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XWEB vs. FDN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XWEB and FDN is 0.77, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

XWEB vs. FDN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Internet ETF (XWEB) and First Trust Dow Jones Internet Index (FDN). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
96.54%
209.25%
XWEB
FDN

Key characteristics

Returns By Period


XWEB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FDN

YTD

-12.85%

1M

-7.68%

6M

-3.56%

1Y

7.69%

5Y*

8.69%

10Y*

12.28%

*Annualized

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XWEB vs. FDN - Expense Ratio Comparison

XWEB has a 0.35% expense ratio, which is lower than FDN's 0.52% expense ratio.


FDN
First Trust Dow Jones Internet Index
Expense ratio chart for FDN: current value is 0.52%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDN: 0.52%
Expense ratio chart for XWEB: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XWEB: 0.35%

Risk-Adjusted Performance

XWEB vs. FDN — Risk-Adjusted Performance Rank

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

XWEB

FDN
The Risk-Adjusted Performance Rank of FDN is 5252
Overall Rank
The Sharpe Ratio Rank of FDN is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of FDN is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FDN is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FDN is 5353
Calmar Ratio Rank
The Martin Ratio Rank of FDN is 5050
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.

XWEB vs. FDN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Internet ETF (XWEB) and First Trust Dow Jones Internet Index (FDN). 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.


Sharpe ratio
No data
The chart of Calmar ratio for XWEB, currently valued at 0.00, compared to the broader market0.002.004.006.008.0010.0012.00
XWEB: 0.00
FDN: 0.25


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-1.00
0.28
XWEB
FDN

Dividends

XWEB vs. FDN - Dividend Comparison

Neither XWEB nor FDN has paid dividends to shareholders.


TTM202420232022202120202019201820172016
XWEB
SPDR S&P Internet ETF
0.00%100.25%0.00%0.00%0.06%0.42%0.71%0.21%9.82%1.85%
FDN
First Trust Dow Jones Internet Index
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XWEB vs. FDN - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-54.76%
-20.62%
XWEB
FDN

Volatility

XWEB vs. FDN - Volatility Comparison

The current volatility for SPDR S&P Internet ETF (XWEB) is 0.00%, while First Trust Dow Jones Internet Index (FDN) has a volatility of 15.41%. This indicates that XWEB experiences smaller price fluctuations and is considered to be less risky than FDN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril0
15.41%
XWEB
FDN
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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