DDXX vs. HAIL

Last updated Jun 25, 2026

DDXX (Defined Duration 20 ETF) and HAIL (SPDR S&P Kensho Smart Mobility ETF) are both Global Equities funds. DDXX is actively managed, while HAIL is passively managed. A 0.78 correlation means they provide meaningful diversification when combined. DDXX charges 0.25%/yr vs 0.45%/yr for HAIL.

Performance

DDXX vs. HAIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defined Duration 20 ETF (DDXX) and SPDR S&P Kensho Smart Mobility ETF (HAIL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DDXX achieves a 10.19% return, which is significantly lower than HAIL's 14.07% return.

DDXX

• 1D: -0.07%
• 1M: 0.00%
• YTD: 10.19%
• 6M: 9.52%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

HAIL

• 1D: -2.30%
• 1M: -6.68%
• YTD: 14.07%
• 6M: 10.88%
• 1Y: 29.18%
• 3Y*: 9.05%
• 5Y*: -7.43%
• 10Y*: —

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

DDXX vs. HAIL - Yearly Performance Comparison

	2026 (YTD)	2025
DDXX Defined Duration 20 ETF	10.19%	1.35%
HAIL SPDR S&P Kensho Smart Mobility ETF	14.07%	-5.07%

Correlation

The correlation between DDXX and HAIL is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 13, 2025	0.78

Return for Risk

DDXX vs. HAIL — Risk / Return Rank

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

DDXX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

HAIL

HAIL Risk / Return Rank: 30
HAIL Sharpe Ratio Rank: 29
HAIL Sortino Ratio Rank: 29
HAIL Omega Ratio Rank: 27
HAIL Calmar Ratio Rank: 34
HAIL Martin Ratio Rank: 33

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.

DDXX vs. HAIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defined Duration 20 ETF (DDXX) and SPDR S&P Kensho Smart Mobility ETF (HAIL). 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.

	DDXX	HAIL	Difference
Sharpe ratio: Return per unit of total volatility	—	0.95	—
Sortino ratio: Return per unit of downside risk	—	1.43	—
Omega ratio: Gain probability vs. loss probability	—	1.17	—
Calmar ratio: Return relative to maximum drawdown	—	1.57	—
Martin ratio: Return relative to average drawdown	—	4.41	—

Drawdowns

DDXX vs. HAIL - Drawdown Comparison

The maximum DDXX drawdown since its inception was -9.30%, smaller than the maximum HAIL drawdown of -65.98%. Use the drawdown chart below to compare losses from any high point for DDXX and HAIL.

Drawdown Indicators

	DDXX	HAIL	Difference
Max Drawdown Largest peak-to-trough decline	-9.30%	-65.98%	+56.68%
Max Drawdown (1Y) Largest decline over 1 year	—	-18.64%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-40.96%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-63.01%	—
Current Drawdown Current decline from peak	-2.02%	-39.83%	+37.81%
Average Drawdown Average peak-to-trough decline	-1.68%	-31.62%	+29.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.63%	—

Volatility

Volatility by Period

	DDXX	HAIL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	13.46%	—
Volatility (6M) Calculated over the trailing 6-month period	—	24.76%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.52%	30.98%	-16.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.52%	32.18%	-17.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.52%	31.87%	-17.35%

DDXX vs. HAIL - Expense Ratio Comparison

DDXX has a 0.25% expense ratio, which is lower than HAIL's 0.45% expense ratio.

Dividends

DDXX vs. HAIL - Dividend Comparison

DDXX's dividend yield for the trailing twelve months is around 1.15%, less than HAIL's 1.67% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DDXX Defined Duration 20 ETF	1.15%	1.20%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HAIL SPDR S&P Kensho Smart Mobility ETF	1.67%	2.00%	2.98%	2.62%	2.09%	1.36%	0.52%	1.17%	2.54%

Frequently Asked Questions

Can I hold both DDXX and HAIL in my portfolio?

DDXX and HAIL have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DDXX or HAIL?

On fees, DDXX is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DDXX or HAIL?

DDXX is cheaper with a 0.25% expense ratio, compared with 0.45% for HAIL.

Which ETF pays a higher dividend yield, DDXX or HAIL?

HAIL has the higher dividend yield at 1.67%, compared with 1.15% for DDXX.

What is the main difference between DDXX and HAIL?

They also come from different issuers: Discipline Funds and State Street. Their fees differ too: 0.25% for DDXX and 0.45% for HAIL.