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DGIT.L vs. GXLK.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGIT.L vs. GXLK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Digitalisation UCITS Acc (DGIT.L) and SPDR S&P US Technology Select Sector UCITS ETF (GXLK.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
DGIT.L
iShares Digitalisation UCITS Acc
-11.94%-3.01%24.03%25.52%-19.87%
GXLK.L
SPDR S&P US Technology Select Sector UCITS ETF
-7.49%15.88%24.73%48.31%-16.12%
Different Trading Currencies

DGIT.L is traded in GBp, while GXLK.L is traded in GBP. To make them comparable, the GXLK.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, DGIT.L achieves a -11.94% return, which is significantly lower than GXLK.L's -7.49% return.


DGIT.L

1D
1.58%
1M
-2.97%
YTD
-11.94%
6M
-16.52%
1Y
-8.04%
3Y*
7.12%
5Y*
-1.03%
10Y*

GXLK.L

1D
2.92%
1M
-2.22%
YTD
-7.49%
6M
-5.50%
1Y
26.38%
3Y*
18.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

DGIT.L has a 0.40% expense ratio, which is higher than GXLK.L's 0.15% expense ratio.


Return for Risk

DGIT.L vs. GXLK.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: 55
Overall Rank
DGIT.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
DGIT.L Sortino Ratio Rank: 55
Sortino Ratio Rank
DGIT.L Omega Ratio Rank: 55
Omega Ratio Rank
DGIT.L Calmar Ratio Rank: 66
Calmar Ratio Rank
DGIT.L Martin Ratio Rank: 44
Martin Ratio Rank

GXLK.L
GXLK.L Risk / Return Rank: 5555
Overall Rank
GXLK.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
GXLK.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
GXLK.L Omega Ratio Rank: 5656
Omega Ratio Rank
GXLK.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
GXLK.L Martin Ratio Rank: 4141
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Digitalisation UCITS Acc (DGIT.L) and SPDR S&P US Technology Select Sector UCITS ETF (GXLK.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.


DGIT.LGXLK.LDifference

Sharpe ratio

Return per unit of total volatility

-0.43

1.12

-1.55

Sortino ratio

Return per unit of downside risk

-0.48

1.65

-2.12

Omega ratio

Gain probability vs. loss probability

0.94

1.22

-0.28

Calmar ratio

Return relative to maximum drawdown

-0.38

1.55

-1.94

Martin ratio

Return relative to average drawdown

-1.02

4.11

-5.13

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

The current DGIT.L Sharpe Ratio is -0.43, which is lower than the GXLK.L Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of DGIT.L and GXLK.L, 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


DGIT.LGXLK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.43

1.12

-1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.50

-0.13

Correlation

The correlation between DGIT.L and GXLK.L is 0.70, 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

DGIT.L vs. GXLK.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

DGIT.L vs. GXLK.L - Drawdown Comparison

The maximum DGIT.L drawdown since its inception was -37.95%, which is greater than GXLK.L's maximum drawdown of -28.24%. Use the drawdown chart below to compare losses from any high point for DGIT.L and GXLK.L.


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Drawdown Indicators


DGIT.LGXLK.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.95%

-28.24%

-9.71%

Max Drawdown (1Y)

Largest decline over 1 year

-22.67%

-16.67%

-6.00%

Max Drawdown (5Y)

Largest decline over 5 years

-37.95%

Current Drawdown

Current decline from peak

-21.87%

-13.78%

-8.09%

Average Drawdown

Average peak-to-trough decline

-10.95%

-7.83%

-3.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.57%

6.29%

+2.28%

Volatility

DGIT.L vs. GXLK.L - Volatility Comparison

iShares Digitalisation UCITS Acc (DGIT.L) and SPDR S&P US Technology Select Sector UCITS ETF (GXLK.L) have volatilities of 4.94% and 5.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGIT.LGXLK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

5.10%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

11.96%

14.78%

-2.82%

Volatility (1Y)

Calculated over the trailing 1-year period

18.57%

23.60%

-5.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.32%

26.98%

-7.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.01%

26.98%

-7.97%