XLK ETF

The chart shows the growth of an initial investment of $10,000 in XLK ETF, 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.

As of Jun 6, 2026, the XLK ETF returned 25.39% Year-To-Date and 24.71% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Dec 23, 1998, XLK ETF's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, an investment would double in approximately 5.5 years.

Historically, 60% of months were positive and 40% were negative. The best month was Oct 2002 with a return of +24.8%, while the worst month was Feb 2001 at -24.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, XLK ETF closed higher 54% of trading days. The best single day was Jan 3, 2001 with a return of +16.1%, while the worst single day was Mar 16, 2020 at -13.8%.

XLK ETF has an annualized alpha of 3.36%, beta of 1.18, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since December 23, 1998.

• This portfolio captured 145.21% of S&P 500 Index gains and 121.68% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 3.36% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

XLK ETF has an expense ratio of 0.08%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

XLK ETF ranks 47 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The table below presents risk-adjusted performance metrics for XLK ETF and compares them with S&P 500 Index.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

XLK ETF Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: 2.45
• 5-Year: 0.87
• 10-Year: 1.01
• All Time: 0.40

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.64 to 2.53, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of XLK ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

XLK ETF provided a 0.42% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

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.

The table below displays the maximum drawdowns of the XLK ETF. 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 XLK ETF was 82.05%, occurring on Oct 9, 2002. Recovery took 3619 trading sessions.

The current XLK ETF drawdown is 9.04%.

The chart below shows the rolling one-month volatility.