XITK vs. ASMH

Last updated Jul 17, 2026

XITK (SPDR FactSet Innovative Technology ETF) and ASMH (ASML Holding NV ADR Hedged ETF) are both Technology Equities funds - XITK tracks the FactSet Innovative Technology Index while ASMH tracks the ASML Holding NV Sponsored ADR. Both are passively managed. Over the past year, XITK returned -1.66% vs 143.52% for ASMH. At a 0.43 correlation, their price movements are largely independent. XITK charges 0.45%/yr vs 0.19%/yr for ASMH.

Performance

XITK vs. ASMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR FactSet Innovative Technology ETF (XITK) and ASML Holding NV ADR Hedged ETF (ASMH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XITK achieves a 2.43% return, which is significantly lower than ASMH's 71.44% return.

XITK

• 1D: -2.62%
• 1M: -5.67%
• 6M: 2.27%
• YTD: 2.43%
• 1Y: -1.66%
• 3Y*: 8.89%
• 5Y*: -3.10%
• 10Y*: 12.77%

ASMH

• 1D: -2.11%
• 1M: 0.25%
• 6M: 36.58%
• YTD: 71.44%
• 1Y: 143.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XITK vs. ASMH - Yearly Performance Comparison

	2026 (YTD)	2025
XITK SPDR FactSet Innovative Technology ETF	2.43%	18.02%
ASMH ASML Holding NV ADR Hedged ETF	71.44%	59.22%

Correlation

The correlation between XITK and ASMH is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (All Time) Calculated using the full available price history since Apr 23, 2025	0.43

Return for Risk

XITK vs. ASMH — Risk / Return Rank

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

XITK

XITK Risk / Return Rank: 9
XITK Sharpe Ratio Rank: 9
XITK Sortino Ratio Rank: 9
XITK Omega Ratio Rank: 9
XITK Calmar Ratio Rank: 9
XITK Martin Ratio Rank: 9

ASMH

ASMH Risk / Return Rank: 95
ASMH Sharpe Ratio Rank: 97
ASMH Sortino Ratio Rank: 93
ASMH Omega Ratio Rank: 89
ASMH Calmar Ratio Rank: 98
ASMH Martin Ratio Rank: 96

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.

XITK vs. ASMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR FactSet Innovative Technology ETF (XITK) and ASML Holding NV ADR Hedged ETF (ASMH). 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.

	XITK	ASMH	Difference
Sharpe ratio: Return per unit of total volatility	-0.06	3.37	-3.43
Sortino ratio: Return per unit of downside risk	0.12	3.73	-3.61
Omega ratio: Gain probability vs. loss probability	1.01	1.45	-0.44
Calmar ratio: Return relative to maximum drawdown	-0.06	9.79	-9.85
Martin ratio: Return relative to average drawdown	-0.13	28.17	-28.31

XITK vs. ASMH - Sharpe Ratio Comparison

The current XITK Sharpe Ratio is -0.06, which is lower than the ASMH Sharpe Ratio of 3.37. The chart below compares the historical Sharpe Ratios of XITK and ASMH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XITK vs. ASMH - Drawdown Comparison

The maximum XITK drawdown since its inception was -65.56%, which is greater than ASMH's maximum drawdown of -15.89%. Use the drawdown chart below to compare losses from any high point for XITK and ASMH.

Drawdown Indicators

	XITK	ASMH	Difference
Max Drawdown Largest peak-to-trough decline	-65.56%	-15.89%	-49.67%
Max Drawdown (1Y) Largest decline over 1 year	-28.03%	-14.75%	-13.28%
Max Drawdown (3Y) Largest decline over 3 years	-28.18%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-61.53%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-65.56%	—	—
Current Drawdown Current decline from peak	-30.16%	-10.51%	-19.65%
Average Drawdown Average peak-to-trough decline	-22.13%	-4.41%	-17.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.36%	5.17%	+7.19%

Volatility

XITK vs. ASMH - Volatility Comparison

The current volatility for SPDR FactSet Innovative Technology ETF (XITK) is 9.66%, while ASML Holding NV ADR Hedged ETF (ASMH) has a volatility of 18.11%. This indicates that XITK experiences smaller price fluctuations and is considered to be less risky than ASMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XITK	ASMH	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.66%	18.11%	-8.45%
Volatility (6M) Calculated over the trailing 6-month period	24.80%	34.14%	-9.34%
Volatility (1Y) Calculated over the trailing 1-year period	28.67%	43.78%	-15.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.03%	41.26%	-8.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.66%	41.26%	-11.60%

XITK vs. ASMH - Expense Ratio Comparison

XITK has a 0.45% expense ratio, which is higher than ASMH's 0.19% expense ratio.

Dividends

XITK vs. ASMH - Dividend Comparison

XITK has not paid dividends to shareholders, while ASMH's dividend yield for the trailing twelve months is around 1.63%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
ASMH ASML Holding NV ADR Hedged ETF	1.63%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XITK SPDR FactSet Innovative Technology ETF	0.00%	0.00%	0.00%	0.08%	0.11%	0.00%	0.06%	0.14%	1.50%	1.74%	1.88%

Frequently Asked Questions

Can I hold both XITK and ASMH in my portfolio?

XITK and ASMH have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XITK or ASMH?

ASMH has higher volatility (18.11%) compared to XITK (9.66%). In terms of maximum drawdown, XITK dropped -65.56% vs ASMH's -15.89%.

Which ETF is better, XITK or ASMH?

On 1-year performance, ASMH leads with 143.52% vs -1.66% for XITK. On fees, ASMH is cheaper at 0.19% per year. On volatility, XITK has been the lower-risk option at 9.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XITK or ASMH?

Over the 1-year period, ASMH has performed better with a 143.52% return vs -1.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XITK or ASMH?

ASMH is cheaper with a 0.19% expense ratio, compared with 0.45% for XITK.

Which ETF pays a higher dividend yield, XITK or ASMH?

ASMH has the higher dividend yield at 1.63%, compared with 0.00% for XITK.

What is the main difference between XITK and ASMH?

XITK tracks FactSet Innovative Technology Index, while ASMH tracks ASML Holding NV Sponsored ADR. They also come from different issuers: State Street and Precidian Funds. Their fees differ too: 0.45% for XITK and 0.19% for ASMH.

Which has better risk-adjusted returns?

ASMH currently has the higher Sharpe Ratio (3.37 vs -0.06), 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.