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CTEC vs. SXRV.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CTEC vs. SXRV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X CleanTech ETF (CTEC) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE). The values are adjusted to include any dividend payments, if applicable.

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CTEC vs. SXRV.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CTEC
Global X CleanTech ETF
9.30%57.85%-36.35%-25.60%-16.82%-22.19%47.46%
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
-5.50%20.77%25.91%55.97%-33.91%28.35%13.82%
Different Trading Currencies

CTEC is traded in USD, while SXRV.DE is traded in EUR. To make them comparable, the SXRV.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CTEC achieves a 9.30% return, which is significantly higher than SXRV.DE's -5.50% return.


CTEC

1D
-0.47%
1M
-1.80%
YTD
9.30%
6M
9.93%
1Y
90.98%
3Y*
-9.15%
5Y*
-11.52%
10Y*

SXRV.DE

1D
2.90%
1M
-3.28%
YTD
-5.50%
6M
-2.43%
1Y
24.70%
3Y*
23.08%
5Y*
12.99%
10Y*
18.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CTEC vs. SXRV.DE - Expense Ratio Comparison

CTEC has a 0.50% expense ratio, which is higher than SXRV.DE's 0.36% expense ratio.


Return for Risk

CTEC vs. SXRV.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CTEC
CTEC Risk / Return Rank: 9393
Overall Rank
CTEC Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CTEC Sortino Ratio Rank: 9494
Sortino Ratio Rank
CTEC Omega Ratio Rank: 8787
Omega Ratio Rank
CTEC Calmar Ratio Rank: 9797
Calmar Ratio Rank
CTEC Martin Ratio Rank: 9292
Martin Ratio Rank

SXRV.DE
SXRV.DE Risk / Return Rank: 4545
Overall Rank
SXRV.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SXRV.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
SXRV.DE Omega Ratio Rank: 4040
Omega Ratio Rank
SXRV.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
SXRV.DE Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CTEC vs. SXRV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X CleanTech ETF (CTEC) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CTECSXRV.DEDifference

Sharpe ratio

Return per unit of total volatility

2.42

1.20

+1.22

Sortino ratio

Return per unit of downside risk

3.00

1.79

+1.21

Omega ratio

Gain probability vs. loss probability

1.37

1.24

+0.13

Calmar ratio

Return relative to maximum drawdown

5.42

2.19

+3.23

Martin ratio

Return relative to average drawdown

13.76

8.04

+5.72

CTEC vs. SXRV.DE - Sharpe Ratio Comparison

The current CTEC Sharpe Ratio is 2.42, which is higher than the SXRV.DE Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of CTEC and SXRV.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CTECSXRV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

1.20

+1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

0.62

-0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.79

-0.91

Correlation

The correlation between CTEC and SXRV.DE is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CTEC vs. SXRV.DE - Dividend Comparison

CTEC's dividend yield for the trailing twelve months is around 0.69%, while SXRV.DE has not paid dividends to shareholders.


TTM202520242023202220212020
CTEC
Global X CleanTech ETF
0.69%0.75%1.56%0.51%0.25%0.39%0.02%
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CTEC vs. SXRV.DE - Drawdown Comparison

The maximum CTEC drawdown since its inception was -81.58%, which is greater than SXRV.DE's maximum drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for CTEC and SXRV.DE.


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Drawdown Indicators


CTECSXRV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-81.58%

-32.80%

-48.78%

Max Drawdown (1Y)

Largest decline over 1 year

-17.62%

-13.34%

-4.28%

Max Drawdown (5Y)

Largest decline over 5 years

-76.46%

-31.33%

-45.13%

Max Drawdown (10Y)

Largest decline over 10 years

-31.33%

Current Drawdown

Current decline from peak

-58.54%

-7.60%

-50.94%

Average Drawdown

Average peak-to-trough decline

-52.42%

-6.62%

-45.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.93%

3.41%

+3.52%

Volatility

CTEC vs. SXRV.DE - Volatility Comparison

Global X CleanTech ETF (CTEC) has a higher volatility of 10.98% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 5.61%. This indicates that CTEC's price experiences larger fluctuations and is considered to be riskier than SXRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CTECSXRV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.98%

5.61%

+5.37%

Volatility (6M)

Calculated over the trailing 6-month period

27.93%

11.96%

+15.97%

Volatility (1Y)

Calculated over the trailing 1-year period

37.79%

20.48%

+17.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.54%

20.72%

+15.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.91%

19.91%

+18.00%