iShares Exponential Technologies ETF (XT): Historical Returns

Data Source: from January 2016 to June 2024 (~9 years)
Consolidated Returns as of 30 June 2024
Category: Stocks
iShares Exponential Technologies ETF (XT) ETF
Currency: USD
ETF • LIVE PERFORMANCE (USD currency)
1.55%
June 2024

In the last 5 Years, the iShares Exponential Technologies ETF (XT) ETF obtained a 9.67% compound annual return, with a 20.43% standard deviation. It suffered a maximum drawdown of -32.25% that required 30 months to be recovered.

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The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: Developed Markets
  • Country: Broad Developed Markets
  • Sector: Technology
  • Industry: Broad Technology
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Investment Returns as of Jun 30, 2024

The iShares Exponential Technologies ETF (XT) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ISHARES EXPONENTIAL TECHNOLOGIES ETF (XT) ETF
Consolidated returns as of 30 June 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jun 30, 2024
  1 Day Time ET(*) Jul 2024 1M 6M 1Y 5Y MAX
(~9Y)
iShares Exponential Technologies ETF (XT) ETF n.a. n.a. 1.55 -1.47 6.28 9.67 11.82
US Inflation Adjusted return 1.60 -2.83 3.21 5.28 8.26
Returns over 1 year are annualized | Available data source: since Jan 2016
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jun 2024. Current inflation (annualized) is 1Y: 2.98% , 5Y: 4.17%
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In 2023, the iShares Exponential Technologies ETF (XT) ETF granted a 0.52% dividend yield. If you are interested in getting periodic income, please refer to the iShares Exponential Technologies ETF (XT) ETF: Dividend Yield page.

Capital Growth as of Jun 30, 2024

An investment of 1$, since July 2019, now would be worth 1.59$, with a total return of 58.64% (9.67% annualized).

The Inflation Adjusted Capital now would be 1.29$, with a net total return of 29.33% (5.28% annualized).

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An investment of 1$, since January 2016, now would be worth 2.58$, with a total return of 158.49% (11.82% annualized).

The Inflation Adjusted Capital now would be 1.96$, with a net total return of 96.33% (8.26% annualized).

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Investment Metrics as of Jun 30, 2024

Metrics of iShares Exponential Technologies ETF (XT) ETF, updated as of 30 June 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ISHARES EXPONENTIAL TECHNOLOGIES ETF (XT) ETF
Advanced Metrics
Data Source: 1 January 2016 - 30 June 2024 (~9 years)
Swipe left to see all data
Metrics as of Jun 30, 2024
1M 3M 6M 1Y 3Y 5Y MAX
(~9Y)
Investment Return (%) 1.55 -1.06 -1.47 6.28 -1.78 9.67 11.82
Infl. Adjusted Return (%)
1.60 -1.32 -2.83 3.21 -6.43 5.28 8.26
US Inflation (%) -0.06 0.26 1.40 2.98 4.97 4.17 3.29
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
Current 1Y 3Y 5Y MAX
Deepest Drawdown Depth (%) -9.67 -16.15 -32.25 -32.25 -32.25
Start to Recovery (# months)
30* 5 30* 30* 30*
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01
Start to Bottom (# months) 3 9 9 9
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09
Bottom to End (# months) 2 21 21 21
End (yyyy mm) 2023 12 - - -
Longest Drawdown Depth (%) -6.81
same

same

same
Start to Recovery (# months)
6*
Start (yyyy mm) 2024 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 4 9 9 9
Bottom (yyyy mm) 2024 04 2022 09 2022 09 2022 09
Bottom to End (# months) 2 21 21 21
End (yyyy mm) - - - -
Longest negative period (# months)
10 36* 40 40
Period Start (yyyy mm) 2023 08 2021 07 2021 01 2021 01
Period End (yyyy mm) 2024 05 2024 06 2024 04 2024 04
Annualized Return (%) -0.50 -1.78 -0.16 -0.16
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -20.72 -16.94 -37.18 -37.18 -37.18
Start to Recovery (# months)
34* 5 34* 34* 34*
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09
Start to Bottom (# months) 3 13 13 13
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09
Bottom to End (# months) 2 21 21 21
End (yyyy mm) 2023 12 - - -
Longest Drawdown Depth (%) -8.14
same

same

same
Start to Recovery (# months)
6*
Start (yyyy mm) 2024 01 2021 09 2021 09 2021 09
Start to Bottom (# months) 4 13 13 13
Bottom (yyyy mm) 2024 04 2022 09 2022 09 2022 09
Bottom to End (# months) 2 21 21 21
End (yyyy mm) - - - -
Longest negative period (# months)
11* 36* 46 46
Period Start (yyyy mm) 2023 08 2021 07 2020 01 2020 01
Period End (yyyy mm) 2024 06 2024 06 2023 10 2023 10
Annualized Return (%) -1.74 -6.43 -0.24 -0.24
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y MAX
Standard Deviation (%) 21.51 21.51 20.43 18.07
Sharpe Ratio 0.05 -0.22 0.37 0.43
Sortino Ratio 0.07 -0.31 0.52 0.58
Ulcer Index 6.24 17.21 13.63 10.79
Ratio: Return / Standard Deviation 0.29 -0.08 0.47 0.65
Ratio: Return / Deepest Drawdown 0.39 -0.06 0.30 0.37
Positive Months (%)
50.00 50.00 60.00 64.70
Positive Months 6 18 36 66
Negative Months 6 18 24 36
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
1M 3M 6M 1Y 3Y 5Y MAX
··· Over the latest 5Y
Best Rolling Return (%) - Annualized 67.83 14.91 9.67
Worst Rolling Return (%) - Annualized -28.34 -2.46
Positive Periods (%) 71.4 84.0 100.0
Best Rolling Return (%) - Annualized 63.54 9.09 5.28
Worst Rolling Return (%) - Annualized -33.77 -7.55
Positive Periods (%) 65.3 52.0 100.0
95% VaR - Value at Risk (%) - Cumulative
8.75 13.96 18.09
95% CVaR - Conditional Value at Risk (%) 11.20 18.20 24.08
99% VaR - Value at Risk (%) - Cumulative
12.77 20.92 27.93
99% CVaR - Conditional Value at Risk (%) 15.33 25.35 34.20
Short term VaRs: analytical
Safe Withdrawal Rate (%) 76.89 26.84 24.58
Perpetual Withdrawal Rate (%) --- --- 5.58
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 2016 - Jun 2024)
Best Rolling Return (%) - Annualized 67.83 27.16 22.43
Worst Rolling Return (%) - Annualized -28.34 -2.46 6.53
Positive Periods (%) 79.1 94.0 100.0
Best Rolling Return (%) - Annualized 63.54 22.78 19.82
Worst Rolling Return (%) - Annualized -33.77 -7.55 2.67
Positive Periods (%) 73.6 82.0 100.0
95% VaR - Value at Risk (%) - Cumulative
7.51 11.65 14.59
95% CVaR - Conditional Value at Risk (%) 9.68 15.40 19.90
99% VaR - Value at Risk (%) - Cumulative
11.07 17.81 23.30
99% CVaR - Conditional Value at Risk (%) 13.33 21.73 28.84
Short term VaRs: analytical
Safe Withdrawal Rate (%) 76.89 26.84 23.10
Perpetual Withdrawal Rate (%) --- --- 3.08
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
  • Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.
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Correlations as of Jun 30, 2024

Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.

The following table shows the monthly correlations of iShares Exponential Technologies ETF (XT) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

ISHARES EXPONENTIAL TECHNOLOGIES ETF (XT) ETF
Monthly correlations as of 30 June 2024
Swipe left to see all data
Correlation vs XT
Asset Class 1 Year 5 Years Since
Jan 2016
VTI
US Total Stock Market
0.94
0.93
0.93
SPY
US Large Cap Blend
0.92
0.92
0.92
IJH
US Mid Cap Blend
0.91
0.88
0.88
IJR
US Small Cap Blend
0.91
0.87
0.85
VNQ
US REITs
0.96
0.85
0.76
QQQ
US Technology
0.91
0.92
0.91
PFF
US Preferred Stocks
0.83
0.81
0.74
EFA
EAFE Stocks
0.92
0.86
0.86
VT
World All Countries
0.96
0.93
0.94
EEM
Emerging Markets
0.88
0.78
0.76
BND
US Total Bond Market
0.84
0.68
0.55
TLT
US Long Term Treasuries
0.86
0.42
0.29
BIL
US Cash
0.09
-0.06
-0.08
TIP
US TIPS
0.80
0.68
0.57
LQD
US Invest. Grade Bonds
0.86
0.78
0.69
HYG
US High Yield Bonds
0.91
0.82
0.80
CWB
US Convertible Bonds
0.95
0.89
0.89
BNDX
International Bonds
0.78
0.67
0.54
EMB
Emerg. Market Bonds
0.94
0.81
0.72
GLD
Gold
0.10
0.24
0.16
DBC
Commodities
-0.17
0.31
0.31
Terms and Definitions
Correlation values range between -1 and +1
  • A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
  • A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
  • A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

ISHARES EXPONENTIAL TECHNOLOGIES ETF (XT) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 July 2019 - 30 June 2024 (5 Years)
Data Source: 1 January 2016 - 30 June 2024 (~9 years)
Inflation Adjusted:

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Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ISHARES EXPONENTIAL TECHNOLOGIES ETF (XT) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 July 2019 - 30 June 2024 (5 Years)
Data Source: 1 January 2016 - 30 June 2024 (~9 years)
Inflation Adjusted:

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If you need a deeper detail about rolling returns, please refer to the iShares Exponential Technologies ETF (XT) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in iShares Exponential Technologies ETF (XT) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

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For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the iShares Exponential Technologies ETF (XT) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ISHARES EXPONENTIAL TECHNOLOGIES ETF (XT) ETF
Monthly Returns Distribution
Data Source: 1 July 2019 - 30 June 2024 (5 Years)
Data Source: 1 January 2016 - 30 June 2024 (~9 years)
36 Positive Months (60%) - 24 Negative Months (40%)
66 Positive Months (65%) - 36 Negative Months (35%)

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The first official book of
Build wealth
with Lazy Portfolios and Passive Investing