XT vs. XLKI

Last updated Aug 4, 2026

XT (iShares Future Exponential Technologies ETF) and XLKI (State Street Technology Select Sector SPDR Premium Income ETF) are both Technology Equities funds. XT is passively managed, while XLKI is actively managed. Over the past year, XT returned 33.19% vs 26.30% for XLKI. Their correlation of 0.82 means they have usually moved in the same direction. XT charges 0.46%/yr vs 0.35%/yr for XLKI.

Performance

XT vs. XLKI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Future Exponential Technologies ETF (XT) and State Street Technology Select Sector SPDR Premium Income ETF (XLKI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XT achieves a 15.68% return, which is significantly higher than XLKI's 12.19% return.

XT

• 1D: 0.94%
• 1M: -2.33%
• 6M: 11.05%
• YTD: 15.68%
• 1Y: 33.19%
• 3Y*: 16.27%
• 5Y*: 6.52%
• 10Y*: 13.72%
• ALL TIME*: 12.32%

XLKI

• 1D: 1.38%
• 1M: 0.31%
• 6M: 9.72%
• YTD: 12.19%
• 1Y: 26.30%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 23.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
XLKI State Street Technology Select Sector SPDR Premium Income ETF	$526.89K	$421.64K	$346.32K
XT iShares Future Exponential Technologies ETF	$6.36M	$6.26M	$10.28M

XT vs. XLKI - Yearly Performance Comparison

	2026 (YTD)	2025
XT iShares Future Exponential Technologies ETF	15.68%	12.06%
XLKI State Street Technology Select Sector SPDR Premium Income ETF	12.19%	10.02%

Correlation

The correlation between XT and XLKI is 0.82, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.82
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025	0.82

The correlation between XT and XLKI has been stable across timeframes, ranging from 0.82 to 0.82 - a consistent structural relationship.

XT vs. XLKI - Sectors Allocation Comparison

Sectors	XT	XLKI
Technology	42.9%	99.2%
Healthcare	28.5%	-
Industrials	8.0%	-
Consumer Cyclical	6.7%	-
Utilities	4.9%	-
Communication Services	4.0%	0.8%
Financial Services	3.2%	99.9%
Basic Materials	1.5%	-
Energy	0.1%	-
Real Estate	0.0%	-
Consumer Defensive	0.0%	-

Return for Risk

XT vs. XLKI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XT

XT Risk / Return Rank: 79
XT Sharpe Ratio Rank: 79
XT Sortino Ratio Rank: 76
XT Omega Ratio Rank: 75
XT Calmar Ratio Rank: 83
XT Martin Ratio Rank: 82

XLKI

XLKI Risk / Return Rank: 57
XLKI Sharpe Ratio Rank: 52
XLKI Sortino Ratio Rank: 50
XLKI Omega Ratio Rank: 53
XLKI Calmar Ratio Rank: 65
XLKI Martin Ratio Rank: 66

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XT vs. XLKI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Future Exponential Technologies ETF (XT) and State Street Technology Select Sector SPDR Premium Income ETF (XLKI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	XT	XLKI	Difference
Sharpe ratio: Return per unit of total volatility	1.87	1.33	+0.55
Sortino ratio: Return per unit of downside risk	2.54	1.84	+0.69
Omega ratio: Gain probability vs. loss probability	1.32	1.25	+0.07
Calmar ratio: Return relative to maximum drawdown	3.19	2.36	+0.83
Martin ratio: Return relative to average drawdown	11.45	8.25	+3.21

XT vs. XLKI - Sharpe Ratio Comparison

The current XT Sharpe Ratio is 1.87, which is higher than the XLKI Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of XT and XLKI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XT vs. XLKI - Drawdown Comparison

The maximum XT drawdown since its inception was -34.41%, which is greater than XLKI's maximum drawdown of -11.21%. Use the drawdown chart below to compare losses from any high point for XT and XLKI.

Drawdown Indicators

	XT	XLKI	Difference
Max Drawdown Largest peak-to-trough decline	-34.41%	-11.21%	-23.20%
Max Drawdown (1Y) Largest decline over 1 year	-10.45%	-11.21%	+0.76%
Max Drawdown (3Y) Largest decline over 3 years	-22.09%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.41%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.41%	—	—
Current Drawdown Current decline from peak	-4.22%	-5.44%	+1.22%
Average Drawdown Average peak-to-trough decline	-7.35%	-2.17%	-5.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	3.20%	-0.30%

Volatility

XT vs. XLKI - Volatility Comparison

The current volatility for iShares Future Exponential Technologies ETF (XT) is 5.03%, while State Street Technology Select Sector SPDR Premium Income ETF (XLKI) has a volatility of 8.46%. This indicates that XT experiences smaller price fluctuations and is considered to be less risky than XLKI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XT	XLKI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.03%	8.46%	-3.43%
Volatility (6M) Calculated over the trailing 6-month period	14.41%	17.52%	-3.11%
Volatility (1Y) Calculated over the trailing 1-year period	17.83%	19.95%	-2.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.09%	19.92%	+1.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.13%	19.92%	+0.21%

XT vs. XLKI - Expense Ratio Comparison

XT has a 0.46% expense ratio, which is higher than XLKI's 0.35% expense ratio.

Dividends

XT vs. XLKI - Dividend Comparison

XT's dividend yield for the trailing twelve months is around 7.08%, less than XLKI's 19.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
XLKI State Street Technology Select Sector SPDR Premium Income ETF	19.68%	8.52%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XT iShares Future Exponential Technologies ETF	7.08%	7.95%	0.66%	0.41%	0.78%	0.84%	0.77%	1.55%	1.40%	0.97%	1.37%	1.34%

Frequently Asked Questions

Can I hold both XT and XLKI in my portfolio?

XT and XLKI have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XT or XLKI?

XLKI has higher volatility (8.46%) compared to XT (5.03%). In terms of maximum drawdown, XT dropped -34.41% vs XLKI's -11.21%.

Which ETF is better, XT or XLKI?

On 1-year performance, XT leads with 33.19% vs 26.30% for XLKI. On fees, XLKI is cheaper at 0.35% per year. On volatility, XT has been the lower-risk option at 5.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XT or XLKI?

Over the 1-year period, XT has performed better with a 33.19% return vs 26.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XT or XLKI?

XLKI is cheaper with a 0.35% expense ratio, compared with 0.46% for XT.

Which ETF pays a higher dividend yield, XT or XLKI?

XLKI has the higher dividend yield at 19.68%, compared with 7.08% for XT.

What is the main difference between XT and XLKI?

They also come from different issuers: iShares and State Street. Their fees differ too: 0.46% for XT and 0.35% for XLKI.

Which has better risk-adjusted returns?

XT currently has the higher Sharpe Ratio (1.87 vs 1.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.