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

Correlation

The correlation between XNTK and VGT is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

XNTK vs. VGT - Performance Comparison

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

900.00%1,000.00%1,100.00%1,200.00%1,300.00%1,400.00%1,500.00%NovemberDecember2025FebruaryMarchApril
1,040.89%
1,241.63%
XNTK
VGT

Key characteristics

Sharpe Ratio

XNTK:

0.42

VGT:

0.37

Sortino Ratio

XNTK:

0.80

VGT:

0.71

Omega Ratio

XNTK:

1.11

VGT:

1.10

Calmar Ratio

XNTK:

0.46

VGT:

0.41

Martin Ratio

XNTK:

1.57

VGT:

1.41

Ulcer Index

XNTK:

8.29%

VGT:

7.90%

Daily Std Dev

XNTK:

30.82%

VGT:

29.95%

Max Drawdown

XNTK:

-76.26%

VGT:

-54.63%

Current Drawdown

XNTK:

-14.79%

VGT:

-15.44%

Returns By Period

In the year-to-date period, XNTK achieves a -3.36% return, which is significantly higher than VGT's -11.99% return. Both investments have delivered pretty close results over the past 10 years, with XNTK having a 17.89% annualized return and VGT not far ahead at 18.64%.


XNTK

YTD

-3.36%

1M

-3.27%

6M

-2.51%

1Y

13.35%

5Y*

19.15%

10Y*

17.89%

VGT

YTD

-11.99%

1M

-2.96%

6M

-8.98%

1Y

10.91%

5Y*

19.45%

10Y*

18.64%

*Annualized

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XNTK vs. VGT - Expense Ratio Comparison

XNTK has a 0.35% expense ratio, which is higher than VGT's 0.10% expense ratio.


Expense ratio chart for XNTK: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XNTK: 0.35%
Expense ratio chart for VGT: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGT: 0.10%

Risk-Adjusted Performance

XNTK vs. VGT — Risk-Adjusted Performance Rank

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

XNTK
The Risk-Adjusted Performance Rank of XNTK is 5454
Overall Rank
The Sharpe Ratio Rank of XNTK is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of XNTK is 5656
Sortino Ratio Rank
The Omega Ratio Rank of XNTK is 5454
Omega Ratio Rank
The Calmar Ratio Rank of XNTK is 5858
Calmar Ratio Rank
The Martin Ratio Rank of XNTK is 5151
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5050
Overall Rank
The Sharpe Ratio Rank of VGT is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5050
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 5050
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5353
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XNTK vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR NYSE Technology ETF (XNTK) and Vanguard Information Technology ETF (VGT). 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.


The chart of Sharpe ratio for XNTK, currently valued at 0.42, compared to the broader market-1.000.001.002.003.004.00
XNTK: 0.42
VGT: 0.37
The chart of Sortino ratio for XNTK, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.00
XNTK: 0.80
VGT: 0.71
The chart of Omega ratio for XNTK, currently valued at 1.11, compared to the broader market0.501.001.502.00
XNTK: 1.11
VGT: 1.10
The chart of Calmar ratio for XNTK, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.00
XNTK: 0.46
VGT: 0.41
The chart of Martin ratio for XNTK, currently valued at 1.57, compared to the broader market0.0020.0040.0060.00
XNTK: 1.57
VGT: 1.41

The current XNTK Sharpe Ratio is 0.42, which is comparable to the VGT Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of XNTK and VGT, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.42
0.37
XNTK
VGT

Dividends

XNTK vs. VGT - Dividend Comparison

XNTK's dividend yield for the trailing twelve months is around 0.40%, less than VGT's 0.58% yield.


TTM20242023202220212020201920182017201620152014
XNTK
SPDR NYSE Technology ETF
0.40%0.42%0.34%0.85%0.34%0.30%0.61%29.64%1.29%0.81%0.93%0.87%
VGT
Vanguard Information Technology ETF
0.58%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

XNTK vs. VGT - Drawdown Comparison

The maximum XNTK drawdown since its inception was -76.26%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for XNTK and VGT. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.79%
-15.44%
XNTK
VGT

Volatility

XNTK vs. VGT - Volatility Comparison

SPDR NYSE Technology ETF (XNTK) and Vanguard Information Technology ETF (VGT) have volatilities of 19.49% and 19.16%, 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.49%
19.16%
XNTK
VGT