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XMAG vs. SPXT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XMAG vs. SPXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Large Cap ex-Mag 7 ETF (XMAG) and ProShares S&P 500 Ex-Technology ETF (SPXT). The values are adjusted to include any dividend payments, if applicable.

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XMAG vs. SPXT - Yearly Performance Comparison


2026 (YTD)20252024
XMAG
Defiance Large Cap ex-Mag 7 ETF
-1.56%15.63%-1.67%
SPXT
ProShares S&P 500 Ex-Technology ETF
-2.11%15.10%0.58%

Returns By Period

In the year-to-date period, XMAG achieves a -1.56% return, which is significantly higher than SPXT's -2.11% return.


XMAG

1D
2.57%
1M
-4.91%
YTD
-1.56%
6M
0.82%
1Y
13.36%
3Y*
5Y*
10Y*

SPXT

1D
2.14%
1M
-5.77%
YTD
-2.11%
6M
1.29%
1Y
12.86%
3Y*
15.27%
5Y*
9.42%
10Y*
11.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XMAG vs. SPXT - Expense Ratio Comparison

XMAG has a 0.35% expense ratio, which is higher than SPXT's 0.27% expense ratio.


Return for Risk

XMAG vs. SPXT — Risk / Return Rank

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

XMAG
XMAG Risk / Return Rank: 5454
Overall Rank
XMAG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XMAG Sortino Ratio Rank: 4949
Sortino Ratio Rank
XMAG Omega Ratio Rank: 5151
Omega Ratio Rank
XMAG Calmar Ratio Rank: 5555
Calmar Ratio Rank
XMAG Martin Ratio Rank: 6767
Martin Ratio Rank

SPXT
SPXT Risk / Return Rank: 5252
Overall Rank
SPXT Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SPXT Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPXT Omega Ratio Rank: 5151
Omega Ratio Rank
SPXT Calmar Ratio Rank: 5252
Calmar Ratio Rank
SPXT Martin Ratio Rank: 6161
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.

XMAG vs. SPXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Large Cap ex-Mag 7 ETF (XMAG) and ProShares S&P 500 Ex-Technology ETF (SPXT). 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.


XMAGSPXTDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.82

0.00

Sortino ratio

Return per unit of downside risk

1.25

1.25

0.00

Omega ratio

Gain probability vs. loss probability

1.18

1.18

0.00

Calmar ratio

Return relative to maximum drawdown

1.29

1.23

+0.06

Martin ratio

Return relative to average drawdown

6.26

5.69

+0.57

XMAG vs. SPXT - Sharpe Ratio Comparison

The current XMAG Sharpe Ratio is 0.82, which is comparable to the SPXT Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of XMAG and SPXT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XMAGSPXTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.82

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.70

-0.17

Correlation

The correlation between XMAG and SPXT is 0.91, 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.


Dividends

XMAG vs. SPXT - Dividend Comparison

XMAG's dividend yield for the trailing twelve months is around 0.52%, less than SPXT's 1.46% yield.


TTM20252024202320222021202020192018201720162015
XMAG
Defiance Large Cap ex-Mag 7 ETF
0.52%0.51%0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPXT
ProShares S&P 500 Ex-Technology ETF
1.46%1.38%1.29%1.53%1.86%1.15%1.63%1.63%2.03%1.55%2.67%0.56%

Drawdowns

XMAG vs. SPXT - Drawdown Comparison

The maximum XMAG drawdown since its inception was -16.17%, smaller than the maximum SPXT drawdown of -34.38%. Use the drawdown chart below to compare losses from any high point for XMAG and SPXT.


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Drawdown Indicators


XMAGSPXTDifference

Max Drawdown

Largest peak-to-trough decline

-16.17%

-34.38%

+18.21%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

-11.19%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-21.47%

Max Drawdown (10Y)

Largest decline over 10 years

-34.38%

Current Drawdown

Current decline from peak

-4.91%

-5.77%

+0.86%

Average Drawdown

Average peak-to-trough decline

-2.30%

-4.19%

+1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

2.42%

-0.11%

Volatility

XMAG vs. SPXT - Volatility Comparison

Defiance Large Cap ex-Mag 7 ETF (XMAG) has a higher volatility of 4.64% compared to ProShares S&P 500 Ex-Technology ETF (SPXT) at 4.28%. This indicates that XMAG's price experiences larger fluctuations and is considered to be riskier than SPXT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMAGSPXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

4.28%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

8.02%

+0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

16.35%

15.81%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

14.72%

+0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.48%

16.22%

-0.74%