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XLUI vs. ECLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLUI vs. ECLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Utilities Select Sector SPDR Premium Income ETF (XLUI) and First Trust EIP Carbon Impact ETF (ECLN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XLUI achieves a 8.84% return, which is significantly lower than ECLN's 12.96% return.


XLUI

1D
0.71%
1M
1.13%
YTD
8.84%
6M
9.44%
1Y
3Y*
5Y*
10Y*

ECLN

1D
0.16%
1M
-1.81%
YTD
12.96%
6M
12.92%
1Y
19.73%
3Y*
17.40%
5Y*
12.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLUI vs. ECLN - Yearly Performance Comparison


Correlation

The correlation between XLUI and ECLN is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

XLUI vs. ECLN - Sectors Allocation Comparison


Sectors
XLUI
ECLN

Financial Services

99.7%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

16.3%

Healthcare

-

-

Industrials

-

6.8%

Real Estate

-

-

Technology

-

0.5%

Utilities

-

76.4%

Financial Services

XLUI
99.7%
ECLN

-

Basic Materials

XLUI

-

ECLN

-

Communication Services

XLUI

-

ECLN

-

Consumer Cyclical

XLUI

-

ECLN

-

Consumer Defensive

XLUI

-

ECLN

-

Energy

XLUI

-

ECLN
16.3%

Healthcare

XLUI

-

ECLN

-

Industrials

XLUI

-

ECLN
6.8%

Real Estate

XLUI

-

ECLN

-

Technology

XLUI

-

ECLN
0.5%

Utilities

XLUI

-

ECLN
76.4%

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Return for Risk

XLUI vs. ECLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Utilities Select Sector SPDR Premium Income ETF (XLUI) and First Trust EIP Carbon Impact ETF (ECLN). 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.


XLUIECLNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

4.33

Martin ratioReturn relative to average drawdown

11.59

XLUI vs. ECLN - Sharpe Ratio Comparison


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Drawdowns

XLUI vs. ECLN - Drawdown Comparison

The maximum XLUI drawdown since its inception was -6.01%, smaller than the maximum ECLN drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for XLUI and ECLN.


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Drawdown Indicators


XLUIECLNDifference

Max Drawdown

Largest peak-to-trough decline

-6.01%

-32.28%

+26.27%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

Max Drawdown (3Y)

Largest decline over 3 years

-14.68%

Max Drawdown (5Y)

Largest decline over 5 years

-19.88%

Current Drawdown

Current decline from peak

-1.11%

-2.96%

+1.85%

Average Drawdown

Average peak-to-trough decline

-1.98%

-4.99%

+3.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

Volatility

XLUI vs. ECLN - Volatility Comparison


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Volatility by Period


XLUIECLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

Volatility (6M)

Calculated over the trailing 6-month period

8.12%

Volatility (1Y)

Calculated over the trailing 1-year period

11.17%

10.45%

+0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.17%

14.22%

-3.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.17%

17.39%

-6.22%

XLUI vs. ECLN - Expense Ratio Comparison

XLUI has a 0.35% expense ratio, which is lower than ECLN's 0.97% expense ratio.


Dividends

XLUI vs. ECLN - Dividend Comparison

XLUI's dividend yield for the trailing twelve months is around 12.35%, while ECLN has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
ECLN
First Trust EIP Carbon Impact ETF
1.81%1.97%2.52%2.54%1.72%1.66%1.68%0.71%
XLUI
State Street Utilities Select Sector SPDR Premium Income ETF
12.35%7.12%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XLUI and ECLN have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLUI is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLUI is cheaper with a 0.35% expense ratio, compared with 0.97% for ECLN.

XLUI has the higher dividend yield at 12.35%, compared with 1.81% for ECLN.

They also come from different issuers: State Street and First Trust. Their fees differ too: 0.35% for XLUI and 0.97% for ECLN.

Portfolio Optimizer

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