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XLSR vs. XLK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

XLSR vs. XLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSGA US Sector Rotation ETF (XLSR) and Technology Select Sector SPDR Fund (XLK). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.07%
7.81%
XLSR
XLK

Returns By Period

In the year-to-date period, XLSR achieves a 18.17% return, which is significantly lower than XLK's 20.71% return.


XLSR

YTD

18.17%

1M

2.17%

6M

8.06%

1Y

24.30%

5Y (annualized)

13.14%

10Y (annualized)

N/A

XLK

YTD

20.71%

1M

-0.37%

6M

7.81%

1Y

26.58%

5Y (annualized)

22.92%

10Y (annualized)

20.26%

Key characteristics


XLSRXLK
Sharpe Ratio1.811.18
Sortino Ratio2.441.64
Omega Ratio1.341.22
Calmar Ratio2.341.51
Martin Ratio9.995.19
Ulcer Index2.40%4.92%
Daily Std Dev13.26%21.69%
Max Drawdown-32.94%-82.05%
Current Drawdown-0.81%-2.65%

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XLSR vs. XLK - Expense Ratio Comparison

XLSR has a 0.70% expense ratio, which is higher than XLK's 0.13% expense ratio.


XLSR
SPDR SSGA US Sector Rotation ETF
Expense ratio chart for XLSR: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for XLK: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Correlation

-0.50.00.51.00.9

The correlation between XLSR and XLK is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

XLSR vs. XLK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA US Sector Rotation ETF (XLSR) and Technology Select Sector SPDR Fund (XLK). 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.


Sharpe ratio
The chart of Sharpe ratio for XLSR, currently valued at 1.81, compared to the broader market0.002.004.001.811.18
The chart of Sortino ratio for XLSR, currently valued at 2.44, compared to the broader market-2.000.002.004.006.008.0010.0012.002.441.64
The chart of Omega ratio for XLSR, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.22
The chart of Calmar ratio for XLSR, currently valued at 2.34, compared to the broader market0.005.0010.0015.002.341.51
The chart of Martin ratio for XLSR, currently valued at 9.99, compared to the broader market0.0020.0040.0060.0080.00100.009.995.19
XLSR
XLK

The current XLSR Sharpe Ratio is 1.81, which is higher than the XLK Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of XLSR and XLK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.81
1.18
XLSR
XLK

Dividends

XLSR vs. XLK - Dividend Comparison

XLSR's dividend yield for the trailing twelve months is around 0.53%, less than XLK's 0.67% yield.


TTM20232022202120202019201820172016201520142013
XLSR
SPDR SSGA US Sector Rotation ETF
0.53%1.04%1.79%6.06%1.25%0.94%0.00%0.00%0.00%0.00%0.00%0.00%
XLK
Technology Select Sector SPDR Fund
0.67%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%

Drawdowns

XLSR vs. XLK - Drawdown Comparison

The maximum XLSR drawdown since its inception was -32.94%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for XLSR and XLK. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.81%
-2.65%
XLSR
XLK

Volatility

XLSR vs. XLK - Volatility Comparison

The current volatility for SPDR SSGA US Sector Rotation ETF (XLSR) is 3.68%, while Technology Select Sector SPDR Fund (XLK) has a volatility of 6.36%. This indicates that XLSR experiences smaller price fluctuations and is considered to be less risky than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
3.68%
6.36%
XLSR
XLK