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SPAM vs. XLK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPAM vs. XLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Themes Cybersecurity ETF (SPAM) and State Street Technology Select Sector SPDR ETF (XLK). The values are adjusted to include any dividend payments, if applicable.

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SPAM vs. XLK - Yearly Performance Comparison


2026 (YTD)202520242023
SPAM
Themes Cybersecurity ETF
-5.88%4.86%10.58%5.42%
XLK
State Street Technology Select Sector SPDR ETF
-7.57%24.61%21.63%3.35%

Returns By Period

In the year-to-date period, SPAM achieves a -5.88% return, which is significantly higher than XLK's -7.57% return.


SPAM

1D
3.78%
1M
0.69%
YTD
-5.88%
6M
-17.32%
1Y
1.94%
3Y*
5Y*
10Y*

XLK

1D
4.24%
1M
-4.10%
YTD
-7.57%
6M
-5.44%
1Y
29.46%
3Y*
21.58%
5Y*
15.31%
10Y*
20.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPAM vs. XLK - Expense Ratio Comparison

SPAM has a 0.35% expense ratio, which is higher than XLK's 0.08% expense ratio.


Return for Risk

SPAM vs. XLK — Risk / Return Rank

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

SPAM
SPAM Risk / Return Rank: 1313
Overall Rank
SPAM Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SPAM Sortino Ratio Rank: 1515
Sortino Ratio Rank
SPAM Omega Ratio Rank: 1414
Omega Ratio Rank
SPAM Calmar Ratio Rank: 1212
Calmar Ratio Rank
SPAM Martin Ratio Rank: 1212
Martin Ratio Rank

XLK
XLK Risk / Return Rank: 6969
Overall Rank
XLK Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XLK Sortino Ratio Rank: 6969
Sortino Ratio Rank
XLK Omega Ratio Rank: 6767
Omega Ratio Rank
XLK Calmar Ratio Rank: 7575
Calmar Ratio Rank
XLK Martin Ratio Rank: 6565
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.

SPAM vs. XLK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes Cybersecurity ETF (SPAM) 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.


SPAMXLKDifference

Sharpe ratio

Return per unit of total volatility

0.07

1.10

-1.02

Sortino ratio

Return per unit of downside risk

0.29

1.66

-1.38

Omega ratio

Gain probability vs. loss probability

1.04

1.23

-0.20

Calmar ratio

Return relative to maximum drawdown

0.01

1.85

-1.85

Martin ratio

Return relative to average drawdown

0.02

5.98

-5.97

SPAM vs. XLK - Sharpe Ratio Comparison

The current SPAM Sharpe Ratio is 0.07, which is lower than the XLK Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of SPAM and XLK, 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


SPAMXLKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

1.10

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.36

-0.09

Correlation

The correlation between SPAM and XLK is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SPAM vs. XLK - Dividend Comparison

SPAM's dividend yield for the trailing twelve months is around 0.52%, less than XLK's 0.57% yield.


TTM20252024202320222021202020192018201720162015
SPAM
Themes Cybersecurity ETF
0.52%0.49%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLK
State Street Technology Select Sector SPDR ETF
0.57%0.54%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%

Drawdowns

SPAM vs. XLK - Drawdown Comparison

The maximum SPAM drawdown since its inception was -24.02%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for SPAM and XLK.


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Drawdown Indicators


SPAMXLKDifference

Max Drawdown

Largest peak-to-trough decline

-24.02%

-82.05%

+58.03%

Max Drawdown (1Y)

Largest decline over 1 year

-24.02%

-15.92%

-8.10%

Max Drawdown (5Y)

Largest decline over 5 years

-33.56%

Max Drawdown (10Y)

Largest decline over 10 years

-33.56%

Current Drawdown

Current decline from peak

-20.11%

-12.36%

-7.75%

Average Drawdown

Average peak-to-trough decline

-6.37%

-35.17%

+28.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.78%

4.93%

+4.85%

Volatility

SPAM vs. XLK - Volatility Comparison

Themes Cybersecurity ETF (SPAM) and State Street Technology Select Sector SPDR ETF (XLK) have volatilities of 8.04% and 8.06%, 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


SPAMXLKDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

8.06%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

19.15%

16.43%

+2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

26.80%

27.02%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.51%

24.72%

-1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.51%

24.33%

-0.82%