DGIT.L vs. CHTE.L

Last updated Jun 26, 2026

DGIT.L (iShares Digitalisation UCITS Acc) and CHTE.L (UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc) are both Technology Equities funds tracking the MSCI World/Information Tech NR USD, from iShares and UBS respectively. Both are passively managed. Over the past 5 years, DGIT.L returned -0.10%/yr vs 110.98%/yr for CHTE.L. At a 0.38 correlation, their price movements are largely independent. DGIT.L charges 0.40%/yr vs 0.47%/yr for CHTE.L.

Performance

DGIT.L vs. CHTE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Digitalisation UCITS Acc (DGIT.L) and UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (CHTE.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DGIT.L achieves a -1.53% return, which is significantly higher than CHTE.L's -12.15% return.

DGIT.L

• 1D: -1.05%
• 1M: -0.12%
• YTD: -1.53%
• 6M: -1.56%
• 1Y: -4.04%
• 3Y*: 11.13%
• 5Y*: -0.10%
• 10Y*: —

CHTE.L

• 1D: -1.06%
• 1M: -5.97%
• YTD: -12.15%
• 6M: -12.09%
• 1Y: -4.81%
• 3Y*: 7.13%
• 5Y*: 110.98%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DGIT.L vs. CHTE.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DGIT.L iShares Digitalisation UCITS Acc	-1.53%	-2.47%	24.03%	25.52%	-28.82%	4.30%
CHTE.L UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc	-12.15%	32.47%	12.40%	-15.02%	5,521.71%	-33.76%

Correlation

The correlation between DGIT.L and CHTE.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.39
Correlation (All Time) Calculated using the full available price history since Mar 5, 2021	0.38

The correlation between DGIT.L and CHTE.L shifts across timeframes, from 0.29 (3 years) to 0.39 (5 years), reflecting how their relationship changes across market environments.

DGIT.L vs. CHTE.L - Sectors Allocation Comparison

Sectors	DGIT.L	CHTE.L
Technology	42.9%	34.2%
Communication Services	19.6%	21.8%
Consumer Cyclical	16.0%	26.9%
Industrials	10.1%	5.0%
Real Estate	5.8%	-
Financial Services	5.5%	0.5%
Healthcare	0.1%	11.6%
Consumer Defensive	0.0%	-
Basic Materials	-	-
Energy	-	-
Utilities	-	-

Return for Risk

DGIT.L vs. CHTE.L — Risk / Return Rank

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

DGIT.L

DGIT.L Risk / Return Rank: 7
DGIT.L Sharpe Ratio Rank: 7
DGIT.L Sortino Ratio Rank: 7
DGIT.L Omega Ratio Rank: 7
DGIT.L Calmar Ratio Rank: 8
DGIT.L Martin Ratio Rank: 7

CHTE.L

CHTE.L Risk / Return Rank: 7
CHTE.L Sharpe Ratio Rank: 7
CHTE.L Sortino Ratio Rank: 7
CHTE.L Omega Ratio Rank: 7
CHTE.L Calmar Ratio Rank: 8
CHTE.L Martin Ratio Rank: 8

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.

DGIT.L vs. CHTE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Digitalisation UCITS Acc (DGIT.L) and UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (CHTE.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.

	DGIT.L	CHTE.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.24	-0.19	-0.05
Sortino ratio: Return per unit of downside risk	-0.23	-0.11	-0.12
Omega ratio: Gain probability vs. loss probability	0.97	0.99	-0.01
Calmar ratio: Return relative to maximum drawdown	-0.18	-0.16	-0.01
Martin ratio: Return relative to average drawdown	-0.38	-0.29	-0.08

DGIT.L vs. CHTE.L - Sharpe Ratio Comparison

The current DGIT.L Sharpe Ratio is -0.24, which is comparable to the CHTE.L Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of DGIT.L and CHTE.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.

Drawdowns

DGIT.L vs. CHTE.L - Drawdown Comparison

The maximum DGIT.L drawdown since its inception was -37.95%, smaller than the maximum CHTE.L drawdown of -47.13%. Use the drawdown chart below to compare losses from any high point for DGIT.L and CHTE.L.

Drawdown Indicators

	DGIT.L	CHTE.L	Difference
Max Drawdown Largest peak-to-trough decline	-37.95%	-47.13%	+9.18%
Max Drawdown (1Y) Largest decline over 1 year	-22.83%	-29.14%	+6.31%
Max Drawdown (3Y) Largest decline over 3 years	-24.88%	-31.31%	+6.43%
Max Drawdown (5Y) Largest decline over 5 years	-37.95%	-47.13%	+9.18%
Current Drawdown Current decline from peak	-12.15%	-28.04%	+15.89%
Average Drawdown Average peak-to-trough decline	-13.47%	-23.70%	+10.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.71%	16.47%	-5.76%

Volatility

DGIT.L vs. CHTE.L - Volatility Comparison

The current volatility for iShares Digitalisation UCITS Acc (DGIT.L) is 5.91%, while UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (CHTE.L) has a volatility of 8.26%. This indicates that DGIT.L experiences smaller price fluctuations and is considered to be less risky than CHTE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGIT.L	CHTE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.91%	8.26%	-2.35%
Volatility (6M) Calculated over the trailing 6-month period	13.68%	17.77%	-4.09%
Volatility (1Y) Calculated over the trailing 1-year period	16.63%	24.68%	-8.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.68%	3,226.85%	-3,203.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.95%	3,135.80%	-3,112.85%

DGIT.L vs. CHTE.L - Expense Ratio Comparison

DGIT.L has a 0.40% expense ratio, which is lower than CHTE.L's 0.47% expense ratio.

Dividends

DGIT.L vs. CHTE.L - Dividend Comparison

Neither DGIT.L nor CHTE.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DGIT.L and CHTE.L in my portfolio?

DGIT.L and CHTE.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DGIT.L or CHTE.L?

On fees, DGIT.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DGIT.L or CHTE.L?

DGIT.L is cheaper with a 0.40% expense ratio, compared with 0.47% for CHTE.L.

What is the main difference between DGIT.L and CHTE.L?

Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: iShares and UBS. Their fees differ too: 0.40% for DGIT.L and 0.47% for CHTE.L.