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

Correlation

The correlation between XWEB and FDN is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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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

4.17%

1M

19.53%

6M

9.76%

1Y

23.06%

5Y*

10.23%

10Y*

14.22%

*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.


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 7777
Overall Rank
The Sharpe Ratio Rank of FDN is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FDN is 7979
Sortino Ratio Rank
The Omega Ratio Rank of FDN is 7979
Omega Ratio Rank
The Calmar Ratio Rank of FDN is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FDN is 7272
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.



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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


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Volatility

XWEB vs. FDN - Volatility Comparison


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