PortfoliosLab logoPortfoliosLab logo
ISIN
US78464A1108
CUSIP
78464A110
Inception Date
Jan 13, 2016
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
FactSet Innovative Technology Index
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Growth
Assets Under Management
$69M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

XITK Performance Chart

SPDR FactSet Innovative Technology ETF (XITK) is up 18.1% since the beginning of the year. XITK is currently trading at $211 per share. Investors who bought $1,000 worth of XITK shares 5 years ago would now be looking at an investment worth $1,032.


Loading charts...

S&P 500 Index

Returns By Period

SPDR FactSet Innovative Technology ETF (XITK) has returned 18.12% so far this year and 17.12% over the past 12 months. Looking at the last ten years, XITK has achieved an annualized return of 14.76%, outperforming the S&P 500 Index benchmark, which averaged 13.75% per year.


SPDR FactSet Innovative Technology ETF

1D
-0.13%
1M
17.59%
YTD
18.12%
6M
19.40%
1Y
17.12%
3Y*
18.99%
5Y*
0.64%
10Y*
14.76%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XITK Monthly Returns History

Based on dividend-adjusted daily data since Jan 14, 2016, XITK's average daily return is +0.07%, while the average monthly return is +1.45%. At this rate, an investment would double in approximately 4.0 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2026 with a return of +17.0%, while the worst month was Apr 2022 at -17.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 8 months.

On a daily basis, XITK closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +11.4%, while the worst single day was Mar 16, 2020 at -10.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-7.77%-7.94%-3.23%17.00%16.90%5.11%18.12%
20257.66%-5.83%-9.30%2.06%9.96%5.45%-1.42%0.25%1.76%-1.23%-6.27%1.21%2.53%
2024-1.55%4.19%-0.34%-6.88%1.27%4.09%1.26%1.49%2.61%0.87%16.40%-4.12%19.12%
202315.94%-2.20%5.23%-8.29%11.53%7.94%9.42%-7.02%-7.90%-8.71%16.06%11.52%45.87%
2022-14.50%-1.47%-4.71%-16.97%-7.22%-8.88%4.99%-0.59%-11.13%2.43%0.52%-2.35%-47.45%
20213.41%4.28%-9.87%3.41%-3.55%8.44%-1.64%1.90%-4.81%6.43%-11.26%-6.29%-11.24%

Benchmark Metrics

SPDR FactSet Innovative Technology ETF has an annualized alpha of 0.80%, beta of 1.21, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since January 15, 2016.

  • This ETF captured 116.10% of S&P 500 Index gains and 112.71% of its losses - amplifying both gains and losses, but participating more in upside than downside.

Alpha
0.80%
Beta
1.21
0.54
Upside Capture
116.10%
Downside Capture
112.71%

Expense Ratio

XITK has an expense ratio of 0.45%, placing it in the medium range.


Return for Risk

Risk / Return Rank

XITK ranks 18 for risk / return — in the bottom 18% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


XITK Risk / Return Rank: 1818
Overall Rank
XITK Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XITK Sortino Ratio Rank: 2020
Sortino Ratio Rank
XITK Omega Ratio Rank: 1919
Omega Ratio Rank
XITK Calmar Ratio Rank: 1616
Calmar Ratio Rank
XITK Martin Ratio Rank: 1515
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for SPDR FactSet Innovative Technology ETF (XITK) and compare them to S&P 500 Index.


XITKBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.65

2.39

-1.73

Sortino ratio

Return per unit of downside risk

1.07

3.25

-2.18

Omega ratio

Gain probability vs. loss probability

1.13

1.43

-0.31

Calmar ratio

Return relative to maximum drawdown

0.61

3.11

-2.50

Martin ratio

Return relative to average drawdown

1.43

14.38

-12.95

Dividends

Dividend History

SPDR FactSet Innovative Technology ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.50%1.00%1.50%2.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.402016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.00$0.00$0.00$0.11$0.11$0.00$0.13$0.16$1.24$1.36$1.10

Dividend yield

0.00%0.00%0.00%0.08%0.11%0.00%0.06%0.14%1.50%1.74%1.88%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR FactSet Innovative Technology ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.10$0.11
2022$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.05$0.00$0.00$0.00$0.11
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR FactSet Innovative Technology 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 SPDR FactSet Innovative Technology ETF was 65.56%, occurring on Nov 9, 2022. The portfolio has not yet recovered.

The current SPDR FactSet Innovative Technology ETF drawdown is 19.46%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-65.56%Nov 2022
1y 8mo
5y 3moFeb 2021 - now
COVID crash2020
-33.74%Mar 2020
27d2mo 3d
3moFeb 2020 - May 2020
Rate-hike selloffLate 2018
-25.81%Dec 2018
3mo 8d2mo 24d
6mo 2dSep 2018 - Mar 2019
2020 correction2020
-13.12%Sep 2020
9d28d
1mo 7dSep 2020 - Oct 2020
2019 correction2019
-12.89%Oct 2019
2mo 5d1mo 24d
3mo 29dJul 2019 - Nov 2019

Drawdown Indicators


XITKBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-65.56%

-56.78%

-8.78%

Max Drawdown (1Y)

Largest decline over 1 year

-28.03%

-9.10%

-18.93%

Max Drawdown (3Y)

Largest decline over 3 years

-28.18%

-18.90%

-9.28%

Max Drawdown (5Y)

Largest decline over 5 years

-61.53%

-25.43%

-36.10%

Max Drawdown (10Y)

Largest decline over 10 years

-65.56%

-33.92%

-31.64%

Current Drawdown

Current decline from peak

-19.46%

0.00%

-19.46%

Average Drawdown

Average peak-to-trough decline

-22.08%

-10.72%

-11.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.96%

1.97%

+9.99%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with XITK

Add SPDR FactSet Innovative Technology ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with XITK