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XLK vs. FSPTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XLK vs. FSPTX - Performance Comparison

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

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XLK vs. FSPTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLK
State Street Technology Select Sector SPDR ETF
-5.43%24.61%21.63%56.02%-27.73%34.74%43.62%49.86%-1.68%34.26%
FSPTX
Fidelity Select Technology Portfolio
-2.53%23.37%41.76%59.83%-36.91%21.99%63.95%51.08%-9.03%49.75%

Returns By Period

In the year-to-date period, XLK achieves a -5.43% return, which is significantly lower than FSPTX's -2.53% return. Over the past 10 years, XLK has underperformed FSPTX with an annualized return of 21.15%, while FSPTX has yielded a comparatively higher 23.03% annualized return.


XLK

1D
0.80%
1M
-0.98%
YTD
-5.43%
6M
-4.69%
1Y
30.55%
3Y*
22.58%
5Y*
15.84%
10Y*
21.15%

FSPTX

1D
1.53%
1M
-0.05%
YTD
-2.53%
6M
-2.34%
1Y
37.42%
3Y*
29.43%
5Y*
14.95%
10Y*
23.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XLK vs. FSPTX - Expense Ratio Comparison

XLK has a 0.08% expense ratio, which is lower than FSPTX's 0.67% expense ratio.


Return for Risk

XLK vs. FSPTX — Risk / Return Rank

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

XLK
XLK Risk / Return Rank: 6161
Overall Rank
XLK Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
XLK Sortino Ratio Rank: 6363
Sortino Ratio Rank
XLK Omega Ratio Rank: 6060
Omega Ratio Rank
XLK Calmar Ratio Rank: 6767
Calmar Ratio Rank
XLK Martin Ratio Rank: 5555
Martin Ratio Rank

FSPTX
FSPTX Risk / Return Rank: 7373
Overall Rank
FSPTX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FSPTX Sortino Ratio Rank: 6969
Sortino Ratio Rank
FSPTX Omega Ratio Rank: 6363
Omega Ratio Rank
FSPTX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FSPTX Martin Ratio Rank: 7878
Martin Ratio Rank
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. FSPTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Technology Select Sector SPDR ETF (XLK) and Fidelity Select Technology Portfolio (FSPTX). 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.


XLKFSPTXDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.32

-0.19

Sortino ratio

Return per unit of downside risk

1.71

1.96

-0.24

Omega ratio

Gain probability vs. loss probability

1.24

1.27

-0.03

Calmar ratio

Return relative to maximum drawdown

1.98

2.60

-0.62

Martin ratio

Return relative to average drawdown

6.27

8.88

-2.61

XLK vs. FSPTX - Sharpe Ratio Comparison

The current XLK Sharpe Ratio is 1.13, which is comparable to the FSPTX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of XLK and FSPTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XLKFSPTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.32

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.55

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.89

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.53

-0.17

Correlation

The correlation between XLK and FSPTX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XLK vs. FSPTX - Dividend Comparison

XLK's dividend yield for the trailing twelve months is around 0.56%, less than FSPTX's 9.30% yield.


TTM20252024202320222021202020192018201720162015
XLK
State Street Technology Select Sector SPDR ETF
0.56%0.54%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%
FSPTX
Fidelity Select Technology Portfolio
9.30%9.06%9.42%0.01%3.95%11.62%18.86%1.86%23.77%8.32%1.54%4.19%

Drawdowns

XLK vs. FSPTX - Drawdown Comparison

The maximum XLK drawdown since its inception was -82.05%, roughly equal to the maximum FSPTX drawdown of -84.37%. Use the drawdown chart below to compare losses from any high point for XLK and FSPTX.


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Drawdown Indicators


XLKFSPTXDifference

Max Drawdown

Largest peak-to-trough decline

-82.05%

-84.37%

+2.32%

Max Drawdown (1Y)

Largest decline over 1 year

-15.92%

-13.71%

-2.21%

Max Drawdown (5Y)

Largest decline over 5 years

-33.56%

-42.16%

+8.60%

Max Drawdown (10Y)

Largest decline over 10 years

-33.56%

-42.16%

+8.60%

Current Drawdown

Current decline from peak

-10.32%

-8.02%

-2.30%

Average Drawdown

Average peak-to-trough decline

-35.16%

-27.12%

-8.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.03%

4.53%

+0.50%

Volatility

XLK vs. FSPTX - Volatility Comparison

The current volatility for State Street Technology Select Sector SPDR ETF (XLK) is 7.96%, while Fidelity Select Technology Portfolio (FSPTX) has a volatility of 8.38%. This indicates that XLK experiences smaller price fluctuations and is considered to be less risky than FSPTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLKFSPTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.96%

8.38%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

16.48%

17.27%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

27.05%

29.42%

-2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.71%

27.26%

-2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.33%

25.85%

-1.52%