XNTK vs. IDGT

Last updated Jun 5, 2026

XNTK (SPDR NYSE Technology ETF) and IDGT (iShares U.S. Digital Infrastructure and Real Estate ETF) are both Technology Equities funds - XNTK tracks the NYSE Technology Index while IDGT tracks the S&P Data Center, Tower REIT and Communications Equipment Index - Benchmark TR Gross. Both are passively managed. Over the past 10 years, XNTK returned 25.57%/yr vs 14.39%/yr for IDGT. A 0.78 correlation means they provide meaningful diversification when combined. XNTK charges 0.35%/yr vs 0.41%/yr for IDGT.

Performance

XNTK vs. IDGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR NYSE Technology ETF (XNTK) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). 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 lower than IDGT's 54.64% return. Over the past 10 years, XNTK has outperformed IDGT with an annualized return of 25.57%, while IDGT has yielded a comparatively lower 14.39% annualized 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%

IDGT

• 1D: 0.48%
• 1M: 7.28%
• YTD: 54.64%
• 6M: 51.00%
• 1Y: 62.97%
• 3Y*: 26.10%
• 5Y*: 13.41%
• 10Y*: 14.39%

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

XNTK vs. IDGT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XNTK SPDR NYSE Technology ETF	37.92%	38.06%	23.49%	70.13%	-41.07%	17.63%	73.91%	38.08%	-7.13%	40.37%
IDGT iShares U.S. Digital Infrastructure and Real Estate ETF	54.64%	6.79%	26.71%	-6.09%	-17.90%	42.14%	8.78%	17.39%	-1.97%	11.81%

Correlation

The correlation between XNTK and IDGT is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (10Y) Calculated over the trailing 10-year period	0.70
Correlation (All Time) Calculated using the full available price history since Jul 16, 2001	0.78

The correlation between XNTK and IDGT shifts across timeframes, from 0.66 (3 years) to 0.78 (all time), reflecting how their relationship changes across market environments.

XNTK vs. IDGT - Sectors Allocation Comparison

Sectors	XNTK	IDGT
Technology	80.9%	60.7%
Communication Services	9.8%	4.8%
Consumer Cyclical	9.3%	-
Basic Materials	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-
Healthcare	-	-
Industrials	-	-
Real Estate	-	34.3%
Utilities	-	-

Return for Risk

XNTK vs. IDGT — 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

IDGT

IDGT Risk / Return Rank: 90
IDGT Sharpe Ratio Rank: 91
IDGT Sortino Ratio Rank: 88
IDGT Omega Ratio Rank: 86
IDGT Calmar Ratio Rank: 94
IDGT Martin Ratio Rank: 92

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. IDGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR NYSE Technology ETF (XNTK) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). 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	IDGT	Difference
Sharpe ratio: Return per unit of total volatility	3.19	3.11	+0.08
Sortino ratio: Return per unit of downside risk	3.80	3.94	-0.14
Omega ratio: Gain probability vs. loss probability	1.51	1.52	-0.01
Calmar ratio: Return relative to maximum drawdown	4.37	7.49	-3.12
Martin ratio: Return relative to average drawdown	14.56	22.44	-7.88
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. IDGT - Sharpe Ratio Comparison

The current XNTK Sharpe Ratio is 3.19, which is comparable to the IDGT Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of XNTK and IDGT, 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	IDGT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.19	3.11	+0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.58	+0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.96	0.62	+0.34
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.18	+0.26

Drawdowns

XNTK vs. IDGT - Drawdown Comparison

The maximum XNTK drawdown since its inception was -72.38%, smaller than the maximum IDGT drawdown of -77.95%. Use the drawdown chart below to compare losses from any high point for XNTK and IDGT.

Drawdown Indicators

	XNTK	IDGT	Difference
Max Drawdown Largest peak-to-trough decline	-72.38%	-77.95%	+5.57%
Max Drawdown (1Y) Largest decline over 1 year	-17.00%	-8.45%	-8.55%
Max Drawdown (3Y) Largest decline over 3 years	-28.11%	-23.74%	-4.37%
Max Drawdown (5Y) Largest decline over 5 years	-48.28%	-35.83%	-12.45%
Max Drawdown (10Y) Largest decline over 10 years	-48.28%	-36.88%	-11.40%
Current Drawdown Current decline from peak	-1.07%	-1.10%	+0.03%
Average Drawdown Average peak-to-trough decline	-21.30%	-19.91%	-1.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.09%	2.82%	+2.27%

Volatility

XNTK vs. IDGT - Volatility Comparison

SPDR NYSE Technology ETF (XNTK) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) have volatilities of 7.65% and 7.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XNTK	IDGT	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.65%	7.78%	-0.13%
Volatility (6M) Calculated over the trailing 6-month period	18.06%	16.35%	+1.71%
Volatility (1Y) Calculated over the trailing 1-year period	23.31%	20.37%	+2.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.90%	23.19%	+4.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.63%	23.29%	+3.34%

XNTK vs. IDGT - Expense Ratio Comparison

XNTK has a 0.35% expense ratio, which is lower than IDGT's 0.41% expense ratio.

Dividends

XNTK vs. IDGT - Dividend Comparison

XNTK's dividend yield for the trailing twelve months is around 0.17%, less than IDGT's 0.72% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDGT iShares U.S. Digital Infrastructure and Real Estate ETF	0.72%	1.17%	1.64%	0.37%	0.30%	0.28%	0.60%	0.42%	0.65%	0.57%	0.75%	0.72%
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 IDGT in my portfolio?

XNTK and IDGT have a correlation of 0.69, 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 IDGT?

IDGT has higher volatility (7.78%) compared to XNTK (7.65%). In terms of maximum drawdown, XNTK dropped -72.38% vs IDGT's -77.95%.

Which ETF is better, XNTK or IDGT?

On 10-year performance, XNTK leads with 25.57% vs 14.39% for IDGT. On fees, XNTK is cheaper at 0.35% per year. On volatility, XNTK has been the lower-risk option at 7.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XNTK or IDGT?

Over the 10-year period, XNTK has performed better with a 25.57% return vs 14.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XNTK or IDGT?

XNTK is cheaper with a 0.35% expense ratio, compared with 0.41% for IDGT.

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

IDGT has the higher dividend yield at 0.72%, compared with 0.17% for XNTK.

What is the main difference between XNTK and IDGT?

XNTK tracks NYSE Technology Index, while IDGT tracks S&P Data Center, Tower REIT and Communications Equipment Index - Benchmark TR Gross. They also come from different issuers: State Street and iShares. Their fees differ too: 0.35% for XNTK and 0.41% for IDGT.

Which has better risk-adjusted returns?

XNTK currently has the higher Sharpe Ratio (3.19 vs 3.11), 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.