FDND vs. XT

Last updated Jun 25, 2026

FDND (FT Vest Dow Jones Internet & Target Income ETF) and XT (iShares Future Exponential Technologies ETF) are both Technology Equities funds. FDND is actively managed, while XT is passively managed. Over the past year, FDND returned -3.53% vs 34.32% for XT. A 0.69 correlation means they provide meaningful diversification when combined. FDND charges 0.75%/yr vs 0.46%/yr for XT.

Performance

FDND vs. XT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Dow Jones Internet & Target Income ETF (FDND) and iShares Future Exponential Technologies ETF (XT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FDND achieves a -5.34% return, which is significantly lower than XT's 15.24% return.

FDND

• 1D: 0.03%
• 1M: -5.72%
• YTD: -5.34%
• 6M: -6.15%
• 1Y: -3.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XT

• 1D: -0.42%
• 1M: -0.76%
• YTD: 15.24%
• 6M: 13.65%
• 1Y: 34.32%
• 3Y*: 17.57%
• 5Y*: 7.05%
• 10Y*: 14.83%

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

FDND vs. XT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
FDND FT Vest Dow Jones Internet & Target Income ETF	-5.34%	9.69%	15.85%
XT iShares Future Exponential Technologies ETF	15.24%	26.28%	0.75%

Correlation

The correlation between FDND and XT is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.61
Correlation (All Time) Calculated using the full available price history since Mar 21, 2024	0.69

The correlation between FDND and XT has been stable across timeframes, ranging from 0.61 to 0.69 - a consistent structural relationship.

Return for Risk

FDND vs. XT — Risk / Return Rank

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

FDND

FDND Risk / Return Rank: 7
FDND Sharpe Ratio Rank: 7
FDND Sortino Ratio Rank: 7
FDND Omega Ratio Rank: 7
FDND Calmar Ratio Rank: 8
FDND Martin Ratio Rank: 7

XT

XT Risk / Return Rank: 70
XT Sharpe Ratio Rank: 70
XT Sortino Ratio Rank: 65
XT Omega Ratio Rank: 65
XT Calmar Ratio Rank: 73
XT Martin Ratio Rank: 76

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.

FDND vs. XT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Dow Jones Internet & Target Income ETF (FDND) and iShares Future Exponential Technologies ETF (XT). 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.

	FDND	XT	Difference
Sharpe ratio: Return per unit of total volatility	-0.19	2.01	-2.19
Sortino ratio: Return per unit of downside risk	-0.13	2.68	-2.81
Omega ratio: Gain probability vs. loss probability	0.98	1.35	-0.36
Calmar ratio: Return relative to maximum drawdown	-0.17	3.30	-3.47
Martin ratio: Return relative to average drawdown	-0.41	13.05	-13.46

FDND vs. XT - Sharpe Ratio Comparison

The current FDND Sharpe Ratio is -0.19, which is lower than the XT Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of FDND and XT, 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

FDND vs. XT - Drawdown Comparison

The maximum FDND drawdown since its inception was -24.12%, smaller than the maximum XT drawdown of -34.41%. Use the drawdown chart below to compare losses from any high point for FDND and XT.

Drawdown Indicators

	FDND	XT	Difference
Max Drawdown Largest peak-to-trough decline	-24.12%	-34.41%	+10.29%
Max Drawdown (1Y) Largest decline over 1 year	-20.49%	-10.45%	-10.04%
Max Drawdown (3Y) Largest decline over 3 years	—	-22.09%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.41%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.41%	—
Current Drawdown Current decline from peak	-11.49%	-4.59%	-6.90%
Average Drawdown Average peak-to-trough decline	-5.74%	-7.39%	+1.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.65%	2.64%	+6.01%

Volatility

FDND vs. XT - Volatility Comparison

The current volatility for FT Vest Dow Jones Internet & Target Income ETF (FDND) is 7.14%, while iShares Future Exponential Technologies ETF (XT) has a volatility of 8.06%. This indicates that FDND experiences smaller price fluctuations and is considered to be less risky than XT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FDND	XT	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.14%	8.06%	-0.92%
Volatility (6M) Calculated over the trailing 6-month period	14.99%	13.76%	+1.23%
Volatility (1Y) Calculated over the trailing 1-year period	18.95%	17.30%	+1.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.48%	21.00%	+0.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.48%	20.12%	+1.36%

FDND vs. XT - Expense Ratio Comparison

FDND has a 0.75% expense ratio, which is higher than XT's 0.46% expense ratio.

Dividends

FDND vs. XT - Dividend Comparison

FDND's dividend yield for the trailing twelve months is around 8.63%, more than XT's 7.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FDND FT Vest Dow Jones Internet & Target Income ETF	8.63%	8.11%	5.51%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XT iShares Future Exponential Technologies ETF	7.11%	7.95%	0.66%	0.41%	0.78%	0.84%	0.77%	1.55%	1.40%	0.97%	1.37%	1.34%

Frequently Asked Questions

Can I hold both FDND and XT in my portfolio?

FDND and XT have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FDND or XT?

XT has higher volatility (8.06%) compared to FDND (7.14%). In terms of maximum drawdown, FDND dropped -24.12% vs XT's -34.41%.

Which ETF is better, FDND or XT?

On 1-year performance, XT leads with 34.32% vs -3.53% for FDND. On fees, XT is cheaper at 0.46% per year. On volatility, FDND has been the lower-risk option at 7.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FDND or XT?

Over the 1-year period, XT has performed better with a 34.32% return vs -3.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FDND or XT?

XT is cheaper with a 0.46% expense ratio, compared with 0.75% for FDND.

Which ETF pays a higher dividend yield, FDND or XT?

FDND has the higher dividend yield at 8.63%, compared with 7.11% for XT.

What is the main difference between FDND and XT?

They also come from different issuers: FT Vest and iShares. Their fees differ too: 0.75% for FDND and 0.46% for XT.

Which has better risk-adjusted returns?

XT currently has the higher Sharpe Ratio (2.01 vs -0.19), 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.