TRUT vs. XT
TRUT (Vaneck Technology Trusector ETF) and XT (iShares Future Exponential Technologies ETF) are both Technology Equities funds. TRUT is actively managed, while XT is passively managed. A 0.76 correlation means they provide meaningful diversification when combined. TRUT charges 0.13%/yr vs 0.46%/yr for XT.
Performance
TRUT vs. XT - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with TRUT having a 16.13% return and XT slightly lower at 15.73%.
TRUT
- 1D
- -3.32%
- 1M
- -1.31%
- YTD
- 16.13%
- 6M
- 14.91%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XT
- 1D
- -2.84%
- 1M
- -0.34%
- YTD
- 15.73%
- 6M
- 14.43%
- 1Y
- 37.71%
- 3Y*
- 17.73%
- 5Y*
- 7.23%
- 10Y*
- 14.88%
TRUT vs. XT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TRUT Vaneck Technology Trusector ETF | 16.13% | 9.76% |
XT iShares Future Exponential Technologies ETF | 15.73% | 12.90% |
Correlation
The correlation between TRUT and XT is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 21, 2025 | 0.76 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TRUT vs. XT — Risk / Return Rank
TRUT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XT
TRUT vs. XT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vaneck Technology Trusector ETF (TRUT) and iShares Future 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.
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.
| TRUT | XT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.38 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.63 | — |
| Martin ratioReturn relative to average drawdown | — | 14.43 | — |
Loading charts...
Drawdowns
TRUT vs. XT - Drawdown Comparison
The maximum TRUT drawdown since its inception was -18.55%, smaller than the maximum XT drawdown of -34.41%. Use the drawdown chart below to compare losses from any high point for TRUT and XT.
Loading charts...
Drawdown Indicators
| TRUT | XT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.55% | -34.41% | +15.86% |
Max Drawdown (1Y)Largest decline over 1 year | — | -10.45% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.09% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.41% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.41% | — |
Current DrawdownCurrent decline from peak | -8.67% | -4.18% | -4.49% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -7.39% | +2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.62% | — |
Volatility
TRUT vs. XT - Volatility Comparison
Loading charts...
Volatility by Period
| TRUT | XT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 8.14% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 13.78% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 23.21% | 17.32% | +5.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.21% | 21.00% | +2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.21% | 20.12% | +3.09% |
TRUT vs. XT - Expense Ratio Comparison
TRUT has a 0.13% expense ratio, which is lower than XT's 0.46% expense ratio.
Dividends
TRUT vs. XT - Dividend Comparison
TRUT's dividend yield for the trailing twelve months is around 0.20%, less than XT's 7.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRUT Vaneck Technology Trusector ETF | 0.20% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XT iShares Future Exponential Technologies ETF | 7.08% | 7.95% | 0.66% | 0.41% | 0.78% | 0.84% | 0.77% | 1.55% | 1.40% | 0.97% | 1.37% | 1.34% |
Frequently Asked Questions
TRUT and XT have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TRUT is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TRUT is cheaper with a 0.13% expense ratio, compared with 0.46% for XT.
XT has the higher dividend yield at 7.08%, compared with 0.20% for TRUT.
They also come from different issuers: VanEck and iShares. Their fees differ too: 0.13% for TRUT and 0.46% for XT.
Find the right allocation for TRUT and XT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer