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XTL vs. KOMP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XTL vs. KOMP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Telecom ETF (XTL) and SPDR S&P Kensho New Economies Composite ETF (KOMP). The values are adjusted to include any dividend payments, if applicable.

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XTL vs. KOMP - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XTL
SPDR S&P Telecom ETF
23.17%44.95%34.89%-1.17%-19.18%21.58%22.46%12.51%-11.36%
KOMP
SPDR S&P Kensho New Economies Composite ETF
-1.97%19.74%10.05%20.09%-32.21%3.67%61.28%37.12%-10.32%

Returns By Period

In the year-to-date period, XTL achieves a 23.17% return, which is significantly higher than KOMP's -1.97% return.


XTL

1D
3.63%
1M
2.55%
YTD
23.17%
6M
34.97%
1Y
90.69%
3Y*
33.71%
5Y*
15.84%
10Y*
13.98%

KOMP

1D
4.39%
1M
-5.96%
YTD
-1.97%
6M
-4.84%
1Y
28.03%
3Y*
12.63%
5Y*
-1.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XTL vs. KOMP - Expense Ratio Comparison

XTL has a 0.35% expense ratio, which is higher than KOMP's 0.20% expense ratio.


Return for Risk

XTL vs. KOMP — Risk / Return Rank

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

XTL
XTL Risk / Return Rank: 9797
Overall Rank
XTL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XTL Sortino Ratio Rank: 9797
Sortino Ratio Rank
XTL Omega Ratio Rank: 9595
Omega Ratio Rank
XTL Calmar Ratio Rank: 9898
Calmar Ratio Rank
XTL Martin Ratio Rank: 9898
Martin Ratio Rank

KOMP
KOMP Risk / Return Rank: 6363
Overall Rank
KOMP Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
KOMP Sortino Ratio Rank: 6464
Sortino Ratio Rank
KOMP Omega Ratio Rank: 5858
Omega Ratio Rank
KOMP Calmar Ratio Rank: 7070
Calmar Ratio Rank
KOMP Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XTL vs. KOMP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Telecom ETF (XTL) 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.


XTLKOMPDifference

Sharpe ratio

Return per unit of total volatility

2.97

1.07

+1.90

Sortino ratio

Return per unit of downside risk

3.46

1.59

+1.87

Omega ratio

Gain probability vs. loss probability

1.47

1.21

+0.27

Calmar ratio

Return relative to maximum drawdown

6.09

1.74

+4.35

Martin ratio

Return relative to average drawdown

22.21

5.44

+16.78

XTL vs. KOMP - Sharpe Ratio Comparison

The current XTL Sharpe Ratio is 2.97, which is higher than the KOMP Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of XTL and KOMP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XTLKOMPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.97

1.07

+1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

-0.07

+0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.41

+0.06

Correlation

The correlation between XTL and KOMP 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.


Dividends

XTL vs. KOMP - Dividend Comparison

XTL's dividend yield for the trailing twelve months is around 1.05%, less than KOMP's 1.81% yield.


TTM20252024202320222021202020192018201720162015
XTL
SPDR S&P Telecom ETF
1.05%1.05%0.62%0.80%0.74%1.25%0.88%0.92%1.90%2.08%1.11%1.38%
KOMP
SPDR S&P Kensho New Economies Composite ETF
1.81%1.84%1.04%1.27%1.47%1.44%0.69%0.81%0.13%0.00%0.00%0.00%

Drawdowns

XTL vs. KOMP - Drawdown Comparison

The maximum XTL drawdown since its inception was -37.01%, smaller than the maximum KOMP drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for XTL and KOMP.


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Drawdown Indicators


XTLKOMPDifference

Max Drawdown

Largest peak-to-trough decline

-37.01%

-50.06%

+13.05%

Max Drawdown (1Y)

Largest decline over 1 year

-14.70%

-15.50%

+0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-37.01%

-45.83%

+8.82%

Max Drawdown (10Y)

Largest decline over 10 years

-37.01%

Current Drawdown

Current decline from peak

-4.72%

-16.88%

+12.16%

Average Drawdown

Average peak-to-trough decline

-9.86%

-22.07%

+12.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.03%

4.96%

-0.93%

Volatility

XTL vs. KOMP - Volatility Comparison

SPDR S&P Telecom ETF (XTL) has a higher volatility of 12.08% compared to SPDR S&P Kensho New Economies Composite ETF (KOMP) at 9.41%. This indicates that XTL's price experiences larger fluctuations and is considered to be riskier than KOMP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XTLKOMPDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.08%

9.41%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

23.47%

19.00%

+4.47%

Volatility (1Y)

Calculated over the trailing 1-year period

30.72%

26.45%

+4.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.67%

24.86%

-0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.25%

27.09%

-3.84%