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XLK vs. CAIQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLK vs. CAIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Technology Select Sector SPDR ETF (XLK) and Calamos Nasdaq Autocallable Income ETF (CAIQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XLK achieves a 33.38% return, which is significantly higher than CAIQ's 12.96% return.


XLK

1D
3.78%
1M
8.81%
YTD
33.38%
6M
35.15%
1Y
61.29%
3Y*
31.25%
5Y*
22.96%
10Y*
25.75%

CAIQ

1D
0.83%
1M
1.36%
YTD
12.96%
6M
14.11%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLK vs. CAIQ - Yearly Performance Comparison


Correlation

The correlation between XLK and CAIQ is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 20, 2025

0.85

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Return for Risk

XLK vs. CAIQ — Risk / Return Rank

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

XLK
XLK Risk / Return Rank: 8282
Overall Rank
XLK Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XLK Sortino Ratio Rank: 8383
Sortino Ratio Rank
XLK Omega Ratio Rank: 8383
Omega Ratio Rank
XLK Calmar Ratio Rank: 8282
Calmar Ratio Rank
XLK Martin Ratio Rank: 7474
Martin Ratio Rank

CAIQ

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

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.

XLK vs. CAIQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Technology Select Sector SPDR ETF (XLK) and Calamos Nasdaq Autocallable Income ETF (CAIQ). 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.


XLKCAIQDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.44

Calmar ratioReturn relative to maximum drawdown

3.87

Martin ratioReturn relative to average drawdown

12.48

XLK vs. CAIQ - Sharpe Ratio Comparison


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Drawdowns

XLK vs. CAIQ - Drawdown Comparison

The maximum XLK drawdown since its inception was -82.05%, which is greater than CAIQ's maximum drawdown of -9.06%. Use the drawdown chart below to compare losses from any high point for XLK and CAIQ.


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Drawdown Indicators


XLKCAIQDifference

Max Drawdown

Largest peak-to-trough decline

-82.05%

-9.06%

-72.99%

Max Drawdown (1Y)

Largest decline over 1 year

-15.92%

Max Drawdown (3Y)

Largest decline over 3 years

-25.66%

Max Drawdown (5Y)

Largest decline over 5 years

-33.56%

Max Drawdown (10Y)

Largest decline over 10 years

-33.56%

Current Drawdown

Current decline from peak

-3.24%

-0.52%

-2.72%

Average Drawdown

Average peak-to-trough decline

-34.92%

-1.70%

-33.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

Volatility

XLK vs. CAIQ - Volatility Comparison


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Volatility by Period


XLKCAIQDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.35%

Volatility (6M)

Calculated over the trailing 6-month period

19.24%

Volatility (1Y)

Calculated over the trailing 1-year period

22.81%

13.91%

+8.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.24%

13.91%

+11.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.68%

13.91%

+10.77%

XLK vs. CAIQ - Expense Ratio Comparison

XLK has a 0.08% expense ratio, which is lower than CAIQ's 0.74% expense ratio.


Dividends

XLK vs. CAIQ - Dividend Comparison

XLK's dividend yield for the trailing twelve months is around 0.40%, less than CAIQ's 8.50% yield.


PositionTTM20252024202320222021202020192018201720162015
CAIQ
Calamos Nasdaq Autocallable Income ETF
8.50%1.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLK
State Street Technology Select Sector SPDR ETF
0.40%0.54%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%

Frequently Asked Questions


XLK and CAIQ have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLK is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLK is cheaper with a 0.08% expense ratio, compared with 0.74% for CAIQ.

CAIQ has the higher dividend yield at 8.50%, compared with 0.40% for XLK.

XLK is categorized as Technology Equities, while CAIQ is Nasdaq-100. XLK tracks S&P Technology Select Sector Daily Capped 35/20 Index, while CAIQ tracks MerQube Nasdaq-100 Vol Advantage Autocallable Index. They also come from different issuers: State Street and Calamos. Their fees differ too: 0.08% for XLK and 0.74% for CAIQ.

Portfolio Optimizer

Find the right allocation for XLK and CAIQ

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