. Over the past 10 years, XLU has outperformed IEAC.AS with an annualized return of 8.99%, while IEAC.AS has yielded a comparatively lower 1.24% annualized return.


XLU

1D
-1.87%
1M
-2.68%
YTD
2.66%
6M
3.35%
1Y
10.26%
3Y*
12.85%
5Y*
9.10%
10Y*
8.99%

IEAC.AS

1D
0.21%
1M
-1.08%
YTD
-0.58%
6M
0.68%
1Y
4.02%
3Y*
7.44%
5Y*
-0.86%
10Y*
1.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLU vs. IEAC.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLU
State Street Utilities Select Sector SPDR ETF
2.66%16.03%23.31%-7.18%1.44%17.70%0.51%25.93%3.94%12.05%
IEAC.AS
iShares Core € Corp Bond UCITS ETF
-0.58%16.90%-2.06%11.14%-18.82%-7.76%11.63%4.22%-6.12%16.65%

Correlation

The correlation between XLU and IEAC.AS is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since May 7, 2009

0.19

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Return for Risk

XLU vs. IEAC.AS — Risk / Return Rank

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

XLU
XLU Risk / Return Rank: 2222
Overall Rank
XLU Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XLU Sortino Ratio Rank: 2121
Sortino Ratio Rank
XLU Omega Ratio Rank: 2121
Omega Ratio Rank
XLU Calmar Ratio Rank: 2626
Calmar Ratio Rank
XLU Martin Ratio Rank: 2121
Martin Ratio Rank

IEAC.AS
IEAC.AS Risk / Return Rank: 2020
Overall Rank
IEAC.AS Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IEAC.AS Sortino Ratio Rank: 2020
Sortino Ratio Rank
IEAC.AS Omega Ratio Rank: 2020
Omega Ratio Rank
IEAC.AS Calmar Ratio Rank: 1919
Calmar Ratio Rank
IEAC.AS Martin Ratio Rank: 2222
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.

XLU vs. IEAC.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Utilities Select Sector SPDR ETF (XLU) and iShares Core € Corp Bond UCITS ETF (IEAC.AS). 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.


XLUIEAC.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.13

1.09

+0.04

Calmar ratioReturn relative to maximum drawdown

1.12

0.57

+0.55

Martin ratioReturn relative to average drawdown

2.47

1.58

+0.90

XLU vs. IEAC.AS - Sharpe Ratio Comparison

The current XLU Sharpe Ratio is 0.71, which is higher than the IEAC.AS Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of XLU and IEAC.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XLUIEAC.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.49

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

-0.09

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.14

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.24

+0.16

Drawdowns

XLU vs. IEAC.AS - Drawdown Comparison

The maximum XLU drawdown since its inception was -51.98%, which is greater than IEAC.AS's maximum drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for XLU and IEAC.AS.


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Drawdown Indicators


XLUIEAC.ASDifference

Max Drawdown

Largest peak-to-trough decline

-51.98%

-34.76%

-17.22%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

-6.52%

-2.66%

Max Drawdown (3Y)

Largest decline over 3 years

-17.26%

-8.38%

-8.88%

Max Drawdown (5Y)

Largest decline over 5 years

-25.26%

-33.53%

+8.27%

Max Drawdown (10Y)

Largest decline over 10 years

-36.07%

-34.76%

-1.31%

Current Drawdown

Current decline from peak

-8.18%

-6.16%

-2.02%

Average Drawdown

Average peak-to-trough decline

-10.22%

-9.92%

-0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.16%

2.38%

+1.78%

Volatility

XLU vs. IEAC.AS - Volatility Comparison

State Street Utilities Select Sector SPDR ETF (XLU) has a higher volatility of 5.60% compared to iShares Core € Corp Bond UCITS ETF (IEAC.AS) at 2.00%. This indicates that XLU's price experiences larger fluctuations and is considered to be riskier than IEAC.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLUIEAC.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

2.00%

+3.60%

Volatility (6M)

Calculated over the trailing 6-month period

11.70%

5.72%

+5.98%

Volatility (1Y)

Calculated over the trailing 1-year period

14.64%

7.61%

+7.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.34%

9.28%

+8.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.27%

8.69%

+10.58%

XLU vs. IEAC.AS - Expense Ratio Comparison

XLU has a 0.08% expense ratio, which is lower than IEAC.AS's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XLU vs. IEAC.AS - Dividend Comparison

XLU's dividend yield for the trailing twelve months is around 2.73%, less than IEAC.AS's 3.33% yield.


PositionTTM20252024202320222021202020192018201720162015
IEAC.AS
iShares Core € Corp Bond UCITS ETF
3.33%3.29%3.39%2.51%0.84%0.81%0.84%1.10%0.98%1.52%1.66%0.90%
XLU
State Street Utilities Select Sector SPDR ETF
2.73%2.71%2.96%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.41%3.67%

Frequently Asked Questions


XLU and IEAC.AS have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLU is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLU is cheaper with a 0.08% expense ratio, compared with 0.20% for IEAC.AS.

XLU is categorized as Utilities Equities, while IEAC.AS is Corporate Bonds. XLU tracks Utilities Select Sector Index, while IEAC.AS tracks Bloomberg Euro Corporate Bond Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.08% for XLU and 0.20% for IEAC.AS.

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