XNTK vs. SCHD
Compare and contrast key facts about SPDR NYSE Technology ETF (XNTK) and Schwab US Dividend Equity ETF (SCHD).
XNTK and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XNTK is a passively managed fund by State Street that tracks the performance of the NYSE Technology Index. It was launched on Sep 25, 2000. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both XNTK and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XNTK or SCHD.
Performance
XNTK vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, XNTK achieves a 25.31% return, which is significantly higher than SCHD's 18.85% return. Over the past 10 years, XNTK has outperformed SCHD with an annualized return of 19.04%, while SCHD has yielded a comparatively lower 11.69% annualized return.
XNTK
25.31%
3.85%
9.85%
34.63%
22.28%
19.04%
SCHD
18.85%
3.78%
14.95%
27.79%
13.14%
11.69%
Key characteristics
| XNTK | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.57 | 2.49 |
| Sortino Ratio | 2.10 | 3.58 |
| Omega Ratio | 1.28 | 1.44 |
| Calmar Ratio | 2.05 | 3.79 |
| Martin Ratio | 7.19 | 13.58 |
| Ulcer Index | 4.82% | 2.05% |
| Daily Std Dev | 22.03% | 11.15% |
| Max Drawdown | -76.26% | -33.37% |
| Current Drawdown | -1.37% | 0.00% |
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XNTK vs. SCHD - Expense Ratio Comparison
XNTK has a 0.35% expense ratio, which is higher than SCHD's 0.06% expense ratio.
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.
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.
Dividends
XNTK vs. SCHD - Dividend Comparison
XNTK's dividend yield for the trailing twelve months is around 0.40%, less than SCHD's 3.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XNTK SPDR NYSE Technology ETF | 0.40% | 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 | 3.33% | 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.
Volatility
XNTK vs. SCHD - Volatility Comparison
SPDR NYSE Technology ETF (XNTK) has a higher volatility of 5.49% compared to Schwab US Dividend Equity ETF (SCHD) at 3.67%. 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.