ODDS vs. XT

Last updated Jul 17, 2026

ODDS (Pacer BlueStar Digital Entertainment ETF) and XT (iShares Future Exponential Technologies ETF) are both Technology Equities funds - ODDS tracks the BlueStar Global Online Gambling, Video Gaming and eSports Index while XT tracks the Morningstar Exponential Technologies Index (Net). Both are passively managed. Over the past 3 years, ODDS returned 6.16%/yr vs 15.12%/yr for XT. A 0.73 correlation means they provide meaningful diversification when combined. ODDS charges 0.63%/yr vs 0.46%/yr for XT.

Performance

ODDS vs. XT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer BlueStar Digital Entertainment ETF (ODDS) and iShares Future Exponential Technologies ETF (XT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ODDS achieves a -14.09% return, which is significantly lower than XT's 16.32% return.

ODDS

• 1D: -1.18%
• 1M: -0.33%
• 6M: -13.21%
• YTD: -14.09%
• 1Y: -20.66%
• 3Y*: 6.16%
• 5Y*: —
• 10Y*: —

XT

• 1D: -1.05%
• 1M: -0.81%
• 6M: 12.84%
• YTD: 16.32%
• 1Y: 32.86%
• 3Y*: 15.12%
• 5Y*: 7.44%
• 10Y*: 14.17%

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

ODDS vs. XT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ODDS Pacer BlueStar Digital Entertainment ETF	-14.09%	16.71%	27.61%	25.03%	-15.18%
XT iShares Future Exponential Technologies ETF	16.32%	26.28%	0.29%	27.02%	-17.07%

Correlation

The correlation between ODDS and XT is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (All Time) Calculated using the full available price history since Apr 11, 2022	0.73

Over the past year, the correlation between ODDS and XT has dropped to 0.46 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.

ODDS vs. XT - Sectors Allocation Comparison

Sectors	ODDS	XT
Consumer Cyclical	42.9%	7.5%
Technology	37.4%	43.5%
Communication Services	12.0%	4.1%
Industrials	3.2%	7.8%
Financial Services	0.1%	3.0%
Basic Materials	-	1.6%
Consumer Defensive	-	0.0%
Energy	-	0.5%
Healthcare	-	26.9%
Real Estate	-	0.0%
Utilities	-	4.7%

Return for Risk

ODDS vs. XT — Risk / Return Rank

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

ODDS

ODDS Risk / Return Rank: 3
ODDS Sharpe Ratio Rank: 2
ODDS Sortino Ratio Rank: 2
ODDS Omega Ratio Rank: 2
ODDS Calmar Ratio Rank: 4
ODDS Martin Ratio Rank: 5

XT

XT Risk / Return Rank: 74
XT Sharpe Ratio Rank: 74
XT Sortino Ratio Rank: 71
XT Omega Ratio Rank: 69
XT Calmar Ratio Rank: 77
XT Martin Ratio Rank: 80

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.

ODDS vs. XT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer BlueStar Digital Entertainment ETF (ODDS) and iShares Future 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.

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.

	ODDS	XT	Difference
Sharpe ratio: Return per unit of total volatility	-0.99	1.89	-2.87
Sortino ratio: Return per unit of downside risk	-1.30	2.55	-3.85
Omega ratio: Gain probability vs. loss probability	0.85	1.33	-0.48
Calmar ratio: Return relative to maximum drawdown	-0.59	3.16	-3.75
Martin ratio: Return relative to average drawdown	-0.93	12.16	-13.10

ODDS vs. XT - Sharpe Ratio Comparison

The current ODDS Sharpe Ratio is -0.99, which is lower than the XT Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of ODDS and XT, 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

ODDS vs. XT - Drawdown Comparison

The maximum ODDS drawdown since its inception was -35.09%, roughly equal to the maximum XT drawdown of -34.41%. Use the drawdown chart below to compare losses from any high point for ODDS and XT.

Drawdown Indicators

	ODDS	XT	Difference
Max Drawdown Largest peak-to-trough decline	-35.09%	-34.41%	-0.68%
Max Drawdown (1Y) Largest decline over 1 year	-35.09%	-10.45%	-24.64%
Max Drawdown (3Y) Largest decline over 3 years	-35.09%	-22.09%	-13.00%
Max Drawdown (5Y) Largest decline over 5 years	—	-34.41%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.41%	—
Current Drawdown Current decline from peak	-28.35%	-3.69%	-24.66%
Average Drawdown Average peak-to-trough decline	-9.70%	-7.36%	-2.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.15%	2.71%	+19.44%

Volatility

ODDS vs. XT - Volatility Comparison

Pacer BlueStar Digital Entertainment ETF (ODDS) has a higher volatility of 7.13% compared to iShares Future Exponential Technologies ETF (XT) at 5.65%. This indicates that ODDS'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.

Volatility by Period

	ODDS	XT	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.13%	5.65%	+1.48%
Volatility (6M) Calculated over the trailing 6-month period	17.37%	14.16%	+3.21%
Volatility (1Y) Calculated over the trailing 1-year period	21.04%	17.51%	+3.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.83%	21.05%	+3.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.83%	20.09%	+4.74%

ODDS vs. XT - Expense Ratio Comparison

ODDS has a 0.63% expense ratio, which is higher than XT's 0.46% expense ratio.

Dividends

ODDS vs. XT - Dividend Comparison

ODDS's dividend yield for the trailing twelve months is around 0.72%, less than XT's 7.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ODDS Pacer BlueStar Digital Entertainment ETF	0.72%	2.59%	0.56%	0.66%	0.42%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XT iShares Future Exponential Technologies ETF	7.05%	7.95%	0.66%	0.41%	0.78%	0.84%	0.77%	1.55%	1.40%	0.97%	1.37%	1.34%

Frequently Asked Questions

Can I hold both ODDS and XT in my portfolio?

ODDS and XT have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ODDS or XT?

ODDS has higher volatility (7.13%) compared to XT (5.65%). In terms of maximum drawdown, ODDS dropped -35.09% vs XT's -34.41%.

Which ETF is better, ODDS or XT?

On 3-year performance, XT leads with 15.12% vs 6.16% for ODDS. On fees, XT is cheaper at 0.46% per year. On volatility, XT has been the lower-risk option at 5.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ODDS or XT?

Over the 3-year period, XT has performed better with a 15.12% return vs 6.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ODDS or XT?

XT is cheaper with a 0.46% expense ratio, compared with 0.63% for ODDS.

Which ETF pays a higher dividend yield, ODDS or XT?

XT has the higher dividend yield at 7.05%, compared with 0.72% for ODDS.

What is the main difference between ODDS and XT?

ODDS tracks BlueStar Global Online Gambling, Video Gaming and eSports Index, while XT tracks Morningstar Exponential Technologies Index (Net). They also come from different issuers: Pacer and iShares. Their fees differ too: 0.63% for ODDS and 0.46% for XT.

Which has better risk-adjusted returns?

XT currently has the higher Sharpe Ratio (1.89 vs -0.99), 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.