etf comparison
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in etf comparison, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.
The earliest data available for this chart is Mar 23, 2018, corresponding to the inception date of IETC
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| etf comparison | -20.84% | -12.66% | -19.62% | -0.21% | 17.96% | N/A |
| Portfolio components: | ||||||
SPXL Direxion Daily S&P 500 Bull 3X Shares | -34.20% | -23.66% | -35.26% | -0.85% | 28.32% | 17.88% |
IXN iShares Global Tech ETF | -16.31% | -9.52% | -15.07% | 3.66% | 17.21% | 16.65% |
FTXL First Trust Nasdaq Semiconductor ETF | -22.92% | -17.00% | -27.61% | -15.44% | 13.91% | N/A |
SOXX iShares PHLX Semiconductor ETF | -22.61% | -17.34% | -27.18% | -15.50% | 18.25% | 19.15% |
XLK Technology Select Sector SPDR Fund | -16.91% | -9.46% | -16.19% | 0.87% | 18.08% | 17.79% |
PSI Invesco Dynamic Semiconductors ETF | -27.41% | -18.68% | -26.23% | -15.96% | 16.25% | 16.93% |
FTEC Fidelity MSCI Information Technology Index ETF | -18.62% | -10.13% | -16.06% | 5.98% | 17.97% | 17.61% |
VGT Vanguard Information Technology ETF | -18.60% | -10.05% | -16.03% | 5.91% | 17.84% | 17.86% |
IETC iShares Evolved U.S. Technology ETF | -15.94% | -7.92% | -11.31% | 9.58% | 18.27% | N/A |
PTF Invesco DWA Technology Momentum ETF | -24.07% | -10.72% | -16.59% | 7.77% | 16.77% | 14.83% |
IGM iShares Expanded Tech Sector ETF | -16.67% | -9.61% | -13.17% | 6.52% | 17.23% | 17.68% |
QQQ Invesco QQQ | -13.00% | -7.20% | -9.91% | 7.76% | 16.65% | 16.07% |
Monthly Returns
The table below presents the monthly returns of etf comparison, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.32% | -4.59% | -10.21% | -8.79% | -20.84% | ||||||||
| 2024 | 1.84% | 7.98% | 2.94% | -6.06% | 8.14% | 7.65% | -2.69% | 1.01% | 2.12% | -2.23% | 6.86% | -0.83% | 28.77% |
| 2023 | 11.58% | -0.25% | 8.63% | -2.67% | 9.75% | 7.47% | 4.41% | -2.85% | -7.44% | -3.92% | 14.75% | 7.64% | 54.66% |
| 2022 | -10.92% | -3.88% | 2.85% | -14.65% | 0.73% | -12.88% | 15.42% | -7.35% | -13.13% | 6.69% | 9.75% | -9.18% | -34.83% |
| 2021 | 0.59% | 4.06% | 0.96% | 4.32% | -0.23% | 6.41% | 2.51% | 4.04% | -5.93% | 8.91% | 3.93% | 3.04% | 36.98% |
| 2020 | 1.73% | -8.00% | -13.12% | 15.84% | 8.72% | 6.56% | 7.76% | 8.93% | -4.46% | -2.61% | 15.60% | 6.23% | 46.33% |
| 2019 | 10.99% | 6.28% | 3.83% | 7.50% | -10.90% | 10.13% | 4.41% | -2.61% | 0.79% | 4.49% | 5.27% | 5.12% | 53.09% |
| 2018 | 0.98% | -1.64% | 8.01% | -1.40% | 3.14% | 6.66% | -1.38% | -11.11% | 0.53% | -9.90% | -7.62% |
Expense Ratio
etf comparison has an expense ratio of 0.40%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of etf comparison is 6, meaning it’s performing worse than 94% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SPXL Direxion Daily S&P 500 Bull 3X Shares | -0.10 | 0.24 | 1.03 | -0.12 | -0.47 |
IXN iShares Global Tech ETF | -0.06 | 0.12 | 1.02 | -0.07 | -0.24 |
FTXL First Trust Nasdaq Semiconductor ETF | -0.50 | -0.48 | 0.94 | -0.52 | -1.31 |
SOXX iShares PHLX Semiconductor ETF | -0.53 | -0.53 | 0.93 | -0.55 | -1.36 |
XLK Technology Select Sector SPDR Fund | -0.13 | 0.03 | 1.00 | -0.15 | -0.51 |
PSI Invesco Dynamic Semiconductors ETF | -0.51 | -0.48 | 0.94 | -0.57 | -1.50 |
FTEC Fidelity MSCI Information Technology Index ETF | 0.02 | 0.23 | 1.03 | 0.02 | 0.07 |
VGT Vanguard Information Technology ETF | 0.02 | 0.23 | 1.03 | 0.02 | 0.08 |
IETC iShares Evolved U.S. Technology ETF | 0.19 | 0.45 | 1.06 | 0.21 | 0.78 |
PTF Invesco DWA Technology Momentum ETF | 0.02 | 0.31 | 1.04 | 0.03 | 0.08 |
IGM iShares Expanded Tech Sector ETF | 0.06 | 0.28 | 1.04 | 0.06 | 0.23 |
QQQ Invesco QQQ | 0.15 | 0.38 | 1.05 | 0.16 | 0.58 |
Dividends
Dividend yield
etf comparison provided a 0.61% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.61% | 0.46% | 0.62% | 0.75% | 0.41% | 0.52% | 0.83% | 0.98% | 0.93% | 0.79% | 0.72% | 0.95% |
| Portfolio components: | ||||||||||||
SPXL Direxion Daily S&P 500 Bull 3X Shares | 1.22% | 0.74% | 0.98% | 0.33% | 0.11% | 0.22% | 0.84% | 1.02% | 3.88% | 0.00% | 0.00% | 0.00% |
IXN iShares Global Tech ETF | 0.51% | 0.43% | 0.55% | 0.81% | 0.58% | 0.63% | 1.06% | 0.94% | 0.93% | 1.03% | 1.12% | 1.14% |
FTXL First Trust Nasdaq Semiconductor ETF | 0.63% | 0.54% | 0.60% | 0.89% | 0.25% | 0.48% | 0.92% | 0.71% | 0.47% | 0.12% | 0.00% | 0.00% |
SOXX iShares PHLX Semiconductor ETF | 0.89% | 0.67% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% |
XLK Technology Select Sector SPDR Fund | 0.81% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
PSI Invesco Dynamic Semiconductors ETF | 0.21% | 0.15% | 0.40% | 0.61% | 0.14% | 0.21% | 0.52% | 0.83% | 0.21% | 0.68% | 0.16% | 1.77% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.60% | 0.49% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% | 1.09% |
VGT Vanguard Information Technology ETF | 0.63% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
IETC iShares Evolved U.S. Technology ETF | 0.60% | 0.52% | 0.79% | 0.92% | 0.73% | 0.48% | 0.79% | 1.27% | 0.00% | 0.00% | 0.00% | 0.00% |
PTF Invesco DWA Technology Momentum ETF | 0.27% | 0.00% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.08% | 0.04% | 0.26% | 0.00% | 0.68% |
IGM iShares Expanded Tech Sector ETF | 0.28% | 0.22% | 0.52% | 0.53% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% | 0.88% |
QQQ Invesco QQQ | 0.67% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the etf comparison. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the etf comparison was 41.66%, occurring on Oct 14, 2022. Recovery took 316 trading sessions.
The current etf comparison drawdown is 25.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.66% | Dec 28, 2021 | 202 | Oct 14, 2022 | 316 | Jan 19, 2024 | 518 |
| -36.26% | Feb 20, 2020 | 22 | Mar 20, 2020 | 73 | Jul 6, 2020 | 95 |
| -30.84% | Jan 24, 2025 | 52 | Apr 8, 2025 | — | — | — |
| -26.99% | Aug 30, 2018 | 80 | Dec 24, 2018 | 68 | Apr 3, 2019 | 148 |
| -18.59% | Jul 11, 2024 | 20 | Aug 7, 2024 | 65 | Nov 7, 2024 | 85 |
Volatility
Volatility Chart
The current etf comparison volatility is 21.06%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| PTF | FTXL | PSI | SPXL | SOXX | IETC | QQQ | XLK | IGM | IXN | VGT | FTEC | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PTF | 1.00 | 0.77 | 0.80 | 0.75 | 0.79 | 0.84 | 0.83 | 0.82 | 0.86 | 0.82 | 0.86 | 0.85 |
| FTXL | 0.77 | 1.00 | 0.96 | 0.77 | 0.96 | 0.79 | 0.82 | 0.83 | 0.83 | 0.85 | 0.84 | 0.84 |
| PSI | 0.80 | 0.96 | 1.00 | 0.78 | 0.97 | 0.80 | 0.82 | 0.84 | 0.84 | 0.86 | 0.85 | 0.85 |
| SPXL | 0.75 | 0.77 | 0.78 | 1.00 | 0.79 | 0.88 | 0.91 | 0.90 | 0.90 | 0.90 | 0.91 | 0.91 |
| SOXX | 0.79 | 0.96 | 0.97 | 0.79 | 1.00 | 0.83 | 0.85 | 0.87 | 0.87 | 0.89 | 0.88 | 0.88 |
| IETC | 0.84 | 0.79 | 0.80 | 0.88 | 0.83 | 1.00 | 0.96 | 0.95 | 0.97 | 0.95 | 0.96 | 0.96 |
| QQQ | 0.83 | 0.82 | 0.82 | 0.91 | 0.85 | 0.96 | 1.00 | 0.97 | 0.98 | 0.96 | 0.97 | 0.97 |
| XLK | 0.82 | 0.83 | 0.84 | 0.90 | 0.87 | 0.95 | 0.97 | 1.00 | 0.97 | 0.99 | 0.99 | 0.99 |
| IGM | 0.86 | 0.83 | 0.84 | 0.90 | 0.87 | 0.97 | 0.98 | 0.97 | 1.00 | 0.97 | 0.98 | 0.98 |
| IXN | 0.82 | 0.85 | 0.86 | 0.90 | 0.89 | 0.95 | 0.96 | 0.99 | 0.97 | 1.00 | 0.99 | 0.99 |
| VGT | 0.86 | 0.84 | 0.85 | 0.91 | 0.88 | 0.96 | 0.97 | 0.99 | 0.98 | 0.99 | 1.00 | 1.00 |
| FTEC | 0.85 | 0.84 | 0.85 | 0.91 | 0.88 | 0.96 | 0.97 | 0.99 | 0.98 | 0.99 | 1.00 | 1.00 |