http://dai.ly/x47bmfu
Oddly it appears on his Christmas album Silver & Gold and really doesn’t sound Christmassy in the slightest. Quite a different interpretation.

Fronk said:

Two of my favorite musical artists of all time have always seemed so different in their sounds that I never imagined they would intersect. Not a match made in heaven, but I kind of like it. Sufjan is a lot like Prince in that he makes some oddball song choices, and this is one of them. Interestingly, both use religious themes throughout their oeuvre.