DAT vs. XLKI

Last updated Aug 4, 2026

DAT (ProShares Big Data Refiners ETF) and XLKI (State Street Technology Select Sector SPDR Premium Income ETF) are both Technology Equities funds. DAT is passively managed, while XLKI is actively managed. Over the past year, DAT returned 2.54% vs 26.30% for XLKI. Their 0.42 correlation means their historical movements had little consistent relationship. DAT charges 0.58%/yr vs 0.35%/yr for XLKI.

Performance

DAT vs. XLKI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Big Data Refiners ETF (DAT) and State Street Technology Select Sector SPDR Premium Income ETF (XLKI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DAT achieves a 0.98% return, which is significantly lower than XLKI's 12.19% return.

DAT

• 1D: 2.36%
• 1M: 4.47%
• 6M: 17.59%
• YTD: 0.98%
• 1Y: 2.54%
• 3Y*: 16.50%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 2.44%

XLKI

• 1D: 1.38%
• 1M: 0.31%
• 6M: 9.72%
• YTD: 12.19%
• 1Y: 26.30%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 23.17%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DAT ProShares Big Data Refiners ETF	$133.50K	$98.36K	$106.75K
XLKI State Street Technology Select Sector SPDR Premium Income ETF	$526.89K	$421.64K	$346.32K

DAT vs. XLKI - Yearly Performance Comparison

	2026 (YTD)	2025
DAT ProShares Big Data Refiners ETF	0.98%	-3.92%
XLKI State Street Technology Select Sector SPDR Premium Income ETF	12.19%	10.02%

Correlation

The correlation between DAT and XLKI is 0.41, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.41
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025	0.42

DAT vs. XLKI - Sectors Allocation Comparison

Sectors	DAT	XLKI
Technology	90.0%	99.2%
Communication Services	4.3%	0.8%
Utilities	1.4%	-
Healthcare	0.7%	-
Basic Materials	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	99.9%
Industrials	-	-
Real Estate	-	-

Return for Risk

DAT vs. XLKI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DAT

DAT Risk / Return Rank: 13
DAT Sharpe Ratio Rank: 13
DAT Sortino Ratio Rank: 14
DAT Omega Ratio Rank: 13
DAT Calmar Ratio Rank: 12
DAT Martin Ratio Rank: 12

XLKI

XLKI Risk / Return Rank: 57
XLKI Sharpe Ratio Rank: 52
XLKI Sortino Ratio Rank: 50
XLKI Omega Ratio Rank: 53
XLKI Calmar Ratio Rank: 65
XLKI Martin Ratio Rank: 66

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DAT vs. XLKI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Big Data Refiners ETF (DAT) and State Street Technology Select Sector SPDR Premium Income ETF (XLKI). 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.

	DAT	XLKI	Difference
Sharpe ratio: Return per unit of total volatility	0.08	1.33	-1.25
Sortino ratio: Return per unit of downside risk	0.35	1.84	-1.50
Omega ratio: Gain probability vs. loss probability	1.04	1.25	-0.21
Calmar ratio: Return relative to maximum drawdown	0.07	2.36	-2.28
Martin ratio: Return relative to average drawdown	0.16	8.25	-8.09

DAT vs. XLKI - Sharpe Ratio Comparison

The current DAT Sharpe Ratio is 0.08, which is lower than the XLKI Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of DAT and XLKI, 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

DAT vs. XLKI - Drawdown Comparison

The maximum DAT drawdown since its inception was -56.22%, which is greater than XLKI's maximum drawdown of -11.21%. Use the drawdown chart below to compare losses from any high point for DAT and XLKI.

Drawdown Indicators

	DAT	XLKI	Difference
Max Drawdown Largest peak-to-trough decline	-56.22%	-11.21%	-45.01%
Max Drawdown (1Y) Largest decline over 1 year	-34.70%	-11.21%	-23.49%
Max Drawdown (3Y) Largest decline over 3 years	-34.73%	—	—
Current Drawdown Current decline from peak	-6.28%	-5.44%	-0.84%
Average Drawdown Average peak-to-trough decline	-25.75%	-2.17%	-23.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.88%	3.20%	+12.68%

Volatility

DAT vs. XLKI - Volatility Comparison

ProShares Big Data Refiners ETF (DAT) and State Street Technology Select Sector SPDR Premium Income ETF (XLKI) have volatilities of 8.69% and 8.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DAT	XLKI	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.69%	8.46%	+0.23%
Volatility (6M) Calculated over the trailing 6-month period	26.49%	17.52%	+8.97%
Volatility (1Y) Calculated over the trailing 1-year period	31.52%	19.95%	+11.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.94%	19.92%	+14.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.94%	19.92%	+14.02%

DAT vs. XLKI - Expense Ratio Comparison

DAT has a 0.58% expense ratio, which is higher than XLKI's 0.35% expense ratio.

Dividends

DAT vs. XLKI - Dividend Comparison

DAT has not paid dividends to shareholders, while XLKI's dividend yield for the trailing twelve months is around 19.68%.

Position	TTM	2025
DAT ProShares Big Data Refiners ETF	0.00%	0.00%
XLKI State Street Technology Select Sector SPDR Premium Income ETF	19.68%	8.52%

Frequently Asked Questions

Can I hold both DAT and XLKI in my portfolio?

DAT and XLKI have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DAT or XLKI?

DAT has higher volatility (8.69%) compared to XLKI (8.46%). In terms of maximum drawdown, DAT dropped -56.22% vs XLKI's -11.21%.

Which ETF is better, DAT or XLKI?

On 1-year performance, XLKI leads with 26.30% vs 2.54% for DAT. On fees, XLKI is cheaper at 0.35% per year. On volatility, XLKI has been the lower-risk option at 8.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DAT or XLKI?

Over the 1-year period, XLKI has performed better with a 26.30% return vs 2.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DAT or XLKI?

XLKI is cheaper with a 0.35% expense ratio, compared with 0.58% for DAT.

Which ETF pays a higher dividend yield, DAT or XLKI?

XLKI has the higher dividend yield at 19.68%, compared with 0.00% for DAT.

What is the main difference between DAT and XLKI?

They also come from different issuers: ProShares and State Street. Their fees differ too: 0.58% for DAT and 0.35% for XLKI.

Which has better risk-adjusted returns?

XLKI currently has the higher Sharpe Ratio (1.33 vs 0.08), 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.