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XLK vs. PFIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLK vs. PFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Technology Select Sector SPDR ETF (XLK) and Simplify Interest Rate Hedge ETF (PFIX). 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 28.52% return, which is significantly higher than PFIX's -3.92% return.


XLK

1D
0.87%
1M
2.95%
YTD
28.52%
6M
28.96%
1Y
55.42%
3Y*
30.28%
5Y*
22.02%
10Y*
25.19%

PFIX

1D
-1.32%
1M
-5.62%
YTD
-3.92%
6M
-5.54%
1Y
-12.06%
3Y*
15.02%
5Y*
17.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLK vs. PFIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XLK
State Street Technology Select Sector SPDR ETF
28.52%24.61%21.63%56.02%-27.73%29.00%
PFIX
Simplify Interest Rate Hedge ETF
-3.92%0.42%35.94%5.67%92.05%-24.98%

Correlation

The correlation between XLK and PFIX is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.18

Correlation (3Y)
Calculated over the trailing 3-year period

-0.09

Correlation (5Y)
Calculated over the trailing 5-year period

-0.06

Correlation (All Time)
Calculated using the full available price history since May 11, 2021

-0.06

The correlation between XLK and PFIX shifts across timeframes, from -0.18 (1 year) to -0.06 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XLK vs. PFIX — Risk / Return Rank

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

XLK
XLK Risk / Return Rank: 7676
Overall Rank
XLK Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XLK Sortino Ratio Rank: 7676
Sortino Ratio Rank
XLK Omega Ratio Rank: 7878
Omega Ratio Rank
XLK Calmar Ratio Rank: 7575
Calmar Ratio Rank
XLK Martin Ratio Rank: 6868
Martin Ratio Rank

PFIX
PFIX Risk / Return Rank: 66
Overall Rank
PFIX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
PFIX Sortino Ratio Rank: 77
Sortino Ratio Rank
PFIX Omega Ratio Rank: 77
Omega Ratio Rank
PFIX Calmar Ratio Rank: 66
Calmar Ratio Rank
PFIX Martin Ratio Rank: 77
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. PFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Technology Select Sector SPDR ETF (XLK) and Simplify Interest Rate Hedge ETF (PFIX). 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.


XLKPFIXDifference
Sharpe ratioReturn per unit of total volatility

+2.71

Sortino ratioReturn per unit of downside risk

+3.21

Omega ratioGain probability vs. loss probability

1.39

0.97

+0.43

Calmar ratioReturn relative to maximum drawdown

3.36

-0.40

+3.76

Martin ratioReturn relative to average drawdown

10.85

-0.62

+11.47

XLK vs. PFIX - Sharpe Ratio Comparison

The current XLK Sharpe Ratio is 2.37, which is higher than the PFIX Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of XLK and PFIX, 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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Drawdowns

XLK vs. PFIX - Drawdown Comparison

The maximum XLK drawdown since its inception was -82.05%, which is greater than PFIX's maximum drawdown of -36.17%. Use the drawdown chart below to compare losses from any high point for XLK and PFIX.


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Drawdown Indicators


XLKPFIXDifference

Max Drawdown

Largest peak-to-trough decline

-82.05%

-36.17%

-45.88%

Max Drawdown (1Y)

Largest decline over 1 year

-15.92%

-25.64%

+9.72%

Max Drawdown (3Y)

Largest decline over 3 years

-25.66%

-36.17%

+10.51%

Max Drawdown (5Y)

Largest decline over 5 years

-33.56%

-36.17%

+2.61%

Max Drawdown (10Y)

Largest decline over 10 years

-33.56%

Current Drawdown

Current decline from peak

-6.77%

-20.78%

+14.01%

Average Drawdown

Average peak-to-trough decline

-34.93%

-17.13%

-17.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

16.52%

-11.60%

Volatility

XLK vs. PFIX - Volatility Comparison

State Street Technology Select Sector SPDR ETF (XLK) has a higher volatility of 10.86% compared to Simplify Interest Rate Hedge ETF (PFIX) at 8.38%. This indicates that XLK's price experiences larger fluctuations and is considered to be riskier than PFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLKPFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.86%

8.38%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

18.92%

21.22%

-2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

22.55%

30.44%

-7.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.18%

38.52%

-13.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.64%

38.29%

-13.65%

XLK vs. PFIX - Expense Ratio Comparison

XLK has a 0.08% expense ratio, which is lower than PFIX's 0.50% expense ratio.


Dividends

XLK vs. PFIX - Dividend Comparison

XLK's dividend yield for the trailing twelve months is around 0.41%, less than PFIX's 10.11% yield.


PositionTTM20252024202320222021202020192018201720162015
PFIX
Simplify Interest Rate Hedge ETF
10.11%9.92%3.40%87.92%0.63%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 PFIX have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLK has higher volatility (10.86%) compared to PFIX (8.38%). In terms of maximum drawdown, XLK dropped -82.05% vs PFIX's -36.17%.

On 5-year performance, XLK leads with 22.02% vs 17.43% for PFIX. On fees, XLK is cheaper at 0.08% per year. On volatility, PFIX has been the lower-risk option at 8.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, XLK has performed better with a 22.02% return vs 17.43%. 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 0.50% for PFIX.

PFIX has the higher dividend yield at 10.11%, compared with 0.41% for XLK.

XLK is categorized as Technology Equities, while PFIX is Hedge Fund. They also come from different issuers: State Street and Simplify. Their fees differ too: 0.08% for XLK and 0.50% for PFIX.

XLK currently has the higher Sharpe Ratio (2.37 vs -0.34), 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.

Portfolio Optimizer

Find the right allocation for XLK and PFIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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