PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
XLYI vs. XLE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XLYI vs. XLE

Last updated Jul 24, 2026
Documentation

XLYI (State Street Consumer Discretionary Select Sector SPDR Premium Income ETF) and XLE (State Street Energy Select Sector SPDR ETF) are both exchange-traded funds - XLYI is a Derivative Income fund actively managed by State Street, while XLE is a Energy Equities fund tracking the Energy Select Sector Index. XLYI is actively managed, while XLE is passively managed. At a correlation of -0.19, they often move in opposite directions. XLYI charges 0.35%/yr vs 0.08%/yr for XLE.

Performance

XLYI vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Consumer Discretionary Select Sector SPDR Premium Income ETF (XLYI) and State Street Energy Select Sector SPDR ETF (XLE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XLYI achieves a -5.92% return, which is significantly lower than XLE's 34.64% return.

XLYI

1D
-4.19%
1M
-3.26%
6M
-8.52%
YTD
-5.92%
1Y
—
3Y*
—
5Y*
—
10Y*
—
ALL TIME*
—

XLE

1D
0.30%
1M
9.03%
6M
23.08%
YTD
34.64%
1Y
41.07%
3Y*
15.14%
5Y*
24.04%
10Y*
10.29%
ALL TIME*
8.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

XLE

State Street Energy Select Sector SPDR ETF
$1.74B$1.68B$2.01B

XLYI

State Street Consumer Discretionary Select Sector SPDR Premium Income ETF
$64.69K$56.45K$58.59K

XLYI vs. XLE - Yearly Performance Comparison

2026 (YTD)2025
XLYI
State Street Consumer Discretionary Select Sector SPDR Premium Income ETF		-5.92%5.63%
XLE
State Street Energy Select Sector SPDR ETF		34.64%2.25%

Correlation

The correlation between XLYI and XLE is -0.19, 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 (All Time)
Calculated using the full available price history since Jul 30, 2025

-0.19

XLYI vs. XLE - Sectors Allocation Comparison

Sectors
XLYI
XLE

Financial Services

99.2%

-

Consumer Cyclical

99.0%

-

Technology

1.0%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Defensive

-

-

Energy

-

100.0%

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Utilities

-

-

Financial Services

XLYI
99.2%
XLE

-

Consumer Cyclical

XLYI
99.0%
XLE

-

Technology

XLYI
1.0%
XLE

-

Basic Materials

XLYI

-

XLE

-

Communication Services

XLYI

-

XLE

-

Consumer Defensive

XLYI

-

XLE

-

Energy

XLYI

-

XLE
100.0%

Healthcare

XLYI

-

XLE

-

Industrials

XLYI

-

XLE

-

Real Estate

XLYI

-

XLE

-

Utilities

XLYI

-

XLE

-

Compare stocks, funds, or ETFs

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

State Street Consumer Discretionary Select Sector SPDR Premium Income ETF

State Street Energy Select Sector SPDR ETF

Often compared with XLYI:
XLYI vs. IEDIXLYI vs. SPYXLYI vs. TMHXLYI vs. BILXLYI vs. GOOYXLYI vs. AMDWXLYI vs. TRUD
Often compared with XLE:
XLE vs. VDEXLE vs. USOXLE vs. XOPXLE vs. XLUXLE vs. XLKXLE vs. IXCXLE vs. FENY

Return for Risk

XLYI vs. XLE — Risk / Return Rank

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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XLE
XLE Risk / Return Rank: 7171
Overall Rank
XLE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 7474
Sortino Ratio Rank
XLE Omega Ratio Rank: 7171
Omega Ratio Rank
XLE Calmar Ratio Rank: 7272
Calmar Ratio Rank
XLE Martin Ratio Rank: 5656
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.

XLYI vs. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Consumer Discretionary Select Sector SPDR Premium Income ETF (XLYI) 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.

XLYIXLEDifference
Sharpe ratioReturn per unit of total volatility

—

1.97

—

Sortino ratioReturn per unit of downside risk

—

2.56

—

Omega ratioGain probability vs. loss probability

—

1.32

—

Calmar ratioReturn relative to maximum drawdown

—

2.76

—

Martin ratioReturn relative to average drawdown

—

7.32

—

XLYI vs. XLE - Sharpe Ratio Comparison

Loading charts...

Drawdowns

XLYI vs. XLE - Drawdown Comparison

The maximum XLYI drawdown since its inception was -12.32%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for XLYI and XLE.

Loading charts...

Drawdown Indicators

XLYIXLEDifference

Max Drawdown

Largest peak-to-trough decline

-12.32%

-71.26%

+58.94%

Max Drawdown (1Y)

Largest decline over 1 year

—

-14.98%

—

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

-9.27%

-4.40%

-4.87%

Average Drawdown

Average peak-to-trough decline

-3.21%

-17.94%

+14.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

5.63%

—

Volatility

XLYI vs. XLE - Volatility Comparison

Loading charts...

Volatility by Period

XLYIXLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

5.59%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

16.42%

—

Volatility (1Y)

Calculated over the trailing 1-year period

16.12%

20.94%

-4.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.12%

25.78%

-9.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.12%

29.58%

-13.46%

XLYI vs. XLE - Expense Ratio Comparison

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

Dividends

XLYI vs. XLE - Dividend Comparison

XLYI's dividend yield for the trailing twelve months is around 15.68%, more than XLE's 2.56% yield.

PositionTTM20252024202320222021202020192018201720162015
XLE
State Street Energy Select Sector SPDR ETF		2.56%3.28%3.36%3.55%3.68%4.21%5.62%6.72%3.54%3.03%2.26%3.39%
XLYI
State Street Consumer Discretionary Select Sector SPDR Premium Income ETF		15.68%6.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XLYI and XLE have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

XLYI has the higher dividend yield at 15.68%, compared with 2.56% for XLE.

XLYI is categorized as Derivative Income, while XLE is Energy Equities. Their fees differ too: 0.35% for XLYI and 0.08% for XLE.

Portfolio Optimizer

Find the right allocation for XLYI and XLE

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