IETC vs. XLKI

Last updated Aug 4, 2026

IETC (iShares U.S. Tech Independence Focused ETF) and XLKI (State Street Technology Select Sector SPDR Premium Income ETF) are both Technology Equities funds. Both are actively managed. Over the past year, IETC returned 10.80% vs 26.30% for XLKI. Their correlation of 0.89 means they have usually moved in the same direction. IETC charges 0.18%/yr vs 0.35%/yr for XLKI.

Performance

IETC vs. XLKI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Tech Independence Focused ETF (IETC) 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, IETC achieves a 3.80% return, which is significantly lower than XLKI's 12.19% return.

IETC

• 1D: 2.32%
• 1M: 1.53%
• 6M: 7.80%
• YTD: 3.80%
• 1Y: 10.80%
• 3Y*: 24.41%
• 5Y*: 13.75%
• 10Y*: —
• ALL TIME*: 20.14%

XLKI

• 1D: 1.38%
• 1M: 0.31%
• 6M: 9.72%
• YTD: 12.19%
• 1Y: 26.30%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 23.17%

*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)
IETC iShares U.S. Tech Independence Focused ETF	$3.74M	$5.59M	$5.70M
XLKI State Street Technology Select Sector SPDR Premium Income ETF	$526.89K	$421.64K	$346.32K

IETC vs. XLKI - Yearly Performance Comparison

	2026 (YTD)	2025
IETC iShares U.S. Tech Independence Focused ETF	3.80%	3.56%
XLKI State Street Technology Select Sector SPDR Premium Income ETF	12.19%	10.02%

Correlation

The correlation between IETC and XLKI is 0.89, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.89
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025	0.89

The correlation between IETC and XLKI has been stable across timeframes, ranging from 0.89 to 0.89 - a consistent structural relationship.

IETC vs. XLKI - Sectors Allocation Comparison

Sectors	IETC	XLKI
Technology	80.7%	99.2%
Communication Services	8.3%	0.8%
Consumer Cyclical	4.3%	-
Industrials	3.1%	-
Financial Services	2.9%	99.9%
Real Estate	0.6%	-
Healthcare	0.1%	-
Basic Materials	-	-
Consumer Defensive	-	-
Energy	-	-
Utilities	-	-

Return for Risk

IETC vs. XLKI — Risk / Return Rank

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

IETC

IETC Risk / Return Rank: 21
IETC Sharpe Ratio Rank: 22
IETC Sortino Ratio Rank: 22
IETC Omega Ratio Rank: 21
IETC Calmar Ratio Rank: 20
IETC Martin Ratio Rank: 20

XLKI

XLKI Risk / Return Rank: 57
XLKI Sharpe Ratio Rank: 52
XLKI Sortino Ratio Rank: 50
XLKI Omega Ratio Rank: 53
XLKI Calmar Ratio Rank: 65
XLKI Martin Ratio Rank: 66

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.

IETC vs. XLKI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Tech Independence Focused ETF (IETC) 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.

	IETC	XLKI	Difference
Sharpe ratio: Return per unit of total volatility	0.45	1.33	-0.88
Sortino ratio: Return per unit of downside risk	0.77	1.84	-1.07
Omega ratio: Gain probability vs. loss probability	1.09	1.25	-0.16
Calmar ratio: Return relative to maximum drawdown	0.51	2.36	-1.84
Martin ratio: Return relative to average drawdown	1.23	8.25	-7.02

IETC vs. XLKI - Sharpe Ratio Comparison

The current IETC Sharpe Ratio is 0.45, which is lower than the XLKI Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of IETC 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

IETC vs. XLKI - Drawdown Comparison

The maximum IETC drawdown since its inception was -38.48%, which is greater than XLKI's maximum drawdown of -11.21%. Use the drawdown chart below to compare losses from any high point for IETC and XLKI.

Drawdown Indicators

	IETC	XLKI	Difference
Max Drawdown Largest peak-to-trough decline	-38.48%	-11.21%	-27.27%
Max Drawdown (1Y) Largest decline over 1 year	-21.19%	-11.21%	-9.98%
Max Drawdown (3Y) Largest decline over 3 years	-25.17%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-38.48%	—	—
Current Drawdown Current decline from peak	-10.90%	-5.44%	-5.46%
Average Drawdown Average peak-to-trough decline	-8.19%	-2.17%	-6.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.80%	3.20%	+5.60%

Volatility

IETC vs. XLKI - Volatility Comparison

iShares U.S. Tech Independence Focused ETF (IETC) and State Street Technology Select Sector SPDR Premium Income ETF (XLKI) have volatilities of 8.08% and 8.46%, 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

	IETC	XLKI	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.08%	8.46%	-0.38%
Volatility (6M) Calculated over the trailing 6-month period	19.61%	17.52%	+2.09%
Volatility (1Y) Calculated over the trailing 1-year period	24.07%	19.95%	+4.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.12%	19.92%	+5.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.52%	19.92%	+5.60%

IETC vs. XLKI - Expense Ratio Comparison

IETC has a 0.18% expense ratio, which is lower than XLKI's 0.35% expense ratio.

Dividends

IETC vs. XLKI - Dividend Comparison

IETC's dividend yield for the trailing twelve months is around 0.40%, less than XLKI's 19.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
IETC iShares U.S. Tech Independence Focused ETF	0.40%	0.38%	0.52%	0.79%	0.92%	0.73%	0.48%	0.95%	1.27%
XLKI State Street Technology Select Sector SPDR Premium Income ETF	19.68%	8.52%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IETC and XLKI in my portfolio?

IETC and XLKI have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IETC or XLKI?

XLKI has higher volatility (8.46%) compared to IETC (8.08%). In terms of maximum drawdown, IETC dropped -38.48% vs XLKI's -11.21%.

Which ETF is better, IETC or XLKI?

On 1-year performance, XLKI leads with 26.30% vs 10.80% for IETC. On fees, IETC is cheaper at 0.18% per year. On volatility, IETC has been the lower-risk option at 8.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IETC or XLKI?

Over the 1-year period, XLKI has performed better with a 26.30% return vs 10.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IETC or XLKI?

IETC is cheaper with a 0.18% expense ratio, compared with 0.35% for XLKI.

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

XLKI has the higher dividend yield at 19.68%, compared with 0.40% for IETC.

What is the main difference between IETC and XLKI?

They also come from different issuers: iShares and State Street. Their fees differ too: 0.18% for IETC and 0.35% for XLKI.

Which has better risk-adjusted returns?

XLKI currently has the higher Sharpe Ratio (1.33 vs 0.45), 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.