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XLU vs. NYF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLU vs. NYF - 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 New York Muni Bond ETF (NYF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XLU achieves a 3.91% return, which is significantly higher than NYF's 1.58% return. Over the past 10 years, XLU has outperformed NYF with an annualized return of 9.14%, while NYF has yielded a comparatively lower 1.76% annualized return.


XLU

1D
0.11%
1M
-2.52%
YTD
3.91%
6M
3.83%
1Y
11.99%
3Y*
13.37%
5Y*
9.18%
10Y*
9.14%

NYF

1D
0.17%
1M
0.63%
YTD
1.58%
6M
1.84%
1Y
6.63%
3Y*
3.28%
5Y*
0.76%
10Y*
1.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLU vs. NYF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLU
State Street Utilities Select Sector SPDR ETF
3.91%16.03%23.31%-7.18%1.44%17.70%0.51%25.93%3.94%12.05%
NYF
iShares New York Muni Bond ETF
1.58%3.64%1.13%5.76%-7.75%1.34%4.18%6.49%0.66%5.02%

Correlation

The correlation between XLU and NYF is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.26

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

0.21

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

0.20

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2007

0.10

The correlation between XLU and NYF shifts across timeframes, from 0.10 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XLU vs. NYF — Risk / Return Rank

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

XLU
XLU Risk / Return Rank: 2828
Overall Rank
XLU Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XLU Sortino Ratio Rank: 2626
Sortino Ratio Rank
XLU Omega Ratio Rank: 2626
Omega Ratio Rank
XLU Calmar Ratio Rank: 3232
Calmar Ratio Rank
XLU Martin Ratio Rank: 2626
Martin Ratio Rank

NYF
NYF Risk / Return Rank: 7777
Overall Rank
NYF Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
NYF Sortino Ratio Rank: 8888
Sortino Ratio Rank
NYF Omega Ratio Rank: 9191
Omega Ratio Rank
NYF Calmar Ratio Rank: 5858
Calmar Ratio Rank
NYF Martin Ratio Rank: 5858
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. NYF - 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 New York Muni Bond ETF (NYF). 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.


XLUNYFDifference
Sharpe ratioReturn per unit of total volatility

-1.59

Sortino ratioReturn per unit of downside risk

-2.26

Omega ratioGain probability vs. loss probability

1.15

1.52

-0.37

Calmar ratioReturn relative to maximum drawdown

1.31

2.41

-1.10

Martin ratioReturn relative to average drawdown

2.84

8.60

-5.76

XLU vs. NYF - Sharpe Ratio Comparison

The current XLU Sharpe Ratio is 0.82, which is lower than the NYF Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of XLU and NYF, 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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Drawdowns

XLU vs. NYF - Drawdown Comparison

The maximum XLU drawdown since its inception was -51.98%, which is greater than NYF's maximum drawdown of -13.12%. Use the drawdown chart below to compare losses from any high point for XLU and NYF.


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Drawdown Indicators


XLUNYFDifference

Max Drawdown

Largest peak-to-trough decline

-51.98%

-13.12%

-38.86%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

-2.76%

-6.42%

Max Drawdown (3Y)

Largest decline over 3 years

-17.26%

-5.68%

-11.58%

Max Drawdown (5Y)

Largest decline over 5 years

-25.26%

-12.71%

-12.55%

Max Drawdown (10Y)

Largest decline over 10 years

-36.07%

-13.12%

-22.95%

Current Drawdown

Current decline from peak

-7.06%

-0.50%

-6.56%

Average Drawdown

Average peak-to-trough decline

-10.22%

-2.31%

-7.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.23%

0.77%

+3.46%

Volatility

XLU vs. NYF - Volatility Comparison

State Street Utilities Select Sector SPDR ETF (XLU) has a higher volatility of 5.58% compared to iShares New York Muni Bond ETF (NYF) at 0.97%. This indicates that XLU's price experiences larger fluctuations and is considered to be riskier than NYF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLUNYFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

0.97%

+4.61%

Volatility (6M)

Calculated over the trailing 6-month period

11.63%

2.10%

+9.53%

Volatility (1Y)

Calculated over the trailing 1-year period

14.63%

2.76%

+11.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.34%

4.00%

+13.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.27%

4.48%

+14.79%

XLU vs. NYF - Expense Ratio Comparison

XLU has a 0.08% expense ratio, which is lower than NYF's 0.25% 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. NYF - Dividend Comparison

XLU's dividend yield for the trailing twelve months is around 2.70%, less than NYF's 3.09% yield.


PositionTTM20252024202320222021202020192018201720162015
NYF
iShares New York Muni Bond ETF
3.09%2.99%2.77%2.36%2.04%1.85%1.98%2.19%2.48%2.46%2.43%2.60%
XLU
State Street Utilities Select Sector SPDR ETF
2.70%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 NYF have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLU has higher volatility (5.58%) compared to NYF (0.97%). In terms of maximum drawdown, XLU dropped -51.98% vs NYF's -13.12%.

On 10-year performance, XLU leads with 9.14% vs 1.76% for NYF. On fees, XLU is cheaper at 0.08% per year. On volatility, NYF has been the lower-risk option at 0.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XLU has performed better with a 9.14% return vs 1.76%. 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 0.25% for NYF.

NYF has the higher dividend yield at 3.09%, compared with 2.70% for XLU.

XLU is categorized as Utilities Equities, while NYF is Municipal Bonds. XLU tracks Utilities Select Sector Index, while NYF tracks S&P New York AMT-Free Municipal Bond Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.08% for XLU and 0.25% for NYF.

NYF currently has the higher Sharpe Ratio (2.41 vs 0.82), 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.

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