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KOMP vs. XT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KOMP vs. XT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Kensho New Economies Composite ETF (KOMP) and iShares Exponential Technologies ETF (XT). The values are adjusted to include any dividend payments, if applicable.

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KOMP vs. XT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
KOMP
SPDR S&P Kensho New Economies Composite ETF
-1.97%19.74%10.05%20.09%-32.21%3.67%61.28%37.12%-10.32%
XT
iShares Exponential Technologies ETF
-2.28%26.28%0.29%27.02%-27.83%16.43%35.10%30.74%-6.45%

Returns By Period

In the year-to-date period, KOMP achieves a -1.97% return, which is significantly higher than XT's -2.28% return.


KOMP

1D
4.39%
1M
-5.96%
YTD
-1.97%
6M
-4.84%
1Y
28.03%
3Y*
12.63%
5Y*
-1.70%
10Y*

XT

1D
3.61%
1M
-6.01%
YTD
-2.28%
6M
2.00%
1Y
27.90%
3Y*
12.19%
5Y*
4.63%
10Y*
12.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KOMP vs. XT - Expense Ratio Comparison

KOMP has a 0.20% expense ratio, which is lower than XT's 0.47% expense ratio.


Return for Risk

KOMP vs. XT — Risk / Return Rank

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

KOMP
KOMP Risk / Return Rank: 6363
Overall Rank
KOMP Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
KOMP Sortino Ratio Rank: 6464
Sortino Ratio Rank
KOMP Omega Ratio Rank: 5858
Omega Ratio Rank
KOMP Calmar Ratio Rank: 7070
Calmar Ratio Rank
KOMP Martin Ratio Rank: 5858
Martin Ratio Rank

XT
XT Risk / Return Rank: 7878
Overall Rank
XT Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
XT Sortino Ratio Rank: 7979
Sortino Ratio Rank
XT Omega Ratio Rank: 7575
Omega Ratio Rank
XT Calmar Ratio Rank: 7676
Calmar Ratio Rank
XT Martin Ratio Rank: 8383
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.

KOMP vs. XT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho New Economies Composite ETF (KOMP) and iShares Exponential Technologies ETF (XT). 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.


KOMPXTDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.34

-0.28

Sortino ratio

Return per unit of downside risk

1.59

1.97

-0.38

Omega ratio

Gain probability vs. loss probability

1.21

1.27

-0.07

Calmar ratio

Return relative to maximum drawdown

1.74

1.92

-0.18

Martin ratio

Return relative to average drawdown

5.44

9.06

-3.62

KOMP vs. XT - Sharpe Ratio Comparison

The current KOMP Sharpe Ratio is 1.07, which is comparable to the XT Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of KOMP and XT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KOMPXTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.34

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.23

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.56

-0.15

Correlation

The correlation between KOMP and XT is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

KOMP vs. XT - Dividend Comparison

KOMP's dividend yield for the trailing twelve months is around 1.81%, less than XT's 8.13% yield.


TTM20252024202320222021202020192018201720162015
KOMP
SPDR S&P Kensho New Economies Composite ETF
1.81%1.84%1.04%1.27%1.47%1.44%0.69%0.81%0.13%0.00%0.00%0.00%
XT
iShares Exponential Technologies ETF
8.13%7.95%0.66%0.41%0.78%0.84%0.77%1.55%1.40%0.97%1.37%1.34%

Drawdowns

KOMP vs. XT - Drawdown Comparison

The maximum KOMP drawdown since its inception was -50.06%, which is greater than XT's maximum drawdown of -34.41%. Use the drawdown chart below to compare losses from any high point for KOMP and XT.


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Drawdown Indicators


KOMPXTDifference

Max Drawdown

Largest peak-to-trough decline

-50.06%

-34.41%

-15.65%

Max Drawdown (1Y)

Largest decline over 1 year

-15.50%

-14.11%

-1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-45.83%

-34.41%

-11.42%

Max Drawdown (10Y)

Largest decline over 10 years

-34.41%

Current Drawdown

Current decline from peak

-16.88%

-7.22%

-9.66%

Average Drawdown

Average peak-to-trough decline

-22.07%

-7.50%

-14.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

2.99%

+1.97%

Volatility

KOMP vs. XT - Volatility Comparison

SPDR S&P Kensho New Economies Composite ETF (KOMP) has a higher volatility of 9.41% compared to iShares Exponential Technologies ETF (XT) at 7.04%. This indicates that KOMP's price experiences larger fluctuations and is considered to be riskier than XT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KOMPXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.41%

7.04%

+2.37%

Volatility (6M)

Calculated over the trailing 6-month period

19.00%

12.38%

+6.62%

Volatility (1Y)

Calculated over the trailing 1-year period

26.45%

20.87%

+5.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.86%

20.68%

+4.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.09%

20.02%

+7.07%