State Street Technology Select Sector SPDR ETF (XLK) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
State Street Technology Select Sector SPDR ETF (XLK): 1Y return 41.8%, Sharpe ratio 1.44, volatility 25.7%, max drawdown -15.9%. A ETF in the Equity asset class. Compare XLK with other assets and invest through your own broker with pfolio.
State Street Technology Select Sector SPDR ETF (XLK) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
XLK Performance
- MTD
- Return: 0.3%, Sharpe: 0.66, Volatility: 16.7%, Max Drawdown: -2.8%
- YTD
- Return: 36.9%, Sharpe: 1.58, Volatility: 27.0%, Max Drawdown: -15.9%
- 1Y
- Return: 41.8%, Sharpe: 1.44, Volatility: 25.7%, Max Drawdown: -15.9%
- 5Y
- Return: 171.1%, Sharpe: 0.88, Volatility: 25.4%, Max Drawdown: -33.6%
- 10Y
- Return: 815.9%, Sharpe: 0.99, Volatility: 24.6%, Max Drawdown: -33.6%
Frequently Asked Questions
- What is State Street Technology Select Sector SPDR ETF (XLK)?
- State Street Technology Select Sector SPDR ETF (XLK) is a ETF in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does XLK compare to other assets?
- You can compare XLK with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in XLK through pfolio?
- pfolio helps you build diversified portfolios that may include XLK. You invest through your own broker — pfolio provides the analytics.