DTEC vs. XLKI

Last updated Aug 2, 2026

DTEC (ALPS Disruptive Technologies ETF) and XLKI (State Street Technology Select Sector SPDR Premium Income ETF) are both Technology Equities funds. DTEC is passively managed, while XLKI is actively managed. Over the past year, DTEC returned 3.40% vs 24.59% for XLKI. Their 0.53 correlation means they have sometimes moved together and sometimes differently. DTEC charges 0.50%/yr vs 0.35%/yr for XLKI.

Performance

DTEC vs. XLKI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Disruptive Technologies ETF (DTEC) 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, DTEC achieves a 2.43% return, which is significantly lower than XLKI's 10.67% return.

DTEC

• 1D: 0.42%
• 1M: 1.36%
• 6M: 6.01%
• YTD: 2.43%
• 1Y: 3.40%
• 3Y*: 7.59%
• 5Y*: 0.31%
• 10Y*: —
• ALL TIME*: 8.52%

XLKI

• 1D: 0.01%
• 1M: -1.06%
• 6M: 9.29%
• YTD: 10.67%
• 1Y: 24.59%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.71%

*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)
DTEC ALPS Disruptive Technologies ETF	$104.44K	$179.98K	$287.89K
XLKI State Street Technology Select Sector SPDR Premium Income ETF	$514.98K	$430.22K	$356.64K

DTEC vs. XLKI - Yearly Performance Comparison

	2026 (YTD)	2025
DTEC ALPS Disruptive Technologies ETF	2.43%	-2.88%
XLKI State Street Technology Select Sector SPDR Premium Income ETF	10.67%	10.02%

Correlation

The correlation between DTEC and XLKI is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.53
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025	0.53

The correlation between DTEC and XLKI has been stable across timeframes, ranging from 0.53 to 0.53 - a consistent structural relationship.

DTEC vs. XLKI - Sectors Allocation Comparison

Sectors	DTEC	XLKI
Technology	59.2%	99.2%
Industrials	14.1%	-
Healthcare	11.4%	-
Financial Services	8.4%	99.9%
Energy	3.5%	-
Utilities	2.7%	-
Communication Services	2.1%	0.8%
Consumer Cyclical	1.1%	-
Real Estate	1.0%	-
Basic Materials	-	-
Consumer Defensive	-	-

Return for Risk

DTEC vs. XLKI — Risk / Return Rank

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

DTEC

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

XLKI

XLKI Risk / Return Rank: 51
XLKI Sharpe Ratio Rank: 46
XLKI Sortino Ratio Rank: 43
XLKI Omega Ratio Rank: 47
XLKI Calmar Ratio Rank: 57
XLKI Martin Ratio Rank: 60

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.

DTEC vs. XLKI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Disruptive Technologies ETF (DTEC) 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.

	DTEC	XLKI	Difference
Sharpe ratio: Return per unit of total volatility	0.11	1.13	-1.02
Sortino ratio: Return per unit of downside risk	0.28	1.61	-1.33
Omega ratio: Gain probability vs. loss probability	1.03	1.22	-0.18
Calmar ratio: Return relative to maximum drawdown	0.10	2.02	-1.91
Martin ratio: Return relative to average drawdown	0.23	7.10	-6.88

DTEC vs. XLKI - Sharpe Ratio Comparison

The current DTEC Sharpe Ratio is 0.11, which is lower than the XLKI Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of DTEC 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

DTEC vs. XLKI - Drawdown Comparison

The maximum DTEC drawdown since its inception was -42.00%, which is greater than XLKI's maximum drawdown of -11.21%. Use the drawdown chart below to compare losses from any high point for DTEC and XLKI.

Drawdown Indicators

	DTEC	XLKI	Difference
Max Drawdown Largest peak-to-trough decline	-42.00%	-11.21%	-30.79%
Max Drawdown (1Y) Largest decline over 1 year	-20.31%	-11.21%	-9.10%
Max Drawdown (3Y) Largest decline over 3 years	-21.47%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-42.00%	—	—
Current Drawdown Current decline from peak	-5.65%	-6.73%	+1.08%
Average Drawdown Average peak-to-trough decline	-13.22%	-2.16%	-11.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.35%	3.18%	+6.17%

Volatility

DTEC vs. XLKI - Volatility Comparison

The current volatility for ALPS Disruptive Technologies ETF (DTEC) is 5.30%, while State Street Technology Select Sector SPDR Premium Income ETF (XLKI) has a volatility of 8.68%. This indicates that DTEC experiences smaller price fluctuations and is considered to be less risky than XLKI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTEC	XLKI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.30%	8.68%	-3.38%
Volatility (6M) Calculated over the trailing 6-month period	15.23%	17.55%	-2.32%
Volatility (1Y) Calculated over the trailing 1-year period	19.20%	19.96%	-0.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.25%	19.92%	+2.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.83%	19.92%	+2.91%

DTEC vs. XLKI - Expense Ratio Comparison

DTEC has a 0.50% expense ratio, which is higher than XLKI's 0.35% expense ratio.

Dividends

DTEC vs. XLKI - Dividend Comparison

DTEC's dividend yield for the trailing twelve months is around 0.04%, less than XLKI's 17.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DTEC ALPS Disruptive Technologies ETF	0.04%	0.04%	0.45%	0.27%	0.02%	0.26%	0.37%	0.43%	0.33%
XLKI State Street Technology Select Sector SPDR Premium Income ETF	17.91%	8.52%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DTEC and XLKI in my portfolio?

DTEC and XLKI have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DTEC or XLKI?

XLKI has higher volatility (8.68%) compared to DTEC (5.30%). In terms of maximum drawdown, DTEC dropped -42.00% vs XLKI's -11.21%.

Which ETF is better, DTEC or XLKI?

On 1-year performance, XLKI leads with 24.59% vs 3.40% for DTEC. On fees, XLKI is cheaper at 0.35% per year. On volatility, DTEC has been the lower-risk option at 5.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DTEC or XLKI?

Over the 1-year period, XLKI has performed better with a 24.59% return vs 3.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DTEC or XLKI?

XLKI is cheaper with a 0.35% expense ratio, compared with 0.50% for DTEC.

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

XLKI has the higher dividend yield at 17.91%, compared with 0.04% for DTEC.

What is the main difference between DTEC and XLKI?

They also come from different issuers: SS&C and State Street. Their fees differ too: 0.50% for DTEC and 0.35% for XLKI.

Which has better risk-adjusted returns?

XLKI currently has the higher Sharpe Ratio (1.13 vs 0.11), 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.