XNTK vs. VTI
Compare and contrast key facts about SPDR NYSE Technology ETF (XNTK) and Vanguard Total Stock Market ETF (VTI).
XNTK and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both XNTK and VTI 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 VTI.
Performance
XNTK vs. VTI - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with XNTK having a 22.80% return and VTI slightly higher at 23.63%. Over the past 10 years, XNTK has outperformed VTI with an annualized return of 18.87%, while VTI has yielded a comparatively lower 12.59% annualized return.
XNTK
22.80%
1.08%
9.27%
34.05%
21.63%
18.87%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| XNTK | VTI | |
|---|---|---|
| Sharpe Ratio | 1.53 | 2.58 |
| Sortino Ratio | 2.05 | 3.45 |
| Omega Ratio | 1.27 | 1.48 |
| Calmar Ratio | 2.00 | 3.76 |
| Martin Ratio | 7.01 | 16.56 |
| Ulcer Index | 4.81% | 1.95% |
| Daily Std Dev | 22.07% | 12.51% |
| Max Drawdown | -76.26% | -55.45% |
| Current Drawdown | -3.34% | -2.43% |
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XNTK vs. VTI - Expense Ratio Comparison
XNTK has a 0.35% expense ratio, which is higher than VTI's 0.03% expense ratio.
Correlation
The correlation between XNTK and VTI is 0.81, 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.
Risk-Adjusted Performance
XNTK vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR NYSE Technology ETF (XNTK) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
XNTK's dividend yield for the trailing twelve months is around 0.41%, less than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XNTK SPDR NYSE Technology ETF | 0.41% | 0.34% | 0.85% | 0.34% | 0.30% | 0.61% | 29.64% | 1.29% | 0.81% | 0.93% | 0.87% | 1.05% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
XNTK vs. VTI - Drawdown Comparison
The maximum XNTK drawdown since its inception was -76.26%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for XNTK and VTI. For additional features, visit the drawdowns tool.
Volatility
XNTK vs. VTI - Volatility Comparison
SPDR NYSE Technology ETF (XNTK) has a higher volatility of 5.67% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that XNTK's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.