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Technology Select Sector SPDR Fund (XLK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS81369Y8030
CUSIP81369Y803
IssuerState Street
Inception DateDec 16, 1998
RegionNorth America (U.S.)
CategoryTechnology Equities
Index TrackedTechnology Select Sector Index
Home Pagewww.ssga.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

The Technology Select Sector SPDR Fund features an expense ratio of 0.13%, falling within the medium range.


0.50%1.00%1.50%2.00%0.13%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with XLK

Technology Select Sector SPDR Fund

Popular comparisons: XLK vs. VGT, XLK vs. QQQ, XLK vs. IYW, XLK vs. FTEC, XLK vs. VOO, XLK vs. SMH, XLK vs. SPY, XLK vs. ARKK, XLK vs. SPYG, XLK vs. IGV

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Technology Select Sector SPDR Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
21.12%
17.14%
XLK (Technology Select Sector SPDR Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Technology Select Sector SPDR Fund had a return of 6.90% year-to-date (YTD) and 38.54% in the last 12 months. Over the past 10 years, Technology Select Sector SPDR Fund had an annualized return of 20.76%, outperforming the S&P 500 benchmark which had an annualized return of 10.79%.


PeriodReturnBenchmark
Year-To-Date6.90%7.41%
1 month-1.43%-0.81%
6 months22.29%18.38%
1 year38.54%23.57%
5 years (annualized)23.01%12.02%
10 years (annualized)20.76%10.79%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.70%4.70%0.79%
2023-6.48%0.05%12.90%4.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of XLK is 87, placing it in the top 13% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of XLK is 8787
Technology Select Sector SPDR Fund(XLK)
The Sharpe Ratio Rank of XLK is 8888Sharpe Ratio Rank
The Sortino Ratio Rank of XLK is 8686Sortino Ratio Rank
The Omega Ratio Rank of XLK is 8585Omega Ratio Rank
The Calmar Ratio Rank of XLK is 9090Calmar Ratio Rank
The Martin Ratio Rank of XLK is 8686Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Technology Select Sector SPDR Fund (XLK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


XLK
Sharpe ratio
The chart of Sharpe ratio for XLK, currently valued at 2.33, compared to the broader market0.002.004.002.33
Sortino ratio
The chart of Sortino ratio for XLK, currently valued at 3.22, compared to the broader market-2.000.002.004.006.008.0010.003.22
Omega ratio
The chart of Omega ratio for XLK, currently valued at 1.39, compared to the broader market1.001.502.002.501.39
Calmar ratio
The chart of Calmar ratio for XLK, currently valued at 2.35, compared to the broader market0.002.004.006.008.0010.0012.002.35
Martin ratio
The chart of Martin ratio for XLK, currently valued at 10.93, compared to the broader market0.0020.0040.0060.0080.0010.93
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market0.002.004.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.008.0010.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market1.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.63, compared to the broader market0.002.004.006.008.0010.0012.001.63
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0020.0040.0060.0080.008.76

Sharpe Ratio

The current Technology Select Sector SPDR Fund Sharpe ratio is 2.33. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.33
2.15
XLK (Technology Select Sector SPDR Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Technology Select Sector SPDR Fund granted a 0.72% dividend yield in the last twelve months. The annual payout for that period amounted to $1.48 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.48$1.46$1.29$1.12$1.20$1.06$0.99$0.88$0.84$0.77$0.72$0.61

Dividend yield

0.72%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.34
2023$0.00$0.00$0.32$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00$0.42
2022$0.00$0.00$0.29$0.00$0.00$0.32$0.00$0.00$0.32$0.00$0.00$0.37
2021$0.00$0.00$0.27$0.00$0.00$0.26$0.00$0.00$0.27$0.00$0.00$0.32
2020$0.00$0.00$0.37$0.00$0.00$0.28$0.00$0.00$0.25$0.00$0.00$0.30
2019$0.00$0.00$0.23$0.00$0.00$0.28$0.00$0.00$0.25$0.00$0.00$0.29
2018$0.00$0.00$0.22$0.00$0.00$0.26$0.00$0.00$0.25$0.00$0.00$0.27
2017$0.00$0.00$0.21$0.00$0.00$0.22$0.00$0.00$0.21$0.00$0.00$0.24
2016$0.00$0.00$0.22$0.00$0.00$0.21$0.00$0.00$0.20$0.00$0.00$0.22
2015$0.00$0.00$0.17$0.00$0.00$0.19$0.00$0.00$0.18$0.00$0.00$0.22
2014$0.00$0.00$0.16$0.00$0.00$0.18$0.00$0.00$0.17$0.00$0.00$0.22
2013$0.12$0.00$0.00$0.15$0.00$0.00$0.16$0.00$0.00$0.17

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.49%
-2.49%
XLK (Technology Select Sector SPDR Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Technology Select Sector SPDR Fund. 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 Technology Select Sector SPDR Fund was 82.05%, occurring on Oct 9, 2002. Recovery took 3622 trading sessions.

The current Technology Select Sector SPDR Fund drawdown is 2.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-82.05%Mar 28, 2000636Oct 9, 20023622Mar 1, 20174258
-33.56%Dec 28, 2021200Oct 12, 2022169Jun 15, 2023369
-31.15%Feb 20, 202023Mar 23, 202054Jun 9, 202077
-23.78%Oct 4, 201856Dec 24, 201868Apr 3, 2019124
-12.8%Feb 2, 199920Mar 2, 199923Apr 5, 199943

Volatility

Volatility Chart

The current Technology Select Sector SPDR Fund volatility is 4.37%, 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.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
4.37%
3.24%
XLK (Technology Select Sector SPDR Fund)
Benchmark (^GSPC)