CRTC vs. VGT

Last updated Jun 24, 2026

CRTC (Xtrackers US National Critical Technologies ETF) and VGT (Vanguard Information Technology ETF) are both Technology Equities funds - CRTC tracks the Solactive Whitney U.S. Critical Technologies Index while VGT tracks the MSCI USA IMI Information Technology 25/50 Index. Both are passively managed. Over the past year, CRTC returned 16.75% vs 46.82% for VGT. Their correlation of 0.87 suggests significant overlap in exposure. CRTC charges 0.35%/yr vs 0.09%/yr for VGT.

Performance

CRTC vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers US National Critical Technologies ETF (CRTC) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CRTC achieves a 4.11% return, which is significantly lower than VGT's 23.32% return.

CRTC

• 1D: -0.96%
• 1M: -1.92%
• YTD: 4.11%
• 6M: 3.35%
• 1Y: 16.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VGT

• 1D: -3.68%
• 1M: 0.28%
• YTD: 23.32%
• 6M: 21.50%
• 1Y: 46.82%
• 3Y*: 30.13%
• 5Y*: 19.51%
• 10Y*: 25.49%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CRTC vs. VGT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CRTC Xtrackers US National Critical Technologies ETF	4.11%	18.69%	18.05%	7.16%
VGT Vanguard Information Technology ETF	23.32%	21.77%	29.30%	6.60%

Correlation

The correlation between CRTC and VGT is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (All Time) Calculated using the full available price history since Nov 16, 2023	0.87

The correlation between CRTC and VGT has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.

CRTC vs. VGT - Sectors Allocation Comparison

Sectors	CRTC	VGT
Technology	39.5%	98.5%
Communication Services	15.0%	0.5%
Healthcare	12.7%	0.0%
Industrials	12.6%	0.4%
Energy	6.0%	0.3%
Consumer Cyclical	5.4%	0.1%
Utilities	5.3%	-
Basic Materials	3.1%	0.0%
Financial Services	0.2%	0.5%
Real Estate	0.1%	-
Consumer Defensive	0.0%	-

Return for Risk

CRTC vs. VGT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRTC

CRTC Risk / Return Rank: 38
CRTC Sharpe Ratio Rank: 38
CRTC Sortino Ratio Rank: 34
CRTC Omega Ratio Rank: 35
CRTC Calmar Ratio Rank: 40
CRTC Martin Ratio Rank: 43

VGT

VGT Risk / Return Rank: 58
VGT Sharpe Ratio Rank: 65
VGT Sortino Ratio Rank: 56
VGT Omega Ratio Rank: 58
VGT Calmar Ratio Rank: 60
VGT Martin Ratio Rank: 52

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.

CRTC vs. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers US National Critical Technologies ETF (CRTC) and Vanguard Information Technology ETF (VGT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CRTC	VGT	Difference
Sharpe ratio: Return per unit of total volatility	1.24	2.07	-0.83
Sortino ratio: Return per unit of downside risk	1.70	2.61	-0.90
Omega ratio: Gain probability vs. loss probability	1.22	1.35	-0.13
Calmar ratio: Return relative to maximum drawdown	1.86	2.87	-1.01
Martin ratio: Return relative to average drawdown	6.48	8.76	-2.28

CRTC vs. VGT - Sharpe Ratio Comparison

The current CRTC Sharpe Ratio is 1.24, which is lower than the VGT Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of CRTC and VGT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CRTC vs. VGT - Drawdown Comparison

The maximum CRTC drawdown since its inception was -19.07%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for CRTC and VGT.

Drawdown Indicators

	CRTC	VGT	Difference
Max Drawdown Largest peak-to-trough decline	-19.07%	-54.63%	+35.56%
Max Drawdown (1Y) Largest decline over 1 year	-9.05%	-16.40%	+7.35%
Max Drawdown (3Y) Largest decline over 3 years	—	-27.23%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-35.07%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.07%	—
Current Drawdown Current decline from peak	-5.35%	-7.71%	+2.36%
Average Drawdown Average peak-to-trough decline	-2.17%	-7.95%	+5.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.59%	5.36%	-2.77%

Volatility

CRTC vs. VGT - Volatility Comparison

The current volatility for Xtrackers US National Critical Technologies ETF (CRTC) is 5.76%, while Vanguard Information Technology ETF (VGT) has a volatility of 11.39%. This indicates that CRTC experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CRTC	VGT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.76%	11.39%	-5.63%
Volatility (6M) Calculated over the trailing 6-month period	10.64%	18.58%	-7.94%
Volatility (1Y) Calculated over the trailing 1-year period	13.55%	22.72%	-9.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.88%	25.55%	-9.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.88%	24.77%	-8.89%

CRTC vs. VGT - Expense Ratio Comparison

CRTC has a 0.35% expense ratio, which is higher than VGT's 0.09% expense ratio.

Dividends

CRTC vs. VGT - Dividend Comparison

CRTC's dividend yield for the trailing twelve months is around 0.91%, more than VGT's 0.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CRTC Xtrackers US National Critical Technologies ETF	0.91%	1.03%	1.13%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VGT Vanguard Information Technology ETF	0.33%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%

Frequently Asked Questions

Can I hold both CRTC and VGT in my portfolio?

CRTC and VGT have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CRTC or VGT?

VGT has higher volatility (11.39%) compared to CRTC (5.76%). In terms of maximum drawdown, CRTC dropped -19.07% vs VGT's -54.63%.

Which ETF is better, CRTC or VGT?

On 1-year performance, VGT leads with 46.82% vs 16.75% for CRTC. On fees, VGT is cheaper at 0.09% per year. On volatility, CRTC has been the lower-risk option at 5.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CRTC or VGT?

Over the 1-year period, VGT has performed better with a 46.82% return vs 16.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CRTC or VGT?

VGT is cheaper with a 0.09% expense ratio, compared with 0.35% for CRTC.

Which ETF pays a higher dividend yield, CRTC or VGT?

CRTC has the higher dividend yield at 0.91%, compared with 0.33% for VGT.

What is the main difference between CRTC and VGT?

CRTC tracks Solactive Whitney U.S. Critical Technologies Index, while VGT tracks MSCI USA IMI Information Technology 25/50 Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.35% for CRTC and 0.09% for VGT.

Which has better risk-adjusted returns?

VGT currently has the higher Sharpe Ratio (2.07 vs 1.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.