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

Correlation

The correlation between XNTK and SCHD is 0.62, 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.


-0.50.00.51.00.6

Performance

XNTK vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR NYSE Technology ETF (XNTK) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
5.86%
7.11%
XNTK
SCHD

Key characteristics

Sharpe Ratio

XNTK:

1.22

SCHD:

1.02

Sortino Ratio

XNTK:

1.69

SCHD:

1.51

Omega Ratio

XNTK:

1.22

SCHD:

1.18

Calmar Ratio

XNTK:

1.62

SCHD:

1.55

Martin Ratio

XNTK:

5.66

SCHD:

5.23

Ulcer Index

XNTK:

4.82%

SCHD:

2.21%

Daily Std Dev

XNTK:

22.42%

SCHD:

11.28%

Max Drawdown

XNTK:

-76.26%

SCHD:

-33.37%

Current Drawdown

XNTK:

-3.43%

SCHD:

-7.44%

Returns By Period

In the year-to-date period, XNTK achieves a 26.42% return, which is significantly higher than SCHD's 10.68% return. Over the past 10 years, XNTK has outperformed SCHD with an annualized return of 18.96%, while SCHD has yielded a comparatively lower 10.89% annualized return.


XNTK

YTD

26.42%

1M

2.25%

6M

4.76%

1Y

26.36%

5Y*

21.04%

10Y*

18.96%

SCHD

YTD

10.68%

1M

-5.06%

6M

7.69%

1Y

10.91%

5Y*

10.81%

10Y*

10.89%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XNTK vs. SCHD - Expense Ratio Comparison

XNTK has a 0.35% expense ratio, which is higher than SCHD's 0.06% expense ratio.


XNTK
SPDR NYSE Technology ETF
Expense ratio chart for XNTK: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

XNTK vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR NYSE Technology ETF (XNTK) and Schwab US Dividend Equity ETF (SCHD). 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.


Sharpe ratio
The chart of Sharpe ratio for XNTK, currently valued at 1.22, compared to the broader market0.002.004.001.221.02
The chart of Sortino ratio for XNTK, currently valued at 1.69, compared to the broader market-2.000.002.004.006.008.0010.001.691.51
The chart of Omega ratio for XNTK, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.18
The chart of Calmar ratio for XNTK, currently valued at 1.62, compared to the broader market0.005.0010.0015.001.621.55
The chart of Martin ratio for XNTK, currently valued at 5.66, compared to the broader market0.0020.0040.0060.0080.00100.005.665.23
XNTK
SCHD

The current XNTK Sharpe Ratio is 1.22, which is comparable to the SCHD Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of XNTK and SCHD, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.22
1.02
XNTK
SCHD

Dividends

XNTK vs. SCHD - Dividend Comparison

XNTK's dividend yield for the trailing twelve months is around 0.33%, less than SCHD's 3.67% yield.


TTM20232022202120202019201820172016201520142013
XNTK
SPDR NYSE Technology ETF
0.33%0.34%0.85%0.34%0.30%0.61%29.64%1.29%0.81%0.93%0.87%1.05%
SCHD
Schwab US Dividend Equity ETF
3.67%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

XNTK vs. SCHD - Drawdown Comparison

The maximum XNTK drawdown since its inception was -76.26%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for XNTK and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.43%
-7.44%
XNTK
SCHD

Volatility

XNTK vs. SCHD - Volatility Comparison

SPDR NYSE Technology ETF (XNTK) has a higher volatility of 5.47% compared to Schwab US Dividend Equity ETF (SCHD) at 3.57%. This indicates that XNTK's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.47%
3.57%
XNTK
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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