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XLK vs. SGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLK vs. SGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Technology Select Sector SPDR ETF (XLK) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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 SGOV's 1.56% 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%

SGOV

1D
0.01%
1M
0.28%
YTD
1.56%
6M
1.80%
1Y
3.95%
3Y*
4.70%
5Y*
3.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLK vs. SGOV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XLK
State Street Technology Select Sector SPDR ETF
28.09%24.61%21.63%56.02%-27.73%34.74%35.10%
SGOV
iShares 0-3 Month Treasury Bond ETF
1.56%4.24%5.27%5.12%1.58%0.04%0.04%

Correlation

The correlation between XLK and SGOV is -0.15, 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

-0.15

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

-0.03

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

-0.00

Correlation (All Time)
Calculated using the full available price history since May 28, 2020

-0.00

The correlation between XLK and SGOV shifts across timeframes, from -0.15 (1 year) to -0.00 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XLK vs. SGOV — 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

SGOV
SGOV Risk / Return Rank: 100100
Overall Rank
SGOV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SGOV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SGOV Omega Ratio Rank: 100100
Omega Ratio Rank
SGOV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SGOV Martin Ratio Rank: 100100
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. SGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Technology Select Sector SPDR ETF (XLK) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.


XLKSGOVDifference
Sharpe ratioReturn per unit of total volatility

-17.75

Sortino ratioReturn per unit of downside risk

-272.63

Omega ratioGain probability vs. loss probability

1.42

195.55

-194.13

Calmar ratioReturn relative to maximum drawdown

3.50

398.20

-394.70

Martin ratioReturn relative to average drawdown

11.58

4,461.99

-4,450.41

XLK vs. SGOV - Sharpe Ratio Comparison

The current XLK Sharpe Ratio is 2.53, which is lower than the SGOV Sharpe Ratio of 20.28. The chart below compares the historical Sharpe Ratios of XLK and SGOV, 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


XLKSGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

20.28

-17.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

14.78

-13.89

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

12.50

-12.10

Drawdowns

XLK vs. SGOV - Drawdown Comparison

The maximum XLK drawdown since its inception was -82.05%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for XLK and SGOV.


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Drawdown Indicators


XLKSGOVDifference

Max Drawdown

Largest peak-to-trough decline

-82.05%

-0.03%

-82.02%

Max Drawdown (1Y)

Largest decline over 1 year

-15.92%

-0.01%

-15.91%

Max Drawdown (3Y)

Largest decline over 3 years

-25.66%

-0.01%

-25.65%

Max Drawdown (5Y)

Largest decline over 5 years

-33.56%

-0.03%

-33.53%

Max Drawdown (10Y)

Largest decline over 10 years

-33.56%

Current Drawdown

Current decline from peak

-7.08%

0.00%

-7.08%

Average Drawdown

Average peak-to-trough decline

-34.95%

-0.00%

-34.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.80%

0.00%

+4.80%

Volatility

XLK vs. SGOV - Volatility Comparison

State Street Technology Select Sector SPDR ETF (XLK) has a higher volatility of 10.42% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that XLK's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLKSGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.42%

0.06%

+10.36%

Volatility (6M)

Calculated over the trailing 6-month period

18.32%

0.13%

+18.19%

Volatility (1Y)

Calculated over the trailing 1-year period

22.08%

0.20%

+21.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.10%

0.24%

+24.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.60%

0.24%

+24.36%

XLK vs. SGOV - Expense Ratio Comparison

XLK has a 0.08% expense ratio, which is lower than SGOV's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XLK vs. SGOV - Dividend Comparison

XLK's dividend yield for the trailing twelve months is around 0.41%, less than SGOV's 3.85% yield.


PositionTTM20252024202320222021202020192018201720162015
SGOV
iShares 0-3 Month Treasury Bond ETF
3.85%4.10%5.10%4.87%1.45%0.03%0.05%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 SGOV have a correlation of -0.15, 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 SGOV (0.06%). In terms of maximum drawdown, XLK dropped -82.05% vs SGOV's -0.03%.

On 5-year performance, XLK leads with 22.26% vs 3.55% for SGOV. On fees, XLK is cheaper at 0.08% per year. On volatility, SGOV has been the lower-risk option at 0.06%. 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 22.26% return vs 3.55%. 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 0.09% for SGOV.

SGOV has the higher dividend yield at 3.85%, compared with 0.41% for XLK.

XLK is categorized as Technology Equities, while SGOV is Ultrashort Bond. XLK tracks S&P Technology Select Sector Daily Capped 35/20 Index, while SGOV tracks ICE 0-3 Month US Treasury Securities Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.08% for XLK and 0.09% for SGOV.

SGOV currently has the higher Sharpe Ratio (20.28 vs 2.53), 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

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