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XITK vs. QLD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

XITK vs. QLD - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%OctoberNovemberDecember2025FebruaryMarch
250.09%
1,092.52%
XITK
QLD

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Risk-Adjusted Performance

XITK vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR FactSet Innovative Technology ETF (XITK) and undefined (undefined). 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.


Sharpe ratio
The chart of Sharpe ratio for XITK, currently valued at 0.54, compared to the broader market-1.000.001.002.003.004.005.000.540.44
The chart of Sortino ratio for XITK, currently valued at 0.87, compared to the broader market-2.000.002.004.006.008.0010.0012.000.870.80
The chart of Omega ratio for XITK, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.10
The chart of Calmar ratio for XITK, currently valued at 0.25, compared to the broader market0.005.0010.0015.0020.000.250.62
The chart of Martin ratio for XITK, currently valued at 2.30, compared to the broader market0.0020.0040.0060.0080.00100.002.301.83
XITK
QLD


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2025FebruaryMarch
0.54
0.44
XITK
QLD

Drawdowns

XITK vs. QLD - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-36.79%
-18.16%
XITK
QLD

Volatility

XITK vs. QLD - Volatility Comparison

The current volatility for SPDR FactSet Innovative Technology ETF (XITK) is 7.59%, while undefined (QLD) has a volatility of 12.34%. This indicates that XITK experiences smaller price fluctuations and is considered to be less risky than QLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%OctoberNovemberDecember2025FebruaryMarch
7.59%
12.34%
XITK
QLD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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