FDTS vs. XLK
Compare and contrast key facts about First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) and Technology Select Sector SPDR Fund (XLK).
FDTS and XLK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FDTS is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX DM Ex-US Small Cap Index. It was launched on Feb 15, 2012. XLK is a passively managed fund by State Street that tracks the performance of the Technology Select Sector Index. It was launched on Dec 16, 1998. Both FDTS and XLK are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDTS or XLK.
Correlation
The correlation between FDTS and XLK is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FDTS vs. XLK - Performance Comparison
Key characteristics
FDTS:
0.58
XLK:
0.85
FDTS:
0.88
XLK:
1.23
FDTS:
1.11
XLK:
1.16
FDTS:
0.63
XLK:
1.14
FDTS:
2.14
XLK:
3.82
FDTS:
4.38%
XLK:
5.04%
FDTS:
16.43%
XLK:
22.82%
FDTS:
-51.26%
XLK:
-82.05%
FDTS:
-4.46%
XLK:
0.00%
Returns By Period
In the year-to-date period, FDTS achieves a 5.49% return, which is significantly higher than XLK's 4.15% return. Over the past 10 years, FDTS has underperformed XLK with an annualized return of 6.56%, while XLK has yielded a comparatively higher 20.39% annualized return.
FDTS
5.49%
4.94%
1.11%
7.61%
7.59%
6.56%
XLK
4.15%
3.45%
7.73%
21.61%
20.66%
20.39%
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FDTS vs. XLK - Expense Ratio Comparison
FDTS has a 0.80% expense ratio, which is higher than XLK's 0.13% expense ratio.
Risk-Adjusted Performance
FDTS vs. XLK — Risk-Adjusted Performance Rank
FDTS
XLK
FDTS vs. XLK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) and Technology Select Sector SPDR Fund (XLK). 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.
Dividends
FDTS vs. XLK - Dividend Comparison
FDTS's dividend yield for the trailing twelve months is around 3.73%, more than XLK's 0.63% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDTS First Trust Developed Markets ex-US Small Cap AlphaDEX Fund | 3.73% | 3.94% | 2.91% | 3.71% | 3.01% | 2.02% | 2.30% | 1.96% | 2.08% | 1.78% | 1.73% | 2.58% |
XLK Technology Select Sector SPDR Fund | 0.63% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
Drawdowns
FDTS vs. XLK - Drawdown Comparison
The maximum FDTS drawdown since its inception was -51.26%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for FDTS and XLK. For additional features, visit the drawdowns tool.
Volatility
FDTS vs. XLK - Volatility Comparison
The current volatility for First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) is 3.58%, while Technology Select Sector SPDR Fund (XLK) has a volatility of 7.33%. This indicates that FDTS experiences smaller price fluctuations and is considered to be less risky than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.