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XNTK vs. RSPC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XNTK vs. RSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR NYSE Technology ETF (XNTK) and Invesco S&P 500 Equal Weight Communication Services ETF (RSPC). The values are adjusted to include any dividend payments, if applicable.

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XNTK vs. RSPC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XNTK
SPDR NYSE Technology ETF
-8.10%38.06%23.49%70.13%-41.07%17.63%73.91%38.08%-5.58%
RSPC
Invesco S&P 500 Equal Weight Communication Services ETF
-5.88%18.44%17.98%17.92%-29.00%14.55%22.14%21.35%-11.38%

Returns By Period

In the year-to-date period, XNTK achieves a -8.10% return, which is significantly lower than RSPC's -5.88% return.


XNTK

1D
4.55%
1M
-4.88%
YTD
-8.10%
6M
-6.14%
1Y
33.43%
3Y*
28.62%
5Y*
11.89%
10Y*
20.88%

RSPC

1D
1.44%
1M
-4.64%
YTD
-5.88%
6M
-8.79%
1Y
7.43%
3Y*
12.34%
5Y*
1.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XNTK vs. RSPC - Expense Ratio Comparison

XNTK has a 0.35% expense ratio, which is lower than RSPC's 0.40% expense ratio.


Return for Risk

XNTK vs. RSPC — Risk / Return Rank

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

XNTK
XNTK Risk / Return Rank: 7171
Overall Rank
XNTK Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
XNTK Sortino Ratio Rank: 7272
Sortino Ratio Rank
XNTK Omega Ratio Rank: 6969
Omega Ratio Rank
XNTK Calmar Ratio Rank: 7777
Calmar Ratio Rank
XNTK Martin Ratio Rank: 6666
Martin Ratio Rank

RSPC
RSPC Risk / Return Rank: 2727
Overall Rank
RSPC Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
RSPC Sortino Ratio Rank: 2525
Sortino Ratio Rank
RSPC Omega Ratio Rank: 2525
Omega Ratio Rank
RSPC Calmar Ratio Rank: 3434
Calmar Ratio Rank
RSPC Martin Ratio Rank: 2626
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.

XNTK vs. RSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR NYSE Technology ETF (XNTK) and Invesco S&P 500 Equal Weight Communication Services ETF (RSPC). 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.


XNTKRSPCDifference

Sharpe ratio

Return per unit of total volatility

1.16

0.43

+0.73

Sortino ratio

Return per unit of downside risk

1.74

0.73

+1.01

Omega ratio

Gain probability vs. loss probability

1.24

1.10

+0.15

Calmar ratio

Return relative to maximum drawdown

1.94

0.82

+1.12

Martin ratio

Return relative to average drawdown

6.20

1.96

+4.24

XNTK vs. RSPC - Sharpe Ratio Comparison

The current XNTK Sharpe Ratio is 1.16, which is higher than the RSPC Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of XNTK and RSPC, 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


XNTKRSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.43

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.06

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.34

+0.04

Correlation

The correlation between XNTK and RSPC is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XNTK vs. RSPC - Dividend Comparison

XNTK's dividend yield for the trailing twelve months is around 0.25%, less than RSPC's 1.73% yield.


TTM20252024202320222021202020192018201720162015
XNTK
SPDR NYSE Technology ETF
0.25%0.23%0.42%0.34%0.85%0.34%0.30%0.61%29.64%1.29%0.81%0.93%
RSPC
Invesco S&P 500 Equal Weight Communication Services ETF
1.73%1.66%1.03%0.98%1.45%1.10%1.05%0.90%0.24%0.00%0.00%0.00%

Drawdowns

XNTK vs. RSPC - Drawdown Comparison

The maximum XNTK drawdown since its inception was -72.38%, which is greater than RSPC's maximum drawdown of -38.03%. Use the drawdown chart below to compare losses from any high point for XNTK and RSPC.


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Drawdown Indicators


XNTKRSPCDifference

Max Drawdown

Largest peak-to-trough decline

-72.38%

-38.03%

-34.35%

Max Drawdown (1Y)

Largest decline over 1 year

-17.00%

-10.94%

-6.06%

Max Drawdown (5Y)

Largest decline over 5 years

-48.28%

-37.96%

-10.32%

Max Drawdown (10Y)

Largest decline over 10 years

-48.28%

Current Drawdown

Current decline from peak

-13.23%

-8.79%

-4.44%

Average Drawdown

Average peak-to-trough decline

-21.43%

-12.83%

-8.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.32%

4.57%

+0.75%

Volatility

XNTK vs. RSPC - Volatility Comparison

SPDR NYSE Technology ETF (XNTK) has a higher volatility of 8.87% compared to Invesco S&P 500 Equal Weight Communication Services ETF (RSPC) at 3.70%. This indicates that XNTK's price experiences larger fluctuations and is considered to be riskier than RSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XNTKRSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.87%

3.70%

+5.17%

Volatility (6M)

Calculated over the trailing 6-month period

18.57%

9.26%

+9.31%

Volatility (1Y)

Calculated over the trailing 1-year period

28.96%

17.33%

+11.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.76%

18.58%

+9.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.47%

20.92%

+5.55%