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DAPP.L vs. AYEW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DAPP.L vs. AYEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Digital Assets Equity UCITS ETF A USD Acc (DAPP.L) and iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, DAPP.L achieves a 29.21% return, which is significantly higher than AYEW.DE's 23.17% return.


DAPP.L

1D
-2.84%
1M
5.89%
YTD
29.21%
6M
10.43%
1Y
50.42%
3Y*
56.66%
5Y*
-2.12%
10Y*

AYEW.DE

1D
-1.55%
1M
14.33%
YTD
23.17%
6M
23.04%
1Y
47.76%
3Y*
31.48%
5Y*
20.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DAPP.L vs. AYEW.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DAPP.L
VanEck Digital Assets Equity UCITS ETF A USD Acc
29.21%9.71%29.53%351.01%-86.77%-27.60%
AYEW.DE
iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist)
23.17%23.78%26.08%60.69%-33.56%23.08%

Correlation

The correlation between DAPP.L and AYEW.DE is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (All Time)
Calculated using the full available price history since May 10, 2021

0.55

The correlation between DAPP.L and AYEW.DE has been stable across timeframes, ranging from 0.46 to 0.55 - a consistent structural relationship.

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Return for Risk

DAPP.L vs. AYEW.DE — Risk / Return Rank

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

DAPP.L
DAPP.L Risk / Return Rank: 2424
Overall Rank
DAPP.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
DAPP.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
DAPP.L Omega Ratio Rank: 2626
Omega Ratio Rank
DAPP.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
DAPP.L Martin Ratio Rank: 1919
Martin Ratio Rank

AYEW.DE
AYEW.DE Risk / Return Rank: 6161
Overall Rank
AYEW.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AYEW.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
AYEW.DE Omega Ratio Rank: 6262
Omega Ratio Rank
AYEW.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
AYEW.DE Martin Ratio Rank: 4949
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.

DAPP.L vs. AYEW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Digital Assets Equity UCITS ETF A USD Acc (DAPP.L) and iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.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.


DAPP.LAYEW.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.53

Sortino ratioReturn per unit of downside risk

-1.71

Omega ratioGain probability vs. loss probability

1.17

1.38

-0.22

Calmar ratioReturn relative to maximum drawdown

1.08

3.05

-1.96

Martin ratioReturn relative to average drawdown

2.02

9.61

-7.59

DAPP.L vs. AYEW.DE - Sharpe Ratio Comparison

The current DAPP.L Sharpe Ratio is 0.85, which is lower than the AYEW.DE Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of DAPP.L and AYEW.DE, 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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Sharpe Ratios by Period


DAPP.LAYEW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

2.38

-1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.85

-0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

1.01

-1.07

Drawdowns

DAPP.L vs. AYEW.DE - Drawdown Comparison

The maximum DAPP.L drawdown since its inception was -92.21%, which is greater than AYEW.DE's maximum drawdown of -39.13%. Use the drawdown chart below to compare losses from any high point for DAPP.L and AYEW.DE.


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Drawdown Indicators


DAPP.LAYEW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-92.21%

-39.13%

-53.08%

Max Drawdown (1Y)

Largest decline over 1 year

-46.39%

-15.60%

-30.79%

Max Drawdown (3Y)

Largest decline over 3 years

-58.14%

-25.47%

-32.67%

Max Drawdown (5Y)

Largest decline over 5 years

-92.21%

-39.13%

-53.08%

Current Drawdown

Current decline from peak

-33.98%

-2.28%

-31.70%

Average Drawdown

Average peak-to-trough decline

-59.08%

-8.46%

-50.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.87%

4.96%

+19.91%

Volatility

DAPP.L vs. AYEW.DE - Volatility Comparison

VanEck Digital Assets Equity UCITS ETF A USD Acc (DAPP.L) has a higher volatility of 17.16% compared to iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE) at 6.85%. This indicates that DAPP.L's price experiences larger fluctuations and is considered to be riskier than AYEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DAPP.LAYEW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.16%

6.85%

+10.31%

Volatility (6M)

Calculated over the trailing 6-month period

41.49%

15.32%

+26.17%

Volatility (1Y)

Calculated over the trailing 1-year period

58.79%

19.97%

+38.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.09%

23.70%

+53.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

76.87%

24.33%

+52.54%

DAPP.L vs. AYEW.DE - Expense Ratio Comparison

DAPP.L has a 0.65% expense ratio, which is higher than AYEW.DE's 0.18% expense ratio.


Dividends

DAPP.L vs. AYEW.DE - Dividend Comparison

DAPP.L has not paid dividends to shareholders, while AYEW.DE's dividend yield for the trailing twelve months is around 0.25%.


PositionTTM2025202420232022202120202019
AYEW.DE
iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist)
0.25%0.31%0.38%0.46%0.82%0.40%0.65%0.12%
DAPP.L
VanEck Digital Assets Equity UCITS ETF A USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DAPP.L and AYEW.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AYEW.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AYEW.DE is cheaper with a 0.18% expense ratio, compared with 0.65% for DAPP.L.

DAPP.L tracks MSCI World/Information Tech NR USD, while AYEW.DE tracks MSCI World Information Technology ESG Reduced Carbon Select 20 35 Capped. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.65% for DAPP.L and 0.18% for AYEW.DE.

Portfolio Optimizer

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