FINX vs. CRT

Last updated Jun 24, 2026

FINX (Global X FinTech ETF) is Technology Equities fund tracking the Indxx Global FinTech Thematic Index, while CRT (Cross Timbers Royalty Trust) is a stock. Over the past 5 years, FINX returned -11.80%/yr vs 2.19%/yr for CRT. At a 0.16 correlation, their price movements are largely independent.

Performance

FINX vs. CRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X FinTech ETF (FINX) and Cross Timbers Royalty Trust (CRT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FINX achieves a -17.47% return, which is significantly lower than CRT's 9.96% return.

FINX

• 1D: -0.74%
• 1M: -2.12%
• YTD: -17.47%
• 6M: -19.57%
• 1Y: -25.00%
• 3Y*: 5.24%
• 5Y*: -11.80%
• 10Y*: —

CRT

• 1D: 0.35%
• 1M: -19.21%
• YTD: 9.96%
• 6M: 12.41%
• 1Y: -6.07%
• 3Y*: -20.58%
• 5Y*: 2.19%
• 10Y*: 1.18%

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

FINX vs. CRT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FINX Global X FinTech ETF	-17.47%	-5.20%	23.02%	33.15%	-51.80%	-9.65%	53.76%	37.52%	0.82%	49.96%
CRT Cross Timbers Royalty Trust	9.96%	-13.15%	-39.15%	-24.36%	145.90%	53.31%	5.38%	-13.04%	-17.93%	-12.70%

Correlation

The correlation between FINX and CRT is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (All Time) Calculated using the full available price history since Sep 13, 2016	0.16

Return for Risk

FINX vs. CRT — Risk / Return Rank

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

FINX

FINX Risk / Return Rank: 3
FINX Sharpe Ratio Rank: 2
FINX Sortino Ratio Rank: 3
FINX Omega Ratio Rank: 3
FINX Calmar Ratio Rank: 3
FINX Martin Ratio Rank: 3

CRT

CRT Risk / Return Rank: 33
CRT Sharpe Ratio Rank: 35
CRT Sortino Ratio Rank: 30
CRT Omega Ratio Rank: 31
CRT Calmar Ratio Rank: 36
CRT Martin Ratio Rank: 34

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.

FINX vs. CRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X FinTech ETF (FINX) and Cross Timbers Royalty Trust (CRT). 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.

	FINX	CRT	Difference
Sharpe ratio: Return per unit of total volatility	-0.84	-0.19	-0.65
Sortino ratio: Return per unit of downside risk	-1.06	-0.06	-1.00
Omega ratio: Gain probability vs. loss probability	0.87	0.99	-0.12
Calmar ratio: Return relative to maximum drawdown	-0.69	-0.22	-0.47
Martin ratio: Return relative to average drawdown	-1.24	-0.48	-0.76

FINX vs. CRT - Sharpe Ratio Comparison

The current FINX Sharpe Ratio is -0.84, which is lower than the CRT Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of FINX and CRT, 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

FINX vs. CRT - Drawdown Comparison

The maximum FINX drawdown since its inception was -63.53%, smaller than the maximum CRT drawdown of -83.57%. Use the drawdown chart below to compare losses from any high point for FINX and CRT.

Drawdown Indicators

	FINX	CRT	Difference
Max Drawdown Largest peak-to-trough decline	-63.53%	-83.57%	+20.04%
Max Drawdown (1Y) Largest decline over 1 year	-36.58%	-27.77%	-8.81%
Max Drawdown (3Y) Largest decline over 3 years	-36.58%	-63.52%	+26.94%
Max Drawdown (5Y) Largest decline over 5 years	-63.53%	-71.10%	+7.57%
Max Drawdown (10Y) Largest decline over 10 years	—	-71.10%	—
Current Drawdown Current decline from peak	-50.64%	-63.28%	+12.64%
Average Drawdown Average peak-to-trough decline	-24.58%	-29.43%	+4.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.22%	12.74%	+7.48%

Volatility

FINX vs. CRT - Volatility Comparison

Global X FinTech ETF (FINX) and Cross Timbers Royalty Trust (CRT) have volatilities of 10.46% and 10.95%, 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

	FINX	CRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.46%	10.95%	-0.49%
Volatility (6M) Calculated over the trailing 6-month period	23.62%	23.29%	+0.33%
Volatility (1Y) Calculated over the trailing 1-year period	29.84%	31.91%	-2.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.56%	50.51%	-18.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.75%	46.13%	-17.38%

Dividends

FINX vs. CRT - Dividend Comparison

FINX's dividend yield for the trailing twelve months is around 0.70%, less than CRT's 6.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CRT Cross Timbers Royalty Trust	6.08%	9.41%	9.56%	10.96%	7.69%	9.71%	9.45%	10.04%	13.06%	6.87%	5.90%	10.41%
FINX Global X FinTech ETF	0.70%	0.58%	0.72%	0.21%	0.27%	5.40%	0.00%	0.00%	0.18%	0.11%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FINX and CRT in my portfolio?

FINX and CRT have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FINX or CRT?

CRT has higher volatility (10.95%) compared to FINX (10.46%). In terms of maximum drawdown, FINX dropped -63.53% vs CRT's -83.57%.

Which has better risk-adjusted returns?

CRT currently has the higher Sharpe Ratio (-0.19 vs -0.84), 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.