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XLK vs. GRNY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLK vs. GRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Technology Select Sector SPDR ETF (XLK) and Fundstrat Granny Shots U.S. Large Cap ETF (GRNY). 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 28.09% return, which is significantly higher than GRNY's 9.21% return.


XLK

1D
2.15%
1M
4.93%
YTD
28.09%
6M
25.10%
1Y
55.42%
3Y*
31.33%
5Y*
22.26%
10Y*
25.04%

GRNY

1D
0.52%
1M
0.19%
YTD
9.21%
6M
7.56%
1Y
26.59%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLK vs. GRNY - Yearly Performance Comparison


2026 (YTD)20252024
XLK
State Street Technology Select Sector SPDR ETF
28.09%24.61%-1.90%
GRNY
Fundstrat Granny Shots U.S. Large Cap ETF
9.21%24.05%-1.09%

Correlation

The correlation between XLK and GRNY is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2024

0.87

The correlation between XLK and GRNY has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.

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Return for Risk

XLK vs. GRNY — Risk / Return Rank

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

XLK
XLK Risk / Return Rank: 7777
Overall Rank
XLK Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XLK Sortino Ratio Rank: 7676
Sortino Ratio Rank
XLK Omega Ratio Rank: 7979
Omega Ratio Rank
XLK Calmar Ratio Rank: 7676
Calmar Ratio Rank
XLK Martin Ratio Rank: 6969
Martin Ratio Rank

GRNY
GRNY Risk / Return Rank: 4747
Overall Rank
GRNY Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GRNY Sortino Ratio Rank: 4545
Sortino Ratio Rank
GRNY Omega Ratio Rank: 4444
Omega Ratio Rank
GRNY Calmar Ratio Rank: 5151
Calmar Ratio Rank
GRNY Martin Ratio Rank: 4646
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. GRNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Technology Select Sector SPDR ETF (XLK) and Fundstrat Granny Shots U.S. Large Cap ETF (GRNY). 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.


XLKGRNYDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.42

1.26

+0.16

Calmar ratioReturn relative to maximum drawdown

3.50

2.30

+1.20

Martin ratioReturn relative to average drawdown

11.58

7.00

+4.58

XLK vs. GRNY - Sharpe Ratio Comparison

The current XLK Sharpe Ratio is 2.53, which is higher than the GRNY Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of XLK and GRNY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XLKGRNYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

1.50

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.89

-0.48

Drawdowns

XLK vs. GRNY - Drawdown Comparison

The maximum XLK drawdown since its inception was -82.05%, which is greater than GRNY's maximum drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for XLK and GRNY.


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Drawdown Indicators


XLKGRNYDifference

Max Drawdown

Largest peak-to-trough decline

-82.05%

-24.18%

-57.87%

Max Drawdown (1Y)

Largest decline over 1 year

-15.92%

-11.63%

-4.29%

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

-7.08%

-2.59%

-4.49%

Average Drawdown

Average peak-to-trough decline

-34.95%

-4.01%

-30.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.80%

3.81%

+0.99%

Volatility

XLK vs. GRNY - Volatility Comparison

State Street Technology Select Sector SPDR ETF (XLK) has a higher volatility of 10.42% compared to Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) at 5.02%. This indicates that XLK's price experiences larger fluctuations and is considered to be riskier than GRNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLKGRNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.42%

5.02%

+5.40%

Volatility (6M)

Calculated over the trailing 6-month period

18.32%

13.09%

+5.23%

Volatility (1Y)

Calculated over the trailing 1-year period

22.08%

17.86%

+4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.10%

23.25%

+1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.60%

23.25%

+1.35%

XLK vs. GRNY - Expense Ratio Comparison

XLK has a 0.08% expense ratio, which is lower than GRNY's 0.75% expense ratio.


Dividends

XLK vs. GRNY - Dividend Comparison

XLK's dividend yield for the trailing twelve months is around 0.41%, while GRNY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GRNY
Fundstrat Granny Shots U.S. Large Cap ETF
0.00%0.00%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
0.41%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 GRNY have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLK has higher volatility (10.42%) compared to GRNY (5.02%). In terms of maximum drawdown, XLK dropped -82.05% vs GRNY's -24.18%.

On 1-year performance, XLK leads with 55.42% vs 26.59% for GRNY. On fees, XLK is cheaper at 0.08% per year. On volatility, GRNY has been the lower-risk option at 5.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XLK has performed better with a 55.42% return vs 26.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLK is cheaper with a 0.08% expense ratio, compared with 0.75% for GRNY.

XLK has the higher dividend yield at 0.41%, compared with 0.00% for GRNY.

XLK is categorized as Technology Equities, while GRNY is Large Cap Blend Equities. They also come from different issuers: State Street and Tidal ETFs. Their fees differ too: 0.08% for XLK and 0.75% for GRNY.

XLK currently has the higher Sharpe Ratio (2.53 vs 1.50), 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.

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