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CTEK.L vs. HYGN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CTEK.L vs. HYGN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X CleanTech UCITS ETF USD (Acc) (CTEK.L) and Global X Hydrogen UCITS ETF USD (Acc) (HYGN.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CTEK.L achieves a 6.99% return, which is significantly lower than HYGN.L's 31.14% return.


CTEK.L

1D
-1.98%
1M
-17.77%
6M
-5.18%
YTD
6.99%
1Y
39.87%
3Y*
-7.53%
5Y*
10Y*

HYGN.L

1D
-2.88%
1M
-28.95%
6M
6.89%
YTD
31.14%
1Y
75.72%
3Y*
-3.55%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CTEK.L vs. HYGN.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
CTEK.L
Global X CleanTech UCITS ETF USD (Acc)
6.99%53.41%-33.55%-21.76%2.28%
HYGN.L
Global X Hydrogen UCITS ETF USD (Acc)
31.14%54.56%-33.06%-34.76%-26.91%

Correlation

The correlation between CTEK.L and HYGN.L is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Feb 7, 2022

0.85

The correlation between CTEK.L and HYGN.L has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

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Return for Risk

CTEK.L vs. HYGN.L — Risk / Return Rank

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

CTEK.L
CTEK.L Risk / Return Rank: 3636
Overall Rank
CTEK.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
CTEK.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
CTEK.L Omega Ratio Rank: 3434
Omega Ratio Rank
CTEK.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
CTEK.L Martin Ratio Rank: 3636
Martin Ratio Rank

HYGN.L
HYGN.L Risk / Return Rank: 4646
Overall Rank
HYGN.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
HYGN.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
HYGN.L Omega Ratio Rank: 4646
Omega Ratio Rank
HYGN.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
HYGN.L Martin Ratio Rank: 3939
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.

CTEK.L vs. HYGN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X CleanTech UCITS ETF USD (Acc) (CTEK.L) and Global X Hydrogen UCITS ETF USD (Acc) (HYGN.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CTEK.LHYGN.LDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.18

1.23

-0.05

Calmar ratioReturn relative to maximum drawdown

1.37

1.62

-0.25

Martin ratioReturn relative to average drawdown

4.17

4.54

-0.37

CTEK.L vs. HYGN.L - Sharpe Ratio Comparison

The current CTEK.L Sharpe Ratio is 1.03, which is comparable to the HYGN.L Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of CTEK.L and HYGN.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CTEK.L vs. HYGN.L - Drawdown Comparison

The maximum CTEK.L drawdown since its inception was -73.85%, smaller than the maximum HYGN.L drawdown of -83.04%. Use the drawdown chart below to compare losses from any high point for CTEK.L and HYGN.L.


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Drawdown Indicators


CTEK.LHYGN.LDifference

Max Drawdown

Largest peak-to-trough decline

-73.85%

-83.04%

+9.19%

Max Drawdown (1Y)

Largest decline over 1 year

-28.89%

-46.52%

+17.63%

Max Drawdown (3Y)

Largest decline over 3 years

-63.73%

-69.01%

+5.28%

Current Drawdown

Current decline from peak

-43.11%

-51.27%

+8.16%

Average Drawdown

Average peak-to-trough decline

-44.62%

-54.98%

+10.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.54%

16.63%

-7.09%

Volatility

CTEK.L vs. HYGN.L - Volatility Comparison

The current volatility for Global X CleanTech UCITS ETF USD (Acc) (CTEK.L) is 13.53%, while Global X Hydrogen UCITS ETF USD (Acc) (HYGN.L) has a volatility of 19.00%. This indicates that CTEK.L experiences smaller price fluctuations and is considered to be less risky than HYGN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CTEK.LHYGN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.53%

19.00%

-5.47%

Volatility (6M)

Calculated over the trailing 6-month period

28.76%

41.23%

-12.47%

Volatility (1Y)

Calculated over the trailing 1-year period

38.62%

57.09%

-18.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.97%

51.78%

-14.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.97%

51.78%

-14.81%

CTEK.L vs. HYGN.L - Expense Ratio Comparison

Both CTEK.L and HYGN.L have an expense ratio of 0.50%.


Dividends

CTEK.L vs. HYGN.L - Dividend Comparison

Neither CTEK.L nor HYGN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CTEK.L and HYGN.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CTEK.L and HYGN.L have the same expense ratio: 0.50% per year.

CTEK.L tracks Indxx Global CleanTech v2 Index, while HYGN.L tracks Solactive Global Hydrogen v2 Index.

Portfolio Optimizer

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