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WFH vs. XLKI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WFH vs. XLKI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Work From Home ETF (WFH) and State Street Technology Select Sector SPDR Premium Income ETF (XLKI). The values are adjusted to include any dividend payments, if applicable.

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WFH vs. XLKI - Yearly Performance Comparison


Returns By Period


WFH

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

XLKI

1D
4.09%
1M
-2.71%
YTD
-3.20%
6M
0.42%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WFH vs. XLKI - Expense Ratio Comparison

WFH has a 0.45% expense ratio, which is higher than XLKI's 0.35% expense ratio.


Return for Risk

WFH vs. XLKI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Work From Home ETF (WFH) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

WFH vs. XLKI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WFHXLKIDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

Correlation

The correlation between WFH and XLKI is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WFH vs. XLKI - Dividend Comparison

WFH's dividend yield for the trailing twelve months is around 0.91%, less than XLKI's 11.86% yield.


TTM202520242023202220212020
WFH
Direxion Work From Home ETF
0.91%0.94%0.50%0.67%0.42%0.79%0.86%
XLKI
State Street Technology Select Sector SPDR Premium Income ETF
11.86%8.52%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WFH vs. XLKI - Drawdown Comparison


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Drawdown Indicators


WFHXLKIDifference

Max Drawdown

Largest peak-to-trough decline

-10.24%

Current Drawdown

Current decline from peak

-6.57%

Average Drawdown

Average peak-to-trough decline

-1.89%

Volatility

WFH vs. XLKI - Volatility Comparison


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Volatility by Period


WFHXLKIDifference

Volatility (1Y)

Calculated over the trailing 1-year period

17.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.22%