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SPXT vs. XRMI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPXT vs. XRMI - Performance Comparison

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

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SPXT vs. XRMI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SPXT
ProShares S&P 500 Ex-Technology ETF
-2.11%15.10%19.93%16.23%-14.24%5.49%
XRMI
Global X S&P 500 Risk Managed Income ETF
-2.52%4.60%15.18%4.22%-14.06%2.68%

Returns By Period

In the year-to-date period, SPXT achieves a -2.11% return, which is significantly higher than XRMI's -2.52% return.


SPXT

1D
2.14%
1M
-5.77%
YTD
-2.11%
6M
1.29%
1Y
12.86%
3Y*
15.27%
5Y*
9.42%
10Y*
11.15%

XRMI

1D
0.81%
1M
-4.04%
YTD
-2.52%
6M
1.58%
1Y
3.59%
3Y*
6.04%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPXT vs. XRMI - Expense Ratio Comparison

SPXT has a 0.27% expense ratio, which is lower than XRMI's 0.60% expense ratio.


Return for Risk

SPXT vs. XRMI — Risk / Return Rank

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

SPXT
SPXT Risk / Return Rank: 5252
Overall Rank
SPXT Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SPXT Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPXT Omega Ratio Rank: 5151
Omega Ratio Rank
SPXT Calmar Ratio Rank: 5252
Calmar Ratio Rank
SPXT Martin Ratio Rank: 6161
Martin Ratio Rank

XRMI
XRMI Risk / Return Rank: 3030
Overall Rank
XRMI Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XRMI Sortino Ratio Rank: 2727
Sortino Ratio Rank
XRMI Omega Ratio Rank: 2828
Omega Ratio Rank
XRMI Calmar Ratio Rank: 3333
Calmar Ratio Rank
XRMI Martin Ratio Rank: 3333
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.

SPXT vs. XRMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 Ex-Technology ETF (SPXT) and Global X S&P 500 Risk Managed Income ETF (XRMI). 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.


SPXTXRMIDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.52

+0.29

Sortino ratio

Return per unit of downside risk

1.25

0.76

+0.49

Omega ratio

Gain probability vs. loss probability

1.18

1.11

+0.08

Calmar ratio

Return relative to maximum drawdown

1.23

0.79

+0.44

Martin ratio

Return relative to average drawdown

5.69

2.73

+2.96

SPXT vs. XRMI - Sharpe Ratio Comparison

The current SPXT Sharpe Ratio is 0.82, which is higher than the XRMI Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of SPXT and XRMI, 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


SPXTXRMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.52

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.24

+0.46

Correlation

The correlation between SPXT and XRMI is 0.72, 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.


Dividends

SPXT vs. XRMI - Dividend Comparison

SPXT's dividend yield for the trailing twelve months is around 1.46%, less than XRMI's 12.83% yield.


TTM20252024202320222021202020192018201720162015
SPXT
ProShares S&P 500 Ex-Technology ETF
1.46%1.38%1.29%1.53%1.86%1.15%1.63%1.63%2.03%1.55%2.67%0.56%
XRMI
Global X S&P 500 Risk Managed Income ETF
12.83%12.35%11.86%12.62%12.84%2.93%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPXT vs. XRMI - Drawdown Comparison

The maximum SPXT drawdown since its inception was -34.38%, which is greater than XRMI's maximum drawdown of -15.31%. Use the drawdown chart below to compare losses from any high point for SPXT and XRMI.


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Drawdown Indicators


SPXTXRMIDifference

Max Drawdown

Largest peak-to-trough decline

-34.38%

-15.31%

-19.07%

Max Drawdown (1Y)

Largest decline over 1 year

-11.19%

-5.02%

-6.17%

Max Drawdown (5Y)

Largest decline over 5 years

-21.47%

Max Drawdown (10Y)

Largest decline over 10 years

-34.38%

Current Drawdown

Current decline from peak

-5.77%

-4.25%

-1.52%

Average Drawdown

Average peak-to-trough decline

-4.19%

-6.10%

+1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

1.45%

+0.97%

Volatility

SPXT vs. XRMI - Volatility Comparison

ProShares S&P 500 Ex-Technology ETF (SPXT) has a higher volatility of 4.28% compared to Global X S&P 500 Risk Managed Income ETF (XRMI) at 2.62%. This indicates that SPXT's price experiences larger fluctuations and is considered to be riskier than XRMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPXTXRMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

2.62%

+1.66%

Volatility (6M)

Calculated over the trailing 6-month period

8.02%

4.50%

+3.52%

Volatility (1Y)

Calculated over the trailing 1-year period

15.81%

6.88%

+8.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.72%

6.99%

+7.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.22%

6.99%

+9.23%