MDLZ vs. XLK
MDLZ (Mondelez International, Inc.) is a stock, while XLK (State Street Technology Select Sector SPDR ETF) is Technology Equities fund tracking the S&P Technology Select Sector Daily Capped 35/20 Index. Over the past 10 years, MDLZ returned 6.26%/yr vs 23.77%/yr for XLK. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
MDLZ vs. XLK - Performance Comparison
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Returns By Period
In the year-to-date period, MDLZ achieves a 17.73% return, which is significantly lower than XLK's 22.09% return. Over the past 10 years, MDLZ has underperformed XLK with an annualized return of 6.26%, while XLK has yielded a comparatively higher 23.77% annualized return.
MDLZ
- 1D
- -1.22%
- 1M
- 2.30%
- 6M
- 8.39%
- YTD
- 17.73%
- 1Y
- 0.85%
- 3Y*
- -2.95%
- 5Y*
- 2.38%
- 10Y*
- 6.26%
- ALL TIME*
- 7.17%
XLK
- 1D
- -0.22%
- 1M
- -2.90%
- 6M
- 22.17%
- YTD
- 22.09%
- 1Y
- 37.14%
- 3Y*
- 26.04%
- 5Y*
- 18.87%
- 10Y*
- 23.77%
- ALL TIME*
- 10.21%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $659.78M | $585.31M | $549.68M | |
| $1.61B | $1.67B | $2.22B |
MDLZ vs. XLK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDLZ Mondelez International, Inc. | 17.73% | -7.03% | -15.30% | 11.17% | 2.92% | 15.87% | 8.58% | 40.42% | -4.27% | -1.58% |
XLK State Street Technology Select Sector SPDR ETF | 22.09% | 24.61% | 21.63% | 56.02% | -27.73% | 34.74% | 43.62% | 49.86% | -1.68% | 34.26% |
Correlation
The correlation between MDLZ and XLK is -0.31, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.31 |
Correlation (3Y) Balances recent behavior with more history. | -0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.07 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2001 | 0.32 |
The correlation between MDLZ and XLK shifts across timeframes, from -0.31 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MDLZ vs. XLK — Risk / Return Rank
MDLZ
XLK
MDLZ vs. XLK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mondelez International, Inc. (MDLZ) 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.
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.
| MDLZ | XLK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.23 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 2.16 | -2.17 |
| Martin ratioReturn relative to average drawdown | -0.04 | 5.85 | -5.89 |
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Drawdowns
MDLZ vs. XLK - Drawdown Comparison
The maximum MDLZ drawdown since its inception was -42.52%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for MDLZ and XLK.
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Drawdown Indicators
| MDLZ | XLK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.52% | -82.05% | +39.53% |
Max Drawdown (1Y)Largest decline over 1 year | -18.62% | -15.92% | -2.70% |
Max Drawdown (3Y)Largest decline over 3 years | -29.00% | -25.66% | -3.34% |
Max Drawdown (5Y)Largest decline over 5 years | -29.14% | -33.56% | +4.42% |
Max Drawdown (10Y)Largest decline over 10 years | -29.74% | -33.56% | +3.82% |
Current DrawdownCurrent decline from peak | -12.81% | -11.43% | -1.38% |
Average DrawdownAverage peak-to-trough decline | -11.06% | -34.80% | +23.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.23% | 5.86% | +2.37% |
Volatility
MDLZ vs. XLK - Volatility Comparison
Mondelez International, Inc. (MDLZ) and State Street Technology Select Sector SPDR ETF (XLK) have volatilities of 9.83% and 9.58%, 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.
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Volatility by Period
| MDLZ | XLK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.83% | 9.58% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 18.40% | 21.81% | -3.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.07% | 25.59% | -2.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.09% | 25.75% | -5.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.10% | 24.90% | -3.80% |
Dividends
MDLZ vs. XLK - Dividend Comparison
MDLZ's dividend yield for the trailing twelve months is around 3.21%, more than XLK's 0.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDLZ Mondelez International, Inc. | 3.21% | 3.60% | 3.00% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% |
XLK State Street Technology Select Sector SPDR ETF | 0.45% | 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
MDLZ and XLK have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MDLZ has higher volatility (9.83%) compared to XLK (9.58%). In terms of maximum drawdown, MDLZ dropped -42.52% vs XLK's -82.05%.
XLK currently has the higher Sharpe Ratio (1.34 vs -0.01), 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.
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