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XNTK vs. FDN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XNTK and FDN is 0.80, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

XNTK vs. FDN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR NYSE Technology ETF (XNTK) and First Trust Dow Jones Internet Index (FDN). The values are adjusted to include any dividend payments, if applicable.

900.00%1,000.00%1,100.00%1,200.00%1,300.00%NovemberDecember2025FebruaryMarchApril
1,081.49%
1,021.69%
XNTK
FDN

Key characteristics

Sharpe Ratio

XNTK:

0.42

FDN:

0.62

Sortino Ratio

XNTK:

0.80

FDN:

1.00

Omega Ratio

XNTK:

1.11

FDN:

1.14

Calmar Ratio

XNTK:

0.46

FDN:

0.58

Martin Ratio

XNTK:

1.57

FDN:

2.08

Ulcer Index

XNTK:

8.29%

FDN:

7.50%

Daily Std Dev

XNTK:

30.82%

FDN:

25.40%

Max Drawdown

XNTK:

-76.26%

FDN:

-61.55%

Current Drawdown

XNTK:

-14.79%

FDN:

-14.15%

Returns By Period

In the year-to-date period, XNTK achieves a -3.36% return, which is significantly higher than FDN's -5.75% return. Over the past 10 years, XNTK has outperformed FDN with an annualized return of 17.89%, while FDN has yielded a comparatively lower 13.04% annualized return.


XNTK

YTD

-3.36%

1M

-3.27%

6M

-2.51%

1Y

13.35%

5Y*

19.15%

10Y*

17.89%

FDN

YTD

-5.75%

1M

-1.73%

6M

5.17%

1Y

17.56%

5Y*

9.83%

10Y*

13.04%

*Annualized

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XNTK vs. FDN - Expense Ratio Comparison

XNTK has a 0.35% expense ratio, which is lower than FDN's 0.52% expense ratio.


Expense ratio chart for FDN: current value is 0.52%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDN: 0.52%
Expense ratio chart for XNTK: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XNTK: 0.35%

Risk-Adjusted Performance

XNTK vs. FDN — Risk-Adjusted Performance Rank

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

XNTK
The Risk-Adjusted Performance Rank of XNTK is 5454
Overall Rank
The Sharpe Ratio Rank of XNTK is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of XNTK is 5656
Sortino Ratio Rank
The Omega Ratio Rank of XNTK is 5454
Omega Ratio Rank
The Calmar Ratio Rank of XNTK is 5858
Calmar Ratio Rank
The Martin Ratio Rank of XNTK is 5151
Martin Ratio Rank

FDN
The Risk-Adjusted Performance Rank of FDN is 6464
Overall Rank
The Sharpe Ratio Rank of FDN is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FDN is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FDN is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FDN is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FDN is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XNTK vs. FDN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR NYSE Technology ETF (XNTK) and First Trust Dow Jones Internet Index (FDN). 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.


The chart of Sharpe ratio for XNTK, currently valued at 0.42, compared to the broader market-1.000.001.002.003.004.00
XNTK: 0.42
FDN: 0.62
The chart of Sortino ratio for XNTK, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.00
XNTK: 0.80
FDN: 1.00
The chart of Omega ratio for XNTK, currently valued at 1.11, compared to the broader market0.501.001.502.00
XNTK: 1.11
FDN: 1.14
The chart of Calmar ratio for XNTK, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.00
XNTK: 0.46
FDN: 0.58
The chart of Martin ratio for XNTK, currently valued at 1.57, compared to the broader market0.0020.0040.0060.00
XNTK: 1.57
FDN: 2.08

The current XNTK Sharpe Ratio is 0.42, which is lower than the FDN Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of XNTK and FDN, 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.42
0.62
XNTK
FDN

Dividends

XNTK vs. FDN - Dividend Comparison

XNTK's dividend yield for the trailing twelve months is around 0.40%, while FDN has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
XNTK
SPDR NYSE Technology ETF
0.40%0.42%0.34%0.85%0.34%0.30%0.61%29.64%1.29%0.81%0.93%0.87%
FDN
First Trust Dow Jones Internet Index
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XNTK vs. FDN - Drawdown Comparison

The maximum XNTK drawdown since its inception was -76.26%, which is greater than FDN's maximum drawdown of -61.55%. Use the drawdown chart below to compare losses from any high point for XNTK and FDN. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.79%
-14.15%
XNTK
FDN

Volatility

XNTK vs. FDN - Volatility Comparison

SPDR NYSE Technology ETF (XNTK) has a higher volatility of 19.49% compared to First Trust Dow Jones Internet Index (FDN) at 16.32%. This indicates that XNTK's price experiences larger fluctuations and is considered to be riskier than FDN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.49%
16.32%
XNTK
FDN