KNCT vs. CRTC

Last updated Jun 24, 2026

KNCT (Invesco Next Gen Connectivity ETF) and CRTC (Xtrackers US National Critical Technologies ETF) are both Technology Equities funds - KNCT tracks the STOXX World AC NexGen Connectivity Index while CRTC tracks the Solactive Whitney U.S. Critical Technologies Index. Both are passively managed. Over the past year, KNCT returned 84.85% vs 16.75% for CRTC. Their correlation of 0.80 suggests significant overlap in exposure. KNCT charges 0.40%/yr vs 0.35%/yr for CRTC.

Performance

KNCT vs. CRTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Next Gen Connectivity ETF (KNCT) and Xtrackers US National Critical Technologies ETF (CRTC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KNCT achieves a 54.15% return, which is significantly higher than CRTC's 4.11% return.

KNCT

• 1D: -5.38%
• 1M: 5.48%
• YTD: 54.15%
• 6M: 54.94%
• 1Y: 84.85%
• 3Y*: 40.93%
• 5Y*: 19.32%
• 10Y*: 21.11%

CRTC

• 1D: -0.96%
• 1M: -1.92%
• YTD: 4.11%
• 6M: 3.35%
• 1Y: 16.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

KNCT vs. CRTC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
KNCT Invesco Next Gen Connectivity ETF	54.15%	28.65%	19.41%	8.22%
CRTC Xtrackers US National Critical Technologies ETF	4.11%	18.69%	18.05%	7.16%

Correlation

The correlation between KNCT and CRTC is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (All Time) Calculated using the full available price history since Nov 16, 2023	0.80

The correlation between KNCT and CRTC has been stable across timeframes, ranging from 0.76 to 0.80 - a consistent structural relationship.

KNCT vs. CRTC - Sectors Allocation Comparison

Sectors	KNCT	CRTC
Technology	84.4%	39.5%
Communication Services	11.4%	15.0%
Real Estate	3.3%	0.1%
Industrials	0.8%	12.6%
Financial Services	0.2%	0.2%
Basic Materials	-	3.1%
Consumer Cyclical	-	5.4%
Consumer Defensive	-	0.0%
Energy	-	6.0%
Healthcare	-	12.7%
Utilities	-	5.3%

Return for Risk

KNCT vs. CRTC — Risk / Return Rank

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

KNCT

KNCT Risk / Return Rank: 93
KNCT Sharpe Ratio Rank: 95
KNCT Sortino Ratio Rank: 90
KNCT Omega Ratio Rank: 92
KNCT Calmar Ratio Rank: 94
KNCT Martin Ratio Rank: 96

CRTC

CRTC Risk / Return Rank: 38
CRTC Sharpe Ratio Rank: 38
CRTC Sortino Ratio Rank: 34
CRTC Omega Ratio Rank: 35
CRTC Calmar Ratio Rank: 40
CRTC Martin Ratio Rank: 43

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.

KNCT vs. CRTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Next Gen Connectivity ETF (KNCT) and Xtrackers US National Critical Technologies ETF (CRTC). 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.

	KNCT	CRTC	Difference
Sharpe ratio: Return per unit of total volatility	3.42	1.24	+2.18
Sortino ratio: Return per unit of downside risk	3.96	1.70	+2.25
Omega ratio: Gain probability vs. loss probability	1.57	1.22	+0.35
Calmar ratio: Return relative to maximum drawdown	6.94	1.86	+5.08
Martin ratio: Return relative to average drawdown	30.00	6.48	+23.52

KNCT vs. CRTC - Sharpe Ratio Comparison

The current KNCT Sharpe Ratio is 3.42, which is higher than the CRTC Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of KNCT and CRTC, 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

KNCT vs. CRTC - Drawdown Comparison

The maximum KNCT drawdown since its inception was -57.18%, which is greater than CRTC's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for KNCT and CRTC.

Drawdown Indicators

	KNCT	CRTC	Difference
Max Drawdown Largest peak-to-trough decline	-57.18%	-19.07%	-38.11%
Max Drawdown (1Y) Largest decline over 1 year	-12.30%	-9.05%	-3.25%
Max Drawdown (3Y) Largest decline over 3 years	-21.40%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.55%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.55%	—	—
Current Drawdown Current decline from peak	-6.27%	-5.35%	-0.92%
Average Drawdown Average peak-to-trough decline	-10.73%	-2.17%	-8.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.84%	2.59%	+0.25%

Volatility

KNCT vs. CRTC - Volatility Comparison

Invesco Next Gen Connectivity ETF (KNCT) has a higher volatility of 15.64% compared to Xtrackers US National Critical Technologies ETF (CRTC) at 5.76%. This indicates that KNCT's price experiences larger fluctuations and is considered to be riskier than CRTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KNCT	CRTC	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.64%	5.76%	+9.88%
Volatility (6M) Calculated over the trailing 6-month period	21.75%	10.64%	+11.11%
Volatility (1Y) Calculated over the trailing 1-year period	25.15%	13.55%	+11.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.96%	15.88%	+8.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.33%	15.88%	+7.45%

KNCT vs. CRTC - Expense Ratio Comparison

KNCT has a 0.40% expense ratio, which is higher than CRTC's 0.35% expense ratio.

Dividends

KNCT vs. CRTC - Dividend Comparison

KNCT's dividend yield for the trailing twelve months is around 0.62%, less than CRTC's 0.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
CRTC Xtrackers US National Critical Technologies ETF	0.91%	1.03%	1.13%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
KNCT Invesco Next Gen Connectivity ETF	0.62%	0.86%	1.38%	0.60%	2.24%	0.55%	0.18%	0.44%	1.22%	0.66%	0.44%

Frequently Asked Questions

Can I hold both KNCT and CRTC in my portfolio?

KNCT and CRTC have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KNCT or CRTC?

KNCT has higher volatility (15.64%) compared to CRTC (5.76%). In terms of maximum drawdown, KNCT dropped -57.18% vs CRTC's -19.07%.

Which ETF is better, KNCT or CRTC?

On 1-year performance, KNCT leads with 84.85% vs 16.75% for CRTC. On fees, CRTC is cheaper at 0.35% per year. On volatility, CRTC has been the lower-risk option at 5.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, KNCT or CRTC?

Over the 1-year period, KNCT has performed better with a 84.85% return vs 16.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, KNCT or CRTC?

CRTC is cheaper with a 0.35% expense ratio, compared with 0.40% for KNCT.

Which ETF pays a higher dividend yield, KNCT or CRTC?

CRTC has the higher dividend yield at 0.91%, compared with 0.62% for KNCT.

What is the main difference between KNCT and CRTC?

KNCT tracks STOXX World AC NexGen Connectivity Index, while CRTC tracks Solactive Whitney U.S. Critical Technologies Index. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.40% for KNCT and 0.35% for CRTC.

Which has better risk-adjusted returns?

KNCT currently has the higher Sharpe Ratio (3.42 vs 1.24), 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.