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GSK vs. XLK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSK vs. XLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GlaxoSmithKline plc (GSK) and State Street Technology Select Sector SPDR ETF (XLK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GSK achieves a 3.01% return, which is significantly lower than XLK's 36.47% return. Over the past 10 years, GSK has underperformed XLK with an annualized return of 3.96%, while XLK has yielded a comparatively higher 25.84% annualized return.


GSK

1D
1.47%
1M
-1.55%
YTD
3.01%
6M
3.15%
1Y
27.33%
3Y*
17.89%
5Y*
4.64%
10Y*
3.96%

XLK

1D
-1.00%
1M
21.09%
YTD
36.47%
6M
35.71%
1Y
66.93%
3Y*
33.90%
5Y*
23.83%
10Y*
25.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSK vs. XLK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSK
GlaxoSmithKline plc
3.01%51.23%-5.14%9.71%-33.41%26.74%-17.72%29.24%13.79%-2.97%
XLK
State Street Technology Select Sector SPDR ETF
36.47%24.61%21.63%56.02%-27.73%34.74%43.62%49.86%-1.68%34.26%

Correlation

The correlation between GSK and XLK is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Dec 23, 1998

0.33

Over the past year, the correlation between GSK and XLK has dropped to 0.00 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

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Return for Risk

GSK vs. XLK — Risk / Return Rank

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

GSK
GSK Risk / Return Rank: 6868
Overall Rank
GSK Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GSK Sortino Ratio Rank: 6666
Sortino Ratio Rank
GSK Omega Ratio Rank: 6464
Omega Ratio Rank
GSK Calmar Ratio Rank: 6868
Calmar Ratio Rank
GSK Martin Ratio Rank: 6868
Martin Ratio Rank

XLK
XLK Risk / Return Rank: 8383
Overall Rank
XLK Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XLK Sortino Ratio Rank: 8585
Sortino Ratio Rank
XLK Omega Ratio Rank: 8383
Omega Ratio Rank
XLK Calmar Ratio Rank: 8080
Calmar Ratio Rank
XLK Martin Ratio Rank: 7373
Martin Ratio Rank
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.

GSK vs. XLK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GlaxoSmithKline plc (GSK) and State Street Technology Select Sector SPDR ETF (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.


GSKXLKDifference
Sharpe ratioReturn per unit of total volatility

-2.21

Sortino ratioReturn per unit of downside risk

-2.35

Omega ratioGain probability vs. loss probability

1.19

1.52

-0.32

Calmar ratioReturn relative to maximum drawdown

1.47

4.22

-2.75

Martin ratioReturn relative to average drawdown

3.45

14.16

-10.71

GSK vs. XLK - Sharpe Ratio Comparison

The current GSK Sharpe Ratio is 1.03, which is lower than the XLK Sharpe Ratio of 3.24. The chart below compares the historical Sharpe Ratios of GSK and XLK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GSKXLKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

3.24

-2.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.96

-0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

1.06

-0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.42

-0.10

Drawdowns

GSK vs. XLK - Drawdown Comparison

The maximum GSK drawdown since its inception was -55.70%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for GSK and XLK.


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Drawdown Indicators


GSKXLKDifference

Max Drawdown

Largest peak-to-trough decline

-55.70%

-82.05%

+26.35%

Max Drawdown (1Y)

Largest decline over 1 year

-18.63%

-15.92%

-2.71%

Max Drawdown (3Y)

Largest decline over 3 years

-28.46%

-25.66%

-2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-50.10%

-33.56%

-16.54%

Max Drawdown (10Y)

Largest decline over 10 years

-50.10%

-33.56%

-16.54%

Current Drawdown

Current decline from peak

-17.43%

-1.00%

-16.43%

Average Drawdown

Average peak-to-trough decline

-18.87%

-34.96%

+16.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.94%

4.74%

+3.20%

Volatility

GSK vs. XLK - Volatility Comparison

The current volatility for GlaxoSmithKline plc (GSK) is 5.40%, while State Street Technology Select Sector SPDR ETF (XLK) has a volatility of 6.98%. This indicates that GSK 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.


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Volatility by Period


GSKXLKDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

6.98%

-1.58%

Volatility (6M)

Calculated over the trailing 6-month period

18.38%

16.68%

+1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

26.84%

20.82%

+6.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.01%

24.90%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.86%

24.49%

-1.63%

Dividends

GSK vs. XLK - Dividend Comparison

GSK's dividend yield for the trailing twelve months is around 3.48%, more than XLK's 0.39% yield.


PositionTTM20252024202320222021202020192018201720162015
GSK
GlaxoSmithKline plc
3.48%3.42%4.60%3.75%5.47%4.99%5.59%4.35%5.65%5.83%6.86%5.93%
XLK
State Street Technology Select Sector SPDR ETF
0.39%0.54%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%

Frequently Asked Questions


GSK and XLK have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLK has higher volatility (6.98%) compared to GSK (5.40%). In terms of maximum drawdown, GSK dropped -55.70% vs XLK's -82.05%.

XLK currently has the higher Sharpe Ratio (3.24 vs 1.03), 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.

Portfolio Optimizer

Find the right allocation for GSK and XLK

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