VGT vs. XLK
Vanguard Information Technology ETF
Technology Select Sector SPDR Fund
Correlation
Compare with
Top 10 shared holdings
Performance Measures**
for the time period Jan 30, 2004 to Jul 17, 2026
1M Trailing Return:
3M Trailing Return:
-3.2%
12.5%
-5.4%
13.9%
+2.2%
-1.4%
1M Trailing Return:
3M Trailing Return:
-3.2%
12.5%
-5.4%
13.9%
+2.2%
-1.4%
Max Drawdown:
Standard Deviation:
-54.6%
22.7%
-53.0%
22.4%
-1.6%
+0.3%
Max Drawdown:
Standard Deviation:
-54.6%
22.7%
-53.0%
22.4%
-1.6%
+0.3%
Sharpe Ratio:
Calmar Ratio:
0.72
0.27
0.73
0.28
-0.01
-0.01
Sharpe Ratio:
Calmar Ratio:
0.72
0.27
0.73
0.28
-0.01
-0.01
What is VGT?
Seeks to track the performance of a benchmark index that measures the investment return of stocks in the information technology sector. Passively managed using a full-replication strategy when possible and a sampling strategy if regulatory constraints dictate. Includes stocks of companies that serve the electronics and computer industries or that manufacture products based on the latest applied science.
What is XLK?
The Technology Select Sector SPDR Fund before expenses seeks to closely match the returns and characteristics of the Technology Select Sector Index (ticker: IXT).
Snapshot**
- Liquidity: In an active trading strategy (trading multiple time per week), it’s important to consider the liquidity of the ETF you’re using. Lower liquidity can mean more money lost in slippage. AUM and average daily volume are both indicators of liquidity.
- Expense: Some ETFs are more expensive to use than others. For strategies that are focused on longer holding periods, it’s important to factor in how expensive it is to hold this ETF. Expense ratio is the main indicator of how expensive an ETF is.
- Risk: Some ETFs will be highly correlated, but have varying degrees of returns, due to leverage. It’s important to consider if an ETF is using leverage or not. The main indicators of a riskier ETF will be the use of leverage and higher standard deviation or max drawdown in a backtest.
Trading Strategies
Related toVGT
Aggressive Battleship III/ Sort WM 74
Category
Tactical allocation, trend-following, momentum, multi-asset, leveraged ETFs, crash hedging, commodities, volatility filter
OOS Cumulative Return
232.6%
Trading Strategies
Related toXLK
Simons KMLM switcher (single pops)| BT 4/13/22 = A.R. 466% / D.D. 22% V2
Category
Tactical, momentum, mean‑reversion, volatility timing, leveraged ETFs, managed futures, risk‑on/risk‑off, event‑driven
OOS Cumulative Return
1178.07%
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Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.