PortfoliosLab logoPortfoliosLab logo
XLU vs. KCSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLU vs. KCSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Utilities Select Sector SPDR ETF (XLU) and KraneShares Sustainable Ultra Short Duration Index ETF (KCSH). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XLU achieves a 3.55% return, which is significantly higher than KCSH's 1.47% return.


XLU

1D
1.86%
1M
-5.69%
YTD
3.55%
6M
1.36%
1Y
9.88%
3Y*
13.91%
5Y*
9.31%
10Y*
9.19%

KCSH

1D
0.02%
1M
0.30%
YTD
1.47%
6M
1.83%
1Y
4.06%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLU vs. KCSH - Yearly Performance Comparison


Correlation

The correlation between XLU and KCSH is -0.12, 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 (1Y)
Calculated over the trailing 1-year period

-0.12

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2024

0.00

The correlation between XLU and KCSH shifts across timeframes, from -0.12 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XLU vs. KCSH — Risk / Return Rank

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

XLU
XLU Risk / Return Rank: 2121
Overall Rank
XLU Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XLU Sortino Ratio Rank: 1919
Sortino Ratio Rank
XLU Omega Ratio Rank: 2020
Omega Ratio Rank
XLU Calmar Ratio Rank: 2323
Calmar Ratio Rank
XLU Martin Ratio Rank: 2121
Martin Ratio Rank

KCSH
KCSH Risk / Return Rank: 9595
Overall Rank
KCSH Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
KCSH Sortino Ratio Rank: 9393
Sortino Ratio Rank
KCSH Omega Ratio Rank: 9898
Omega Ratio Rank
KCSH Calmar Ratio Rank: 9393
Calmar Ratio Rank
KCSH Martin Ratio Rank: 9898
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. KCSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Utilities Select Sector SPDR ETF (XLU) and KraneShares Sustainable Ultra Short Duration Index ETF (KCSH). 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.


XLUKCSHDifference

Sharpe ratio

Return per unit of total volatility

0.68

3.30

-2.62

Sortino ratio

Return per unit of downside risk

1.01

4.65

-3.64

Omega ratio

Gain probability vs. loss probability

1.13

2.16

-1.03

Calmar ratio

Return relative to maximum drawdown

1.11

6.97

-5.86

Martin ratio

Return relative to average drawdown

2.52

58.96

-56.44

XLU vs. KCSH - Sharpe Ratio Comparison

The current XLU Sharpe Ratio is 0.68, which is lower than the KCSH Sharpe Ratio of 3.30. The chart below compares the historical Sharpe Ratios of XLU and KCSH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XLUKCSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

3.30

-2.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

3.26

-2.86

Drawdowns

XLU vs. KCSH - Drawdown Comparison

The maximum XLU drawdown since its inception was -51.98%, which is greater than KCSH's maximum drawdown of -0.58%. Use the drawdown chart below to compare losses from any high point for XLU and KCSH.


Loading charts...

Drawdown Indicators


XLUKCSHDifference

Max Drawdown

Largest peak-to-trough decline

-51.98%

-0.58%

-51.40%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

-0.58%

-8.60%

Max Drawdown (3Y)

Largest decline over 3 years

-17.26%

Max Drawdown (5Y)

Largest decline over 5 years

-25.26%

Max Drawdown (10Y)

Largest decline over 10 years

-36.07%

Current Drawdown

Current decline from peak

-7.38%

0.00%

-7.38%

Average Drawdown

Average peak-to-trough decline

-10.22%

-0.03%

-10.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

0.07%

+4.00%

Volatility

XLU vs. KCSH - Volatility Comparison

State Street Utilities Select Sector SPDR ETF (XLU) has a higher volatility of 5.41% compared to KraneShares Sustainable Ultra Short Duration Index ETF (KCSH) at 0.07%. This indicates that XLU's price experiences larger fluctuations and is considered to be riskier than KCSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XLUKCSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

0.07%

+5.34%

Volatility (6M)

Calculated over the trailing 6-month period

11.76%

0.83%

+10.93%

Volatility (1Y)

Calculated over the trailing 1-year period

14.56%

1.24%

+13.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.32%

1.33%

+15.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.26%

1.33%

+17.93%

XLU vs. KCSH - Expense Ratio Comparison

XLU has a 0.08% expense ratio, which is lower than KCSH'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. KCSH - Dividend Comparison

XLU's dividend yield for the trailing twelve months is around 2.71%, less than KCSH's 3.97% yield.


PositionTTM20252024202320222021202020192018201720162015
KCSH
KraneShares Sustainable Ultra Short Duration Index ETF
3.97%4.35%2.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLU
State Street Utilities Select Sector SPDR ETF
2.71%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 KCSH have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLU has higher volatility (5.41%) compared to KCSH (0.07%). In terms of maximum drawdown, XLU dropped -51.98% vs KCSH's -0.58%.

On 1-year performance, XLU leads with 9.88% vs 4.06% for KCSH. On fees, XLU is cheaper at 0.08% per year. On volatility, KCSH has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XLU has performed better with a 9.88% return vs 4.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

KCSH has the higher dividend yield at 3.97%, compared with 2.71% for XLU.

XLU is categorized as Utilities Equities, while KCSH is Ultrashort Bond. XLU tracks Utilities Select Sector Index, while KCSH tracks Solactive ISS Sustainable Select 0-1 Year USD Corporate IG Index. They also come from different issuers: State Street and KraneShares. Their fees differ too: 0.08% for XLU and 0.20% for KCSH.

KCSH currently has the higher Sharpe Ratio (3.30 vs 0.68), 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.

Portfolio Optimizer

Find the right allocation for XLU and KCSH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer