INTF vs. XLK
Compare and contrast key facts about iShares MSCI Intl Multifactor ETF (INTF) and Technology Select Sector SPDR Fund (XLK).
INTF and XLK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. INTF is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Diversified Multi-Factor. It was launched on Apr 28, 2015. 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 INTF 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: INTF or XLK.
Key characteristics
| INTF | XLK | |
|---|---|---|
| YTD Return | 8.84% | 23.85% |
| 1Y Return | 20.68% | 36.57% |
| 3Y Return (Ann) | 3.70% | 13.33% |
| 5Y Return (Ann) | 5.94% | 23.65% |
| Sharpe Ratio | 1.61 | 1.65 |
| Sortino Ratio | 2.26 | 2.19 |
| Omega Ratio | 1.28 | 1.30 |
| Calmar Ratio | 2.03 | 2.12 |
| Martin Ratio | 9.01 | 7.32 |
| Ulcer Index | 2.33% | 4.91% |
| Daily Std Dev | 13.07% | 21.79% |
| Max Drawdown | -40.39% | -82.05% |
| Current Drawdown | -5.88% | -0.11% |
Correlation
The correlation between INTF and XLK is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
INTF vs. XLK - Performance Comparison
In the year-to-date period, INTF achieves a 8.84% return, which is significantly lower than XLK's 23.85% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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INTF vs. XLK - Expense Ratio Comparison
INTF has a 0.30% expense ratio, which is higher than XLK's 0.13% expense ratio.
Risk-Adjusted Performance
INTF vs. XLK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Multifactor ETF (INTF) 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
INTF vs. XLK - Dividend Comparison
INTF's dividend yield for the trailing twelve months is around 3.49%, more than XLK's 0.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INTF iShares MSCI Intl Multifactor ETF | 3.49% | 3.59% | 2.81% | 5.38% | 2.06% | 3.65% | 2.62% | 3.25% | 1.66% | 0.85% | 0.00% | 0.00% |
XLK Technology Select Sector SPDR Fund | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
Drawdowns
INTF vs. XLK - Drawdown Comparison
The maximum INTF drawdown since its inception was -40.39%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for INTF and XLK. For additional features, visit the drawdowns tool.
Volatility
INTF vs. XLK - Volatility Comparison
The current volatility for iShares MSCI Intl Multifactor ETF (INTF) is 4.19%, while Technology Select Sector SPDR Fund (XLK) has a volatility of 6.29%. This indicates that INTF 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.