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XTN vs. JETS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XTN vs. JETS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Transportation ETF (XTN) and U.S. Global Jets ETF (JETS). The values are adjusted to include any dividend payments, if applicable.

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XTN vs. JETS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XTN
SPDR S&P Transportation ETF
2.02%6.33%4.86%25.22%-28.10%33.68%12.11%21.85%-17.26%21.55%
JETS
U.S. Global Jets ETF
-12.26%11.64%33.21%11.42%-19.01%-5.13%-28.93%14.38%-14.30%18.66%

Returns By Period

In the year-to-date period, XTN achieves a 2.02% return, which is significantly higher than JETS's -12.26% return. Over the past 10 years, XTN has outperformed JETS with an annualized return of 8.43%, while JETS has yielded a comparatively lower 0.33% annualized return.


XTN

1D
3.95%
1M
-8.93%
YTD
2.02%
6M
11.42%
1Y
26.99%
3Y*
9.63%
5Y*
1.87%
10Y*
8.43%

JETS

1D
4.19%
1M
-13.43%
YTD
-12.26%
6M
0.74%
1Y
19.56%
3Y*
10.05%
5Y*
-1.57%
10Y*
0.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XTN vs. JETS - Expense Ratio Comparison

XTN has a 0.35% expense ratio, which is lower than JETS's 0.60% expense ratio.


Return for Risk

XTN vs. JETS — Risk / Return Rank

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

XTN
XTN Risk / Return Rank: 5252
Overall Rank
XTN Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XTN Sortino Ratio Rank: 5454
Sortino Ratio Rank
XTN Omega Ratio Rank: 4747
Omega Ratio Rank
XTN Calmar Ratio Rank: 6363
Calmar Ratio Rank
XTN Martin Ratio Rank: 4949
Martin Ratio Rank

JETS
JETS Risk / Return Rank: 3232
Overall Rank
JETS Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
JETS Sortino Ratio Rank: 3838
Sortino Ratio Rank
JETS Omega Ratio Rank: 3333
Omega Ratio Rank
JETS Calmar Ratio Rank: 3131
Calmar Ratio Rank
JETS Martin Ratio Rank: 2929
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.

XTN vs. JETS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Transportation ETF (XTN) and U.S. Global Jets ETF (JETS). 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.


XTNJETSDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.52

+0.32

Sortino ratio

Return per unit of downside risk

1.40

1.04

+0.36

Omega ratio

Gain probability vs. loss probability

1.18

1.13

+0.05

Calmar ratio

Return relative to maximum drawdown

1.54

0.73

+0.82

Martin ratio

Return relative to average drawdown

4.60

2.36

+2.24

XTN vs. JETS - Sharpe Ratio Comparison

The current XTN Sharpe Ratio is 0.84, which is higher than the JETS Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of XTN and JETS, 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


XTNJETSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.52

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

-0.05

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.01

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.02

+0.38

Correlation

The correlation between XTN and JETS 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

XTN vs. JETS - Dividend Comparison

XTN's dividend yield for the trailing twelve months is around 0.79%, less than JETS's 0.95% yield.


TTM20252024202320222021202020192018201720162015
XTN
SPDR S&P Transportation ETF
0.79%0.78%0.93%0.73%1.04%1.02%0.75%1.17%0.98%0.63%0.66%1.03%
JETS
U.S. Global Jets ETF
0.95%0.83%0.00%0.00%0.00%0.67%0.04%1.24%0.09%1.57%0.58%0.17%

Drawdowns

XTN vs. JETS - Drawdown Comparison

The maximum XTN drawdown since its inception was -43.77%, smaller than the maximum JETS drawdown of -64.92%. Use the drawdown chart below to compare losses from any high point for XTN and JETS.


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Drawdown Indicators


XTNJETSDifference

Max Drawdown

Largest peak-to-trough decline

-43.77%

-64.92%

+21.15%

Max Drawdown (1Y)

Largest decline over 1 year

-17.28%

-24.13%

+6.85%

Max Drawdown (5Y)

Largest decline over 5 years

-35.05%

-46.70%

+11.65%

Max Drawdown (10Y)

Largest decline over 10 years

-43.77%

-64.92%

+21.15%

Current Drawdown

Current decline from peak

-12.15%

-26.90%

+14.75%

Average Drawdown

Average peak-to-trough decline

-10.97%

-25.26%

+14.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.79%

7.43%

-1.64%

Volatility

XTN vs. JETS - Volatility Comparison

The current volatility for SPDR S&P Transportation ETF (XTN) is 9.95%, while U.S. Global Jets ETF (JETS) has a volatility of 11.03%. This indicates that XTN experiences smaller price fluctuations and is considered to be less risky than JETS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XTNJETSDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.95%

11.03%

-1.08%

Volatility (6M)

Calculated over the trailing 6-month period

19.35%

22.19%

-2.84%

Volatility (1Y)

Calculated over the trailing 1-year period

32.25%

37.76%

-5.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.20%

31.80%

-5.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.88%

33.88%

-8.00%