{"schemaVersion":1,"ticker":"XLKI","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/xlki/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, XLKI against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/xlki/"},"benchmark":{"ticker":"XLK","name":"Technology sector (XLK)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":93.1,"date":"2026-10-05","url":"https://www.ssga.com/library-content/products/fund-data/etfs/us/distribution/xlki-19a-1-notice.pdf"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":93.1,"from":"2026-10-05","to":"2026-10-05","notices":1,"distributions":12,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":47.34,"fiscalYearEnd":"2025-12-31","filed":"2026-03-06","url":"https://www.sec.gov/Archives/edgar/data/1064641/000119312526096539/d75600dncsr.htm"}},"kind":"benchmark","a":"XLKI","b":"XLK","window":{"from":"2025-08-08","to":"2026-10-30","firstReturn":"2025-08-15","weeklyReturns":64,"years":1.23,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03836461,"perWeek":0.000737781,"days":308,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.22672023,"b":0.35865327,"edge":"XLK","lead":"XLK"},"annualised":{"a":0.18060805,"b":0.28277583,"edge":"XLK","lead":"XLK"},"price":{"a":-0.01351469,"b":0.35010529,"edge":"XLK","lead":"XLK"},"volatility":{"a":0.16922666,"b":0.23124149,"edge":"XLKI","lead":"XLKI"},"downsideDeviation":{"a":0.1174073,"b":0.14456115,"edge":"XLKI","lead":"XLKI"},"maxDrawdown":{"a":-0.088515,"b":-0.13346415,"edge":"XLKI","lead":"XLKI","aPeak":"2026-10-02","aTrough":"2026-10-30","bPeak":"2025-10-31","bTrough":"2026-03-27"},"excess":{"a":0.14210171,"b":0.23745968,"edge":"XLK","lead":"XLK"},"sharpe":{"a":0.83971228,"b":1.02689046,"edge":"XLK","lead":"XLK"},"sortino":{"a":1.21033114,"b":1.64262445,"edge":"XLK","lead":"XLK"},"calmar":{"a":2.04042316,"b":2.11873991,"edge":"XLK (slight)","lead":"XLK"}},"relative":{"XLKI":{"on":"XLK","beta":0.6885469,"r2":0.88523996,"alpha":-0.02140042,"alphaT":-0.40667186,"alphaLow":-0.12659293,"alphaHigh":0.08379209,"upsideCapture":0.55036889,"downsideCapture":0.81749154,"treynor":0.20637912,"trackingError":0.09205143,"informationRatio":-1.03592058,"upWeeks":36,"downWeeks":28,"treynorReference":0.23745968,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"XLK","lead":"XLK"},"downsideCapture":{"edge":"XLKI","lead":"XLKI"},"treynor":{"edge":"XLK","lead":"XLK"},"informationRatio":{"edge":null,"lead":"XLK","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"XLKI":{"kept":"2026-11-01","distributions":14,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":13,"agree":13},"vendor":{"weeks":64,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.22672023}},"XLK":{"kept":"2026-11-01","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":13,"agree":13},"vendor":{"weeks":64,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.35865327}}}}