XNTK vs. GXPT
XNTK (State Street SPDR NYSE Technology ETF) and GXPT (Global X PureCap MSCI Information Technology ETF) are both Technology Equities funds - XNTK tracks the NYSE Technology Index while GXPT tracks the MSCI USA Information Technology PureCap Index. Both are passively managed. Their correlation of 0.89 suggests significant overlap in exposure. XNTK charges 0.35%/yr vs 0.15%/yr for GXPT.
Performance
XNTK vs. GXPT - Performance Comparison
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Returns By Period
In the year-to-date period, XNTK achieves a 32.72% return, which is significantly higher than GXPT's 16.86% return.
XNTK
- 1D
- -5.42%
- 1M
- 5.72%
- YTD
- 32.72%
- 6M
- 30.83%
- 1Y
- 62.72%
- 3Y*
- 39.51%
- 5Y*
- 19.21%
- 10Y*
- 25.67%
GXPT
- 1D
- -3.44%
- 1M
- -0.96%
- YTD
- 16.86%
- 6M
- 15.57%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XNTK vs. GXPT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XNTK State Street SPDR NYSE Technology ETF | 32.72% | 16.55% |
GXPT Global X PureCap MSCI Information Technology ETF | 16.86% | 11.47% |
Correlation
The correlation between XNTK and GXPT is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025 | 0.89 |
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Return for Risk
XNTK vs. GXPT — Risk / Return Rank
XNTK
GXPT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XNTK vs. GXPT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR NYSE Technology ETF (XNTK) and Global X PureCap MSCI Information Technology ETF (GXPT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XNTK | GXPT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.40 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.71 | — | — |
| Martin ratioReturn relative to average drawdown | 12.03 | — | — |
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Drawdowns
XNTK vs. GXPT - Drawdown Comparison
The maximum XNTK drawdown since its inception was -72.38%, which is greater than GXPT's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for XNTK and GXPT.
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Drawdown Indicators
| XNTK | GXPT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.38% | -18.74% | -53.64% |
Max Drawdown (1Y)Largest decline over 1 year | -17.00% | — | — |
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 DrawdownCurrent decline from peak | -5.42% | -8.72% | +3.30% |
Average DrawdownAverage peak-to-trough decline | -21.26% | -5.04% | -16.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.23% | — | — |
Volatility
XNTK vs. GXPT - Volatility Comparison
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Volatility by Period
| XNTK | GXPT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.84% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 22.07% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 26.71% | 22.91% | +3.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.52% | 22.91% | +5.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.92% | 22.91% | +4.01% |
XNTK vs. GXPT - Expense Ratio Comparison
XNTK has a 0.35% expense ratio, which is higher than GXPT's 0.15% expense ratio.
Dividends
XNTK vs. GXPT - Dividend Comparison
XNTK's dividend yield for the trailing twelve months is around 0.15%, more than GXPT's 0.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GXPT Global X PureCap MSCI Information Technology ETF | 0.12% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XNTK State Street SPDR NYSE Technology ETF | 0.15% | 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
XNTK and GXPT have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GXPT is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GXPT is cheaper with a 0.15% expense ratio, compared with 0.35% for XNTK.
XNTK has the higher dividend yield at 0.15%, compared with 0.12% for GXPT.
XNTK tracks NYSE Technology Index, while GXPT tracks MSCI USA Information Technology PureCap Index. They also come from different issuers: State Street and Global X. Their fees differ too: 0.35% for XNTK and 0.15% for GXPT.
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