XLUI vs. XLE

Last updated Aug 2, 2026

XLUI (State Street Utilities Select Sector SPDR Premium Income ETF) and XLE (State Street Energy Select Sector SPDR ETF) are both exchange-traded funds - XLUI is a Utilities Equities fund actively managed by State Street, while XLE is a Energy Equities fund tracking the Energy Select Sector Index. XLUI is actively managed, while XLE is passively managed. Over the past year, XLUI returned 8.36% vs 43.49% for XLE. Their 0.08 correlation means their historical movements had little consistent relationship. XLUI charges 0.35%/yr vs 0.08%/yr for XLE.

Performance

XLUI vs. XLE - 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 State Street Energy Select Sector SPDR ETF (XLE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XLUI achieves a 8.22% return, which is significantly lower than XLE's 35.03% return.

XLUI

• 1D: -0.50%
• 1M: -1.79%
• 6M: 6.47%
• YTD: 8.22%
• 1Y: 8.36%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 8.49%

XLE

• 1D: 1.00%
• 1M: 11.89%
• 6M: 18.26%
• YTD: 35.03%
• 1Y: 43.49%
• 3Y*: 14.62%
• 5Y*: 23.67%
• 10Y*: 10.52%
• ALL TIME*: 8.87%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
XLE State Street Energy Select Sector SPDR ETF	$1.70B	$1.73B	$1.97B
XLUI State Street Utilities Select Sector SPDR Premium Income ETF	$811.48K	$735.97K	$652.13K

XLUI vs. XLE - Yearly Performance Comparison

	2026 (YTD)	2025
XLUI State Street Utilities Select Sector SPDR Premium Income ETF	8.22%	0.27%
XLE State Street Energy Select Sector SPDR ETF	35.03%	2.25%

Correlation

The correlation between XLUI and XLE is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.08
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025	0.08

XLUI vs. XLE - Sectors Allocation Comparison

Sectors	XLUI	XLE
Financial Services	100.4%	-
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	100.0%
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Technology	-	-
Utilities	-	-

Return for Risk

XLUI vs. XLE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XLUI

XLUI Risk / Return Rank: 33
XLUI Sharpe Ratio Rank: 31
XLUI Sortino Ratio Rank: 28
XLUI Omega Ratio Rank: 29
XLUI Calmar Ratio Rank: 40
XLUI Martin Ratio Rank: 35

XLE

XLE Risk / Return Rank: 76
XLE Sharpe Ratio Rank: 84
XLE Sortino Ratio Rank: 79
XLE Omega Ratio Rank: 76
XLE Calmar Ratio Rank: 78
XLE Martin Ratio Rank: 62

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XLUI vs. XLE - 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 State Street Energy Select Sector SPDR ETF (XLE). 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.

	XLUI	XLE	Difference
Sharpe ratio: Return per unit of total volatility	0.75	1.95	-1.20
Sortino ratio: Return per unit of downside risk	1.06	2.53	-1.46
Omega ratio: Gain probability vs. loss probability	1.14	1.32	-0.18
Calmar ratio: Return relative to maximum drawdown	1.42	2.74	-1.32
Martin ratio: Return relative to average drawdown	3.39	7.32	-3.93

XLUI vs. XLE - Sharpe Ratio Comparison

The current XLUI Sharpe Ratio is 0.75, which is lower than the XLE Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of XLUI and XLE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XLUI vs. XLE - Drawdown Comparison

The maximum XLUI drawdown since its inception was -6.01%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for XLUI and XLE.

Drawdown Indicators

	XLUI	XLE	Difference
Max Drawdown Largest peak-to-trough decline	-6.01%	-71.26%	+65.25%
Max Drawdown (1Y) Largest decline over 1 year	-6.01%	-14.98%	+8.97%
Max Drawdown (3Y) Largest decline over 3 years	—	-20.14%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.04%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-66.81%	—
Current Drawdown Current decline from peak	-3.64%	-4.13%	+0.49%
Average Drawdown Average peak-to-trough decline	-1.87%	-17.93%	+16.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.51%	5.62%	-3.11%

Volatility

XLUI vs. XLE - Volatility Comparison

The current volatility for State Street Utilities Select Sector SPDR Premium Income ETF (XLUI) is 3.81%, while State Street Energy Select Sector SPDR ETF (XLE) has a volatility of 5.85%. This indicates that XLUI experiences smaller price fluctuations and is considered to be less risky than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XLUI	XLE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.81%	5.85%	-2.04%
Volatility (6M) Calculated over the trailing 6-month period	8.94%	16.71%	-7.77%
Volatility (1Y) Calculated over the trailing 1-year period	11.32%	21.05%	-9.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.30%	25.77%	-14.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.30%	29.57%	-18.27%

XLUI vs. XLE - Expense Ratio Comparison

XLUI has a 0.35% expense ratio, which is higher than XLE's 0.08% expense ratio.

Dividends

XLUI vs. XLE - Dividend Comparison

XLUI's dividend yield for the trailing twelve months is around 14.00%, more than XLE's 2.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
XLE State Street Energy Select Sector SPDR ETF	2.55%	3.28%	3.36%	3.55%	3.68%	4.21%	5.62%	6.72%	3.54%	3.03%	2.26%	3.39%
XLUI State Street Utilities Select Sector SPDR Premium Income ETF	14.00%	7.12%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XLUI and XLE in my portfolio?

XLUI and XLE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XLUI or XLE?

XLE has higher volatility (5.85%) compared to XLUI (3.81%). In terms of maximum drawdown, XLUI dropped -6.01% vs XLE's -71.26%.

Which ETF is better, XLUI or XLE?

On 1-year performance, XLE leads with 43.49% vs 8.36% for XLUI. On fees, XLE is cheaper at 0.08% per year. On volatility, XLUI has been the lower-risk option at 3.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XLUI or XLE?

Over the 1-year period, XLE has performed better with a 43.49% return vs 8.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XLUI or XLE?

XLE is cheaper with a 0.08% expense ratio, compared with 0.35% for XLUI.

Which ETF pays a higher dividend yield, XLUI or XLE?

XLUI has the higher dividend yield at 14.00%, compared with 2.55% for XLE.

What is the main difference between XLUI and XLE?

XLUI is categorized as Utilities Equities, while XLE is Energy Equities. Their fees differ too: 0.35% for XLUI and 0.08% for XLE.

Which has better risk-adjusted returns?

XLE currently has the higher Sharpe Ratio (1.95 vs 0.75), 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.