VOX vs. XLKI
VOX (Vanguard Communication Services ETF) and XLKI (State Street Technology Select Sector SPDR Premium Income ETF) are both exchange-traded funds - VOX is a Communications Equities fund tracking the MSCI US Investable Market Communication Services 25/50 Index, while XLKI is a Technology Equities fund actively managed by State Street. VOX is passively managed, while XLKI is actively managed. Over the past year, VOX returned 10.81% vs 26.30% for XLKI. Their 0.44 correlation means their historical movements had little consistent relationship. VOX charges 0.09%/yr vs 0.35%/yr for XLKI.
Performance
VOX vs. XLKI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VOX achieves a -2.41% return, which is significantly lower than XLKI's 12.19% return.
VOX
- 1D
- 3.45%
- 1M
- 0.11%
- 6M
- -4.92%
- YTD
- -2.41%
- 1Y
- 10.81%
- 3Y*
- 21.07%
- 5Y*
- 6.63%
- 10Y*
- 8.34%
- ALL TIME*
- 8.76%
XLKI
- 1D
- 1.38%
- 1M
- 0.31%
- 6M
- 9.72%
- YTD
- 12.19%
- 1Y
- 26.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 23.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $68.75M | $60.11M | $55.51M | |
| $526.89K | $421.64K | $346.32K |
VOX vs. XLKI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VOX Vanguard Communication Services ETF | -2.41% | 13.87% |
XLKI State Street Technology Select Sector SPDR Premium Income ETF | 12.19% | 10.02% |
Correlation
The correlation between VOX and XLKI is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025 | 0.44 |
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
VOX vs. XLKI — Risk / Return Rank
VOX
XLKI
VOX vs. XLKI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Communication Services ETF (VOX) and State Street Technology Select Sector SPDR Premium Income ETF (XLKI). 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.
| VOX | XLKI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.25 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 2.36 | -1.56 |
| Martin ratioReturn relative to average drawdown | 2.43 | 8.25 | -5.82 |
Loading charts...
Drawdowns
VOX vs. XLKI - Drawdown Comparison
The maximum VOX drawdown since its inception was -57.18%, which is greater than XLKI's maximum drawdown of -11.21%. Use the drawdown chart below to compare losses from any high point for VOX and XLKI.
Loading charts...
Drawdown Indicators
| VOX | XLKI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.18% | -11.21% | -45.97% |
Max Drawdown (1Y)Largest decline over 1 year | -13.56% | -11.21% | -2.35% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -46.76% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -46.76% | — | — |
Current DrawdownCurrent decline from peak | -5.69% | -5.44% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -11.87% | -2.17% | -9.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.46% | 3.20% | +1.26% |
Volatility
VOX vs. XLKI - Volatility Comparison
The current volatility for Vanguard Communication Services ETF (VOX) is 7.56%, while State Street Technology Select Sector SPDR Premium Income ETF (XLKI) has a volatility of 8.46%. This indicates that VOX experiences smaller price fluctuations and is considered to be less risky than XLKI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VOX | XLKI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.56% | 8.46% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 13.82% | 17.52% | -3.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 19.95% | -2.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.45% | 19.92% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.03% | 19.92% | +1.11% |
VOX vs. XLKI - Expense Ratio Comparison
VOX has a 0.09% expense ratio, which is lower than XLKI's 0.35% expense ratio.
Dividends
VOX vs. XLKI - Dividend Comparison
VOX's dividend yield for the trailing twelve months is around 1.04%, less than XLKI's 19.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOX Vanguard Communication Services ETF | 1.04% | 0.95% | 1.05% | 1.03% | 0.88% | 0.93% | 0.73% | 0.90% | 2.77% | 3.83% | 2.67% | 3.55% |
XLKI State Street Technology Select Sector SPDR Premium Income ETF | 19.68% | 8.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VOX and XLKI have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLKI has higher volatility (8.46%) compared to VOX (7.56%). In terms of maximum drawdown, VOX dropped -57.18% vs XLKI's -11.21%.
On 1-year performance, XLKI leads with 26.30% vs 10.81% for VOX. On fees, VOX is cheaper at 0.09% per year. On volatility, VOX has been the lower-risk option at 7.56%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, XLKI has performed better with a 26.30% return vs 10.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VOX is cheaper with a 0.09% expense ratio, compared with 0.35% for XLKI.
XLKI has the higher dividend yield at 19.68%, compared with 1.04% for VOX.
VOX is categorized as Communications Equities, while XLKI is Technology Equities. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.09% for VOX and 0.35% for XLKI.
XLKI currently has the higher Sharpe Ratio (1.33 vs 0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for VOX and XLKI
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