PortfoliosLab logo
XTL vs. XTN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XTL and XTN is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

XTL vs. XTN - 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 Transportation ETF (XTN). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

XTL:

8.58%

XTN:

34.86%

Max Drawdown

XTL:

-0.10%

XTN:

-1.95%

Current Drawdown

XTL:

0.00%

XTN:

0.00%

Returns By Period


XTL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

XTN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


XTL vs. XTN - Expense Ratio Comparison

Both XTL and XTN have an expense ratio of 0.35%.


Risk-Adjusted Performance

XTL vs. XTN — Risk-Adjusted Performance Rank

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

XTL
The Risk-Adjusted Performance Rank of XTL is 9191
Overall Rank
The Sharpe Ratio Rank of XTL is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of XTL is 9292
Sortino Ratio Rank
The Omega Ratio Rank of XTL is 9191
Omega Ratio Rank
The Calmar Ratio Rank of XTL is 8989
Calmar Ratio Rank
The Martin Ratio Rank of XTL is 9090
Martin Ratio Rank

XTN
The Risk-Adjusted Performance Rank of XTN is 1212
Overall Rank
The Sharpe Ratio Rank of XTN is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of XTN is 1313
Sortino Ratio Rank
The Omega Ratio Rank of XTN is 1313
Omega Ratio Rank
The Calmar Ratio Rank of XTN is 1111
Calmar Ratio Rank
The Martin Ratio Rank of XTN is 1212
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.

XTL vs. XTN - Risk-Adjusted Performance Comparison

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



Loading data...

Dividends

XTL vs. XTN - Dividend Comparison

XTL's dividend yield for the trailing twelve months is around 0.75%, less than XTN's 1.06% yield.


TTM20242023202220212020201920182017201620152014
XTL
SPDR S&P Telecom ETF
0.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XTN
SPDR S&P Transportation ETF
1.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XTL vs. XTN - Drawdown Comparison

The maximum XTL drawdown since its inception was -0.10%, smaller than the maximum XTN drawdown of -1.95%. Use the drawdown chart below to compare losses from any high point for XTL and XTN. For additional features, visit the drawdowns tool.


Loading data...

Volatility

XTL vs. XTN - Volatility Comparison


Loading data...