{"schemaVersion":1,"ticker":"XT","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/xt/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","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, XT against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/xt/"},"benchmark":{"ticker":"ACWI","name":"MSCI All Country World Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"XT","b":"ACWI","window":{"from":"2015-04-02","to":"2026-10-23","firstReturn":"2015-04-10","weeklyReturns":603,"years":11.56,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.0219713,"perWeek":0.000422525,"days":2892,"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":2.91991727,"b":2.23457387,"edge":"XT","lead":"XT"},"annualised":{"a":0.12502332,"b":0.10653288,"edge":"XT","lead":"XT"},"price":{"a":2.25620812,"b":1.58916777,"edge":"XT","lead":"XT"},"volatility":{"a":0.19005095,"b":0.16139321,"edge":"ACWI","lead":"ACWI"},"downsideDeviation":{"a":0.13185732,"b":0.11383485,"edge":"ACWI","lead":"ACWI"},"maxDrawdown":{"a":-0.34316525,"b":-0.32084971,"edge":"ACWI (slight)","lead":"ACWI","aPeak":"2021-11-12","aTrough":"2022-10-14","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.11408439,"b":0.09247064,"edge":"XT","lead":"XT"},"sharpe":{"a":0.60028321,"b":0.57295247,"edge":"XT (slight)","lead":"XT"},"sortino":{"a":0.86521088,"b":0.81232272,"edge":"XT (slight)","lead":"XT"},"calmar":{"a":0.36432395,"b":0.3320336,"edge":"XT (slight)","lead":"XT"}},"relative":{"XT":{"on":"ACWI","beta":1.11274633,"r2":0.89294102,"alpha":0.01118803,"alphaT":0.61023796,"alphaLow":-0.02481823,"alphaHigh":0.04719429,"upsideCapture":1.23073056,"downsideCapture":1.08666649,"treynor":0.10252507,"trackingError":0.06479209,"informationRatio":0.33358634,"upWeeks":352,"downWeeks":249,"treynorReference":0.09247064,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"XT","lead":"XT"},"downsideCapture":{"edge":"ACWI (slight)","lead":"ACWI"},"treynor":{"edge":"XT (slight)","lead":"XT"},"informationRatio":{"edge":null,"lead":"XT","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"XT":{"kept":"2026-10-26","distributions":26,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":603,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.91991727}},"ACWI":{"kept":"2026-10-26","distributions":25,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":603,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.23457387}}}}