WD vs. XLK
Compare and contrast key facts about Walker & Dunlop, Inc. (WD) and State Street Technology Select Sector SPDR ETF (XLK).
XLK is a passively managed fund by State Street that tracks the performance of the S&P Technology Select Sector Daily Capped 35/20 Index. It was launched on Dec 16, 1998.
Performance
WD vs. XLK - Performance Comparison
Loading graphics...
WD vs. XLK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WD Walker & Dunlop, Inc. | -25.12% | -35.86% | -10.15% | 45.98% | -46.80% | 67.03% | 45.89% | 52.68% | -7.15% | 52.24% |
XLK State Street Technology Select Sector SPDR ETF | -7.57% | 24.61% | 21.63% | 56.02% | -27.73% | 34.74% | 43.62% | 49.86% | -1.68% | 34.26% |
Returns By Period
In the year-to-date period, WD achieves a -25.12% return, which is significantly lower than XLK's -7.57% return. Over the past 10 years, WD has underperformed XLK with an annualized return of 8.58%, while XLK has yielded a comparatively higher 20.82% annualized return.
WD
- 1D
- 2.05%
- 1M
- -2.10%
- YTD
- -25.12%
- 6M
- -45.54%
- 1Y
- -45.73%
- 3Y*
- -13.62%
- 5Y*
- -13.40%
- 10Y*
- 8.58%
XLK
- 1D
- 4.24%
- 1M
- -4.10%
- YTD
- -7.57%
- 6M
- -5.44%
- 1Y
- 29.46%
- 3Y*
- 21.58%
- 5Y*
- 15.31%
- 10Y*
- 20.82%
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
WD vs. XLK — Risk / Return Rank
WD
XLK
WD vs. XLK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Walker & Dunlop, Inc. (WD) and State Street Technology Select Sector SPDR ETF (XLK). 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.
| WD | XLK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.09 | 1.10 | -2.18 |
Sortino ratioReturn per unit of downside risk | -1.53 | 1.66 | -3.19 |
Omega ratioGain probability vs. loss probability | 0.80 | 1.23 | -0.44 |
Calmar ratioReturn relative to maximum drawdown | -0.91 | 1.85 | -2.76 |
Martin ratioReturn relative to average drawdown | -1.99 | 5.98 | -7.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| WD | XLK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.09 | 1.10 | -2.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | 0.62 | -0.99 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.86 | -0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.36 | -0.05 |
Correlation
The correlation between WD and XLK is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
WD vs. XLK - Dividend Comparison
WD's dividend yield for the trailing twelve months is around 6.06%, more than XLK's 0.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WD Walker & Dunlop, Inc. | 6.06% | 4.46% | 2.67% | 2.27% | 3.06% | 1.33% | 1.56% | 1.86% | 2.31% | 0.00% | 0.00% | 0.00% |
XLK State Street Technology Select Sector SPDR ETF | 0.57% | 0.54% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% |
Drawdowns
WD vs. XLK - Drawdown Comparison
The maximum WD drawdown since its inception was -68.49%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for WD and XLK.
Loading graphics...
Drawdown Indicators
| WD | XLK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.49% | -82.05% | +13.56% |
Max Drawdown (1Y)Largest decline over 1 year | -49.57% | -15.92% | -33.65% |
Max Drawdown (5Y)Largest decline over 5 years | -68.33% | -33.56% | -34.77% |
Max Drawdown (10Y)Largest decline over 10 years | -68.49% | -33.56% | -34.93% |
Current DrawdownCurrent decline from peak | -67.35% | -12.36% | -54.99% |
Average DrawdownAverage peak-to-trough decline | -20.94% | -35.17% | +14.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.53% | 4.93% | +17.60% |
Volatility
WD vs. XLK - Volatility Comparison
Walker & Dunlop, Inc. (WD) has a higher volatility of 11.39% compared to State Street Technology Select Sector SPDR ETF (XLK) at 8.06%. This indicates that WD's price experiences larger fluctuations and is considered to be riskier than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| WD | XLK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.39% | 8.06% | +3.33% |
Volatility (6M)Calculated over the trailing 6-month period | 34.23% | 16.43% | +17.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.16% | 27.02% | +15.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.12% | 24.72% | +12.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.18% | 24.33% | +16.85% |