XLKI vs. GLD

Last updated Apr 2, 2026

Compare and contrast key facts about State Street Technology Select Sector SPDR Premium Income ETF (XLKI) and SPDR Gold Shares (GLD).

XLKI and GLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLKI is an actively managed fund by State Street. It was launched on Jul 29, 2025. GLD is a passively managed fund by State Street that tracks the performance of the LBMA Gold Price PM. It was launched on Nov 18, 2004.

Performance

XLKI vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Technology Select Sector SPDR Premium Income ETF (XLKI) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

XLKI vs. GLD - Yearly Performance Comparison

	2026 (YTD)	2025
XLKI State Street Technology Select Sector SPDR Premium Income ETF	-1.78%	10.07%
GLD SPDR Gold Shares	10.47%	31.68%

Returns By Period

In the year-to-date period, XLKI achieves a -1.78% return, which is significantly lower than GLD's 10.47% return.

XLKI

• 1D: 1.47%
• 1M: -1.40%
• YTD: -1.78%
• 6M: 1.46%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GLD

• 1D: 1.75%
• 1M: -10.65%
• YTD: 10.47%
• 6M: 22.97%
• 1Y: 52.25%
• 3Y*: 33.69%
• 5Y*: 22.00%
• 10Y*: 14.11%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XLKI vs. GLD - Expense Ratio Comparison

XLKI has a 0.35% expense ratio, which is lower than GLD's 0.40% expense ratio.

GLD

SPDR Gold Shares

XLKI

State Street Technology Select Sector SPDR Premium Income ETF

Return for Risk

XLKI vs. GLD — Risk / Return Rank

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

GLD

GLD Risk / Return Rank: 85
GLD Sharpe Ratio Rank: 88
GLD Sortino Ratio Rank: 84
GLD Omega Ratio Rank: 85
GLD Calmar Ratio Rank: 86
GLD Martin Ratio Rank: 84

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.

XLKI vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Technology Select Sector SPDR Premium Income ETF (XLKI) and SPDR Gold Shares (GLD). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	XLKI	GLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.89	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.25	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.89	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	0.63	+0.09

Correlation

The correlation between XLKI and GLD is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

XLKI vs. GLD - Dividend Comparison

XLKI's dividend yield for the trailing twelve months is around 13.18%, while GLD has not paid dividends to shareholders.

	TTM	2025
XLKI State Street Technology Select Sector SPDR Premium Income ETF	13.18%	8.52%
GLD SPDR Gold Shares	0.00%	0.00%

Drawdowns

XLKI vs. GLD - Drawdown Comparison

The maximum XLKI drawdown since its inception was -10.24%, smaller than the maximum GLD drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for XLKI and GLD.

Drawdown Indicators

	XLKI	GLD	Difference
Max Drawdown Largest peak-to-trough decline	-10.24%	-45.56%	+35.32%
Max Drawdown (1Y) Largest decline over 1 year	—	-19.21%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.03%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-22.00%	—
Current Drawdown Current decline from peak	-5.19%	-11.71%	+6.52%
Average Drawdown Average peak-to-trough decline	-1.91%	-16.17%	+14.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.25%	—

Volatility

Volatility by Period

	XLKI	GLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	10.48%	—
Volatility (6M) Calculated over the trailing 6-month period	—	24.34%	—
Volatility (1Y) Calculated over the trailing 1-year period	17.26%	27.81%	-10.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.26%	17.75%	-0.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.26%	15.88%	+1.38%