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SPXT vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPXT and VGT is 0.79, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

SPXT vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P 500 Ex-Technology ETF (SPXT) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
163.85%
494.25%
SPXT
VGT

Key characteristics

Sharpe Ratio

SPXT:

0.57

VGT:

0.37

Sortino Ratio

SPXT:

0.89

VGT:

0.71

Omega Ratio

SPXT:

1.13

VGT:

1.10

Calmar Ratio

SPXT:

0.59

VGT:

0.41

Martin Ratio

SPXT:

2.54

VGT:

1.41

Ulcer Index

SPXT:

3.63%

VGT:

7.90%

Daily Std Dev

SPXT:

16.30%

VGT:

29.95%

Max Drawdown

SPXT:

-34.38%

VGT:

-54.63%

Current Drawdown

SPXT:

-8.24%

VGT:

-15.44%

Returns By Period

In the year-to-date period, SPXT achieves a -2.77% return, which is significantly higher than VGT's -11.99% return.


SPXT

YTD

-2.77%

1M

-1.83%

6M

-1.45%

1Y

9.15%

5Y*

13.34%

10Y*

N/A

VGT

YTD

-11.99%

1M

0.61%

6M

-8.98%

1Y

9.04%

5Y*

19.52%

10Y*

18.91%

*Annualized

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SPXT vs. VGT - Expense Ratio Comparison

SPXT has a 0.27% expense ratio, which is higher than VGT's 0.10% 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%.


Expense ratio chart for SPXT: current value is 0.27%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPXT: 0.27%
Expense ratio chart for VGT: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGT: 0.10%

Risk-Adjusted Performance

SPXT vs. VGT — Risk-Adjusted Performance Rank

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

SPXT
The Risk-Adjusted Performance Rank of SPXT is 6666
Overall Rank
The Sharpe Ratio Rank of SPXT is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SPXT is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SPXT is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SPXT is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SPXT is 6868
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5252
Overall Rank
The Sharpe Ratio Rank of VGT is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 5353
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5656
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SPXT vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 Ex-Technology ETF (SPXT) and Vanguard Information Technology ETF (VGT). 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.


The chart of Sharpe ratio for SPXT, currently valued at 0.57, compared to the broader market-1.000.001.002.003.004.00
SPXT: 0.57
VGT: 0.37
The chart of Sortino ratio for SPXT, currently valued at 0.89, compared to the broader market-2.000.002.004.006.008.00
SPXT: 0.89
VGT: 0.71
The chart of Omega ratio for SPXT, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
SPXT: 1.13
VGT: 1.10
The chart of Calmar ratio for SPXT, currently valued at 0.59, compared to the broader market0.002.004.006.008.0010.0012.00
SPXT: 0.59
VGT: 0.41
The chart of Martin ratio for SPXT, currently valued at 2.54, compared to the broader market0.0020.0040.0060.00
SPXT: 2.54
VGT: 1.41

The current SPXT Sharpe Ratio is 0.57, which is higher than the VGT Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of SPXT and VGT, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.57
0.37
SPXT
VGT

Dividends

SPXT vs. VGT - Dividend Comparison

SPXT's dividend yield for the trailing twelve months is around 1.41%, more than VGT's 0.58% yield.


TTM20242023202220212020201920182017201620152014
SPXT
ProShares S&P 500 Ex-Technology ETF
1.41%1.29%1.53%1.86%1.15%1.63%1.63%2.03%1.55%2.35%0.56%0.00%
VGT
Vanguard Information Technology ETF
0.58%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

SPXT vs. VGT - Drawdown Comparison

The maximum SPXT drawdown since its inception was -34.38%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for SPXT and VGT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.24%
-15.44%
SPXT
VGT

Volatility

SPXT vs. VGT - Volatility Comparison

The current volatility for ProShares S&P 500 Ex-Technology ETF (SPXT) is 12.16%, while Vanguard Information Technology ETF (VGT) has a volatility of 19.16%. This indicates that SPXT experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
12.16%
19.16%
SPXT
VGT