PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
XT vs. KOMP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


XTKOMP
YTD Return-5.63%-2.21%
1Y Return3.69%9.80%
3Y Return (Ann)-4.71%-10.22%
5Y Return (Ann)8.67%7.48%
Sharpe Ratio0.140.40
Daily Std Dev18.55%21.05%
Max Drawdown-34.41%-50.06%
Current Drawdown-14.69%-37.07%

Correlation

-0.50.00.51.00.9

The correlation between XT and KOMP is 0.89, 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.

Performance

XT vs. KOMP - Performance Comparison

In the year-to-date period, XT achieves a -5.63% return, which is significantly lower than KOMP's -2.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%AprilMayJuneJulyAugustSeptember
-6.45%
-3.28%
XT
KOMP

Compare stocks, funds, or ETFs

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


iShares Exponential Technologies ETF

SPDR S&P Kensho New Economies Composite ETF

XT vs. KOMP - Expense Ratio Comparison

XT has a 0.47% expense ratio, which is higher than KOMP's 0.20% expense ratio.


XT
iShares Exponential Technologies ETF
Expense ratio chart for XT: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
Expense ratio chart for KOMP: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

XT vs. KOMP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Exponential Technologies ETF (XT) and SPDR S&P Kensho New Economies Composite ETF (KOMP). 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.


XT
Sharpe ratio
The chart of Sharpe ratio for XT, currently valued at 0.14, compared to the broader market0.002.004.000.14
Sortino ratio
The chart of Sortino ratio for XT, currently valued at 0.33, compared to the broader market-2.000.002.004.006.008.0010.0012.000.33
Omega ratio
The chart of Omega ratio for XT, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.003.501.04
Calmar ratio
The chart of Calmar ratio for XT, currently valued at 0.10, compared to the broader market0.005.0010.0015.000.10
Martin ratio
The chart of Martin ratio for XT, currently valued at 0.54, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.54
KOMP
Sharpe ratio
The chart of Sharpe ratio for KOMP, currently valued at 0.40, compared to the broader market0.002.004.000.40
Sortino ratio
The chart of Sortino ratio for KOMP, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.0010.0012.000.72
Omega ratio
The chart of Omega ratio for KOMP, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.003.501.08
Calmar ratio
The chart of Calmar ratio for KOMP, currently valued at 0.17, compared to the broader market0.005.0010.0015.000.17
Martin ratio
The chart of Martin ratio for KOMP, currently valued at 1.59, compared to the broader market0.0020.0040.0060.0080.00100.00120.001.59

XT vs. KOMP - Sharpe Ratio Comparison

The current XT Sharpe Ratio is 0.14, which is lower than the KOMP Sharpe Ratio of 0.40. The chart below compares the 12-month rolling Sharpe Ratio of XT and KOMP.


Rolling 12-month Sharpe Ratio0.000.501.00AprilMayJuneJulyAugustSeptember
0.14
0.40
XT
KOMP

Dividends

XT vs. KOMP - Dividend Comparison

XT's dividend yield for the trailing twelve months is around 0.47%, less than KOMP's 1.29% yield.


TTM202320222021202020192018201720162015
XT
iShares Exponential Technologies ETF
0.47%0.41%0.78%0.84%0.77%1.55%1.44%0.97%1.37%1.34%
KOMP
SPDR S&P Kensho New Economies Composite ETF
1.29%1.27%1.47%1.44%0.69%0.80%0.13%0.00%0.00%0.00%

Drawdowns

XT vs. KOMP - Drawdown Comparison

The maximum XT drawdown since its inception was -34.41%, smaller than the maximum KOMP drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for XT and KOMP. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-14.69%
-37.07%
XT
KOMP

Volatility

XT vs. KOMP - Volatility Comparison

iShares Exponential Technologies ETF (XT) and SPDR S&P Kensho New Economies Composite ETF (KOMP) have volatilities of 6.85% and 7.20%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AprilMayJuneJulyAugustSeptember
6.85%
7.20%
XT
KOMP