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SNSR vs. XT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SNSR and XT is 0.87, 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.


-0.50.00.51.00.9

Performance

SNSR vs. XT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Internet of Things ETF (SNSR) and iShares Exponential Technologies ETF (XT). The values are adjusted to include any dividend payments, if applicable.

120.00%130.00%140.00%150.00%160.00%170.00%JulyAugustSeptemberOctoberNovemberDecember
147.02%
153.08%
SNSR
XT

Key characteristics

Sharpe Ratio

SNSR:

0.15

XT:

0.28

Sortino Ratio

SNSR:

0.35

XT:

0.49

Omega Ratio

SNSR:

1.04

XT:

1.06

Calmar Ratio

SNSR:

0.15

XT:

0.27

Martin Ratio

SNSR:

0.42

XT:

1.14

Ulcer Index

SNSR:

7.28%

XT:

4.21%

Daily Std Dev

SNSR:

20.83%

XT:

17.40%

Max Drawdown

SNSR:

-38.46%

XT:

-34.41%

Current Drawdown

SNSR:

-10.83%

XT:

-8.23%

Returns By Period

In the year-to-date period, SNSR achieves a -0.05% return, which is significantly lower than XT's 1.52% return.


SNSR

YTD

-0.05%

1M

-0.40%

6M

-2.05%

1Y

0.36%

5Y*

8.89%

10Y*

N/A

XT

YTD

1.52%

1M

0.36%

6M

3.73%

1Y

2.20%

5Y*

7.91%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SNSR vs. XT - Expense Ratio Comparison

SNSR has a 0.68% expense ratio, which is higher than XT's 0.47% expense ratio.


SNSR
Global X Internet of Things ETF
Expense ratio chart for SNSR: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for XT: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%

Risk-Adjusted Performance

SNSR vs. XT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Internet of Things ETF (SNSR) 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.


Sharpe ratio
The chart of Sharpe ratio for SNSR, currently valued at 0.15, compared to the broader market0.002.004.000.150.28
The chart of Sortino ratio for SNSR, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.0010.000.350.49
The chart of Omega ratio for SNSR, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.06
The chart of Calmar ratio for SNSR, currently valued at 0.15, compared to the broader market0.005.0010.0015.000.150.27
The chart of Martin ratio for SNSR, currently valued at 0.42, compared to the broader market0.0020.0040.0060.0080.00100.000.421.14
SNSR
XT

The current SNSR Sharpe Ratio is 0.15, which is lower than the XT Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of SNSR 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.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.15
0.28
SNSR
XT

Dividends

SNSR vs. XT - Dividend Comparison

SNSR's dividend yield for the trailing twelve months is around 0.62%, less than XT's 0.63% yield.


TTM202320222021202020192018201720162015
SNSR
Global X Internet of Things ETF
0.62%0.74%0.82%0.43%0.21%1.12%1.25%1.11%0.31%0.00%
XT
iShares Exponential Technologies ETF
0.63%0.41%0.78%0.84%0.77%1.55%1.45%0.97%1.37%1.34%

Drawdowns

SNSR vs. XT - Drawdown Comparison

The maximum SNSR drawdown since its inception was -38.46%, which is greater than XT's maximum drawdown of -34.41%. Use the drawdown chart below to compare losses from any high point for SNSR and XT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-10.83%
-8.23%
SNSR
XT

Volatility

SNSR vs. XT - Volatility Comparison

Global X Internet of Things ETF (SNSR) and iShares Exponential Technologies ETF (XT) have volatilities of 5.06% and 4.87%, 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.06%
4.87%
SNSR
XT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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