XNTK vs. CRTC

Last updated Jun 5, 2026

XNTK (SPDR NYSE Technology ETF) and CRTC (Xtrackers US National Critical Technologies ETF) are both Technology Equities funds - XNTK tracks the NYSE Technology Index while CRTC tracks the Solactive Whitney U.S. Critical Technologies Index. Both are passively managed. Over the past year, XNTK returned 73.92% vs 24.34% for CRTC. Their correlation of 0.87 suggests significant overlap in exposure. Both charge a 0.35% expense ratio.

Performance

XNTK vs. CRTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR NYSE Technology ETF (XNTK) and Xtrackers US National Critical Technologies ETF (CRTC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XNTK achieves a 37.92% return, which is significantly higher than CRTC's 9.32% return.

XNTK

• 1D: -1.00%
• 1M: 18.67%
• YTD: 37.92%
• 6M: 36.17%
• 1Y: 73.92%
• 3Y*: 42.75%
• 5Y*: 21.11%
• 10Y*: 25.57%

CRTC

• 1D: 0.67%
• 1M: 5.40%
• YTD: 9.32%
• 6M: 9.09%
• 1Y: 24.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XNTK vs. CRTC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
XNTK SPDR NYSE Technology ETF	37.92%	38.06%	23.49%	9.17%
CRTC Xtrackers US National Critical Technologies ETF	9.32%	18.69%	18.05%	7.18%

Correlation

The correlation between XNTK and CRTC is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (All Time) Calculated using the full available price history since Nov 17, 2023	0.87

The correlation between XNTK and CRTC has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.

XNTK vs. CRTC - Sectors Allocation Comparison

Sectors	XNTK	CRTC
Technology	80.9%	33.5%
Communication Services	9.8%	16.0%
Consumer Cyclical	9.3%	6.3%
Basic Materials	-	2.6%
Consumer Defensive	-	0.0%
Energy	-	7.1%
Financial Services	-	0.2%
Healthcare	-	14.1%
Industrials	-	14.1%
Real Estate	-	0.1%
Utilities	-	6.0%

Return for Risk

XNTK vs. CRTC — Risk / Return Rank

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

XNTK

XNTK Risk / Return Rank: 84
XNTK Sharpe Ratio Rank: 91
XNTK Sortino Ratio Rank: 86
XNTK Omega Ratio Rank: 84
XNTK Calmar Ratio Rank: 83
XNTK Martin Ratio Rank: 77

CRTC

CRTC Risk / Return Rank: 56
CRTC Sharpe Ratio Rank: 58
CRTC Sortino Ratio Rank: 55
CRTC Omega Ratio Rank: 54
CRTC Calmar Ratio Rank: 56
CRTC Martin Ratio Rank: 58

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.

XNTK vs. CRTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR NYSE Technology ETF (XNTK) and Xtrackers US National Critical Technologies ETF (CRTC). 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.

	XNTK	CRTC	Difference
Sharpe ratio: Return per unit of total volatility	3.19	1.91	+1.27
Sortino ratio: Return per unit of downside risk	3.80	2.61	+1.19
Omega ratio: Gain probability vs. loss probability	1.51	1.33	+0.18
Calmar ratio: Return relative to maximum drawdown	4.37	2.70	+1.67
Martin ratio: Return relative to average drawdown	14.56	10.11	+4.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XNTK vs. CRTC - Sharpe Ratio Comparison

The current XNTK Sharpe Ratio is 3.19, which is higher than the CRTC Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of XNTK and CRTC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XNTK	CRTC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.19	1.91	+1.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.96	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	1.38	-0.93

Drawdowns

XNTK vs. CRTC - Drawdown Comparison

The maximum XNTK drawdown since its inception was -72.38%, which is greater than CRTC's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for XNTK and CRTC.

Drawdown Indicators

	XNTK	CRTC	Difference
Max Drawdown Largest peak-to-trough decline	-72.38%	-19.07%	-53.31%
Max Drawdown (1Y) Largest decline over 1 year	-17.00%	-9.05%	-7.95%
Max Drawdown (3Y) Largest decline over 3 years	-28.11%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-48.28%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-48.28%	—	—
Current Drawdown Current decline from peak	-1.07%	-0.61%	-0.46%
Average Drawdown Average peak-to-trough decline	-21.30%	-2.13%	-19.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.09%	2.41%	+2.68%

Volatility

XNTK vs. CRTC - Volatility Comparison

SPDR NYSE Technology ETF (XNTK) has a higher volatility of 7.65% compared to Xtrackers US National Critical Technologies ETF (CRTC) at 3.23%. This indicates that XNTK's price experiences larger fluctuations and is considered to be riskier than CRTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XNTK	CRTC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.65%	3.23%	+4.42%
Volatility (6M) Calculated over the trailing 6-month period	18.06%	9.65%	+8.41%
Volatility (1Y) Calculated over the trailing 1-year period	23.31%	12.77%	+10.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.90%	15.72%	+12.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.63%	15.72%	+10.91%

XNTK vs. CRTC - Expense Ratio Comparison

Both XNTK and CRTC have an expense ratio of 0.35%.

Dividends

XNTK vs. CRTC - Dividend Comparison

XNTK's dividend yield for the trailing twelve months is around 0.17%, less than CRTC's 0.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CRTC Xtrackers US National Critical Technologies ETF	0.99%	1.03%	1.13%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XNTK SPDR NYSE Technology ETF	0.17%	0.23%	0.42%	0.34%	0.85%	0.34%	0.30%	0.61%	29.64%	1.29%	0.81%	0.93%

Frequently Asked Questions

Can I hold both XNTK and CRTC in my portfolio?

XNTK and CRTC have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XNTK or CRTC?

XNTK has higher volatility (7.65%) compared to CRTC (3.23%). In terms of maximum drawdown, XNTK dropped -72.38% vs CRTC's -19.07%.

Which ETF is better, XNTK or CRTC?

On 1-year performance, XNTK leads with 73.92% vs 24.34% for CRTC. Both ETFs have the same 0.35% expense ratio. On volatility, CRTC has been the lower-risk option at 3.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XNTK or CRTC?

Over the 1-year period, XNTK has performed better with a 73.92% return vs 24.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XNTK or CRTC?

XNTK and CRTC have the same expense ratio: 0.35% per year.

Which ETF pays a higher dividend yield, XNTK or CRTC?

CRTC has the higher dividend yield at 0.99%, compared with 0.17% for XNTK.

What is the main difference between XNTK and CRTC?

XNTK tracks NYSE Technology Index, while CRTC tracks Solactive Whitney U.S. Critical Technologies Index. They also come from different issuers: State Street and Xtrackers.

Which has better risk-adjusted returns?

XNTK currently has the higher Sharpe Ratio (3.19 vs 1.91), 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.