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XLK vs. PWV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLK vs. PWV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Technology Select Sector SPDR ETF (XLK) and Invesco Dynamic Large Cap Value ETF (PWV). 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 29.35% return, which is significantly higher than PWV's 18.38% return. Over the past 10 years, XLK has outperformed PWV with an annualized return of 24.88%, while PWV has yielded a comparatively lower 12.02% annualized return.


XLK

1D
0.23%
1M
1.52%
6M
27.43%
YTD
29.35%
1Y
45.99%
3Y*
30.12%
5Y*
20.60%
10Y*
24.88%

PWV

1D
0.24%
1M
3.10%
6M
16.12%
YTD
18.38%
1Y
28.07%
3Y*
21.08%
5Y*
14.39%
10Y*
12.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLK vs. PWV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLK
State Street Technology Select Sector SPDR ETF
29.35%24.61%21.63%56.02%-27.73%34.74%43.62%49.86%-1.68%34.26%
PWV
Invesco Dynamic Large Cap Value ETF
18.38%19.65%14.48%10.36%-1.16%29.06%-3.77%29.84%-14.12%16.98%

Correlation

The correlation between XLK and PWV is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.32

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

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2005

0.67

Over the past year, the correlation between XLK and PWV has dropped to 0.09 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

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Return for Risk

XLK vs. PWV — Risk / Return Rank

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

XLK
XLK Risk / Return Rank: 6868
Overall Rank
XLK Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XLK Sortino Ratio Rank: 6464
Sortino Ratio Rank
XLK Omega Ratio Rank: 6666
Omega Ratio Rank
XLK Calmar Ratio Rank: 7272
Calmar Ratio Rank
XLK Martin Ratio Rank: 6262
Martin Ratio Rank

PWV
PWV Risk / Return Rank: 9494
Overall Rank
PWV Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PWV Sortino Ratio Rank: 9494
Sortino Ratio Rank
PWV Omega Ratio Rank: 9292
Omega Ratio Rank
PWV Calmar Ratio Rank: 9595
Calmar Ratio Rank
PWV Martin Ratio Rank: 9595
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. PWV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Technology Select Sector SPDR ETF (XLK) and Invesco Dynamic Large Cap Value ETF (PWV). 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.


XLKPWVDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-1.67

Omega ratioGain probability vs. loss probability

1.32

1.50

-0.18

Calmar ratioReturn relative to maximum drawdown

2.86

6.74

-3.88

Martin ratioReturn relative to average drawdown

8.70

23.27

-14.57

XLK vs. PWV - Sharpe Ratio Comparison

The current XLK Sharpe Ratio is 1.88, which is lower than the PWV Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of XLK and PWV, 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. PWV - Drawdown Comparison

The maximum XLK drawdown since its inception was -82.05%, which is greater than PWV's maximum drawdown of -49.04%. Use the drawdown chart below to compare losses from any high point for XLK and PWV.


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Drawdown Indicators


XLKPWVDifference

Max Drawdown

Largest peak-to-trough decline

-82.05%

-49.04%

-33.01%

Max Drawdown (1Y)

Largest decline over 1 year

-15.92%

-4.05%

-11.87%

Max Drawdown (3Y)

Largest decline over 3 years

-25.66%

-14.31%

-11.35%

Max Drawdown (5Y)

Largest decline over 5 years

-33.56%

-16.36%

-17.20%

Max Drawdown (10Y)

Largest decline over 10 years

-33.56%

-37.67%

+4.11%

Current Drawdown

Current decline from peak

-6.16%

-0.49%

-5.67%

Average Drawdown

Average peak-to-trough decline

-34.85%

-9.46%

-25.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.23%

1.18%

+4.05%

Volatility

XLK vs. PWV - Volatility Comparison

State Street Technology Select Sector SPDR ETF (XLK) has a higher volatility of 10.98% compared to Invesco Dynamic Large Cap Value ETF (PWV) at 3.77%. This indicates that XLK's price experiences larger fluctuations and is considered to be riskier than PWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLKPWVDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.98%

3.77%

+7.21%

Volatility (6M)

Calculated over the trailing 6-month period

20.68%

7.26%

+13.42%

Volatility (1Y)

Calculated over the trailing 1-year period

24.26%

9.73%

+14.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.52%

14.32%

+11.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.77%

17.12%

+7.65%

XLK vs. PWV - Expense Ratio Comparison

XLK has a 0.08% expense ratio, which is lower than PWV's 0.58% expense ratio.


Dividends

XLK vs. PWV - Dividend Comparison

XLK's dividend yield for the trailing twelve months is around 0.43%, less than PWV's 1.70% yield.


PositionTTM20252024202320222021202020192018201720162015
PWV
Invesco Dynamic Large Cap Value ETF
1.70%2.12%2.08%2.16%2.29%1.89%2.66%2.24%2.34%1.55%2.35%2.42%
XLK
State Street Technology Select Sector SPDR ETF
0.43%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 PWV have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLK has higher volatility (10.98%) compared to PWV (3.77%). In terms of maximum drawdown, XLK dropped -82.05% vs PWV's -49.04%.

On 10-year performance, XLK leads with 24.88% vs 12.02% for PWV. On fees, XLK is cheaper at 0.08% per year. On volatility, PWV has been the lower-risk option at 3.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XLK has performed better with a 24.88% return vs 12.02%. 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 0.58% for PWV.

PWV has the higher dividend yield at 1.70%, compared with 0.43% for XLK.

XLK is categorized as Technology Equities, while PWV is Large Cap Value Equities. XLK tracks S&P Technology Select Sector Daily Capped 35/20 Index, while PWV tracks Dynamic Large Cap Value Intellidex Index (AMEX). They also come from different issuers: State Street and Invesco. Their fees differ too: 0.08% for XLK and 0.58% for PWV.

PWV currently has the higher Sharpe Ratio (2.81 vs 1.88), 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 PWV

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