SPXD vs. FTEC
SPXD (Xtrackers S&P 500 Diversified Sector Weight ETF) and FTEC (Fidelity MSCI Information Technology Index ETF) are both exchange-traded funds - SPXD is a Large Cap Value Equities fund tracking the S&P 500 Diversified Sector Weight Index, while FTEC is a Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Both are passively managed. At a 0.47 correlation, their price movements are largely independent. SPXD charges 0.09%/yr vs 0.08%/yr for FTEC.
Performance
SPXD vs. FTEC - Performance Comparison
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Returns By Period
In the year-to-date period, SPXD achieves a 10.76% return, which is significantly lower than FTEC's 23.03% return.
SPXD
- 1D
- 0.31%
- 1M
- 1.45%
- YTD
- 10.76%
- 6M
- 9.67%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FTEC
- 1D
- 0.30%
- 1M
- -2.07%
- YTD
- 23.03%
- 6M
- 20.95%
- 1Y
- 43.02%
- 3Y*
- 30.75%
- 5Y*
- 19.70%
- 10Y*
- 25.55%
SPXD vs. FTEC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SPXD Xtrackers S&P 500 Diversified Sector Weight ETF | 10.76% | 4.54% |
FTEC Fidelity MSCI Information Technology Index ETF | 23.03% | 10.59% |
Correlation
The correlation between SPXD and FTEC is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 24, 2025 | 0.47 |
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Return for Risk
SPXD vs. FTEC — Risk / Return Rank
SPXD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FTEC
SPXD vs. FTEC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Diversified Sector Weight ETF (SPXD) and Fidelity MSCI Information Technology Index ETF (FTEC). 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.
| SPXD | FTEC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.32 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.66 | — |
| Martin ratioReturn relative to average drawdown | — | 8.09 | — |
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Drawdowns
SPXD vs. FTEC - Drawdown Comparison
The maximum SPXD drawdown since its inception was -7.53%, smaller than the maximum FTEC drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for SPXD and FTEC.
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Drawdown Indicators
| SPXD | FTEC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.53% | -34.95% | +27.42% |
Max Drawdown (1Y)Largest decline over 1 year | — | -16.26% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -27.30% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.95% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.95% | — |
Current DrawdownCurrent decline from peak | -0.59% | -8.11% | +7.52% |
Average DrawdownAverage peak-to-trough decline | -1.21% | -5.57% | +4.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.34% | — |
Volatility
SPXD vs. FTEC - Volatility Comparison
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Volatility by Period
| SPXD | FTEC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 11.20% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 18.56% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.84% | 22.73% | -11.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.84% | 25.60% | -14.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.84% | 24.85% | -14.01% |
SPXD vs. FTEC - Expense Ratio Comparison
SPXD has a 0.09% expense ratio, which is higher than FTEC's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SPXD vs. FTEC - Dividend Comparison
SPXD's dividend yield for the trailing twelve months is around 1.40%, more than FTEC's 0.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTEC Fidelity MSCI Information Technology Index ETF | 0.36% | 0.43% | 0.49% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% |
SPXD Xtrackers S&P 500 Diversified Sector Weight ETF | 1.40% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPXD and FTEC have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FTEC is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FTEC is cheaper with a 0.08% expense ratio, compared with 0.09% for SPXD.
SPXD has the higher dividend yield at 1.40%, compared with 0.36% for FTEC.
SPXD is categorized as Large Cap Value Equities, while FTEC is Technology Equities. SPXD tracks S&P 500 Diversified Sector Weight Index, while FTEC tracks MSCI USA IMI Information Technology 25/50 Index. They also come from different issuers: Xtrackers and Fidelity. Their fees differ too: 0.09% for SPXD and 0.08% for FTEC.
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