DIGI.DE vs. LTUG.DE

Last updated Jun 5, 2026

DIGI.DE (HANetf Digital Infrastructure and Connectivity UCITS ETF) and LTUG.DE (Lyxor STOXX Europe 600 Technology UCITS ETF Acc) are both Technology Equities funds - DIGI.DE tracks the Tematica BITA Digital Infrastructure while LTUG.DE tracks the STOXX® Europe 600 Technology. Both are passively managed. Over the past 5 years, DIGI.DE returned 4.74%/yr vs 9.07%/yr for LTUG.DE. A 0.70 correlation means they provide meaningful diversification when combined. DIGI.DE charges 0.69%/yr vs 0.30%/yr for LTUG.DE.

Performance

DIGI.DE vs. LTUG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf Digital Infrastructure and Connectivity UCITS ETF (DIGI.DE) and Lyxor STOXX Europe 600 Technology UCITS ETF Acc (LTUG.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DIGI.DE achieves a 7.32% return, which is significantly lower than LTUG.DE's 26.55% return.

DIGI.DE

• 1D: -0.08%
• 1M: 1.17%
• YTD: 7.32%
• 6M: 7.08%
• 1Y: 12.66%
• 3Y*: 10.98%
• 5Y*: 4.74%
• 10Y*: —

LTUG.DE

• 1D: 0.99%
• 1M: 13.44%
• YTD: 26.55%
• 6M: 24.81%
• 1Y: 25.09%
• 3Y*: 14.34%
• 5Y*: 9.07%
• 10Y*: 13.07%

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

DIGI.DE vs. LTUG.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
DIGI.DE HANetf Digital Infrastructure and Connectivity UCITS ETF	7.32%	1.79%	13.38%	22.73%	-28.17%	28.74%	3.94%
LTUG.DE Lyxor STOXX Europe 600 Technology UCITS ETF Acc	26.55%	4.10%	6.60%	30.68%	-26.76%	34.20%	2.79%

Correlation

The correlation between DIGI.DE and LTUG.DE is 0.61, 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	0.61
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.69
Correlation (All Time) Calculated using the full available price history since Oct 20, 2020	0.70

The correlation between DIGI.DE and LTUG.DE has been stable across timeframes, ranging from 0.61 to 0.70 - a consistent structural relationship.

Return for Risk

DIGI.DE vs. LTUG.DE — Risk / Return Rank

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

DIGI.DE

DIGI.DE Risk / Return Rank: 46
DIGI.DE Sharpe Ratio Rank: 43
DIGI.DE Sortino Ratio Rank: 42
DIGI.DE Omega Ratio Rank: 45
DIGI.DE Calmar Ratio Rank: 51
DIGI.DE Martin Ratio Rank: 50

LTUG.DE

LTUG.DE Risk / Return Rank: 32
LTUG.DE Sharpe Ratio Rank: 31
LTUG.DE Sortino Ratio Rank: 32
LTUG.DE Omega Ratio Rank: 30
LTUG.DE Calmar Ratio Rank: 35
LTUG.DE Martin Ratio Rank: 31

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.

DIGI.DE vs. LTUG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf Digital Infrastructure and Connectivity UCITS ETF (DIGI.DE) and Lyxor STOXX Europe 600 Technology UCITS ETF Acc (LTUG.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.

	DIGI.DE	LTUG.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.51	1.10	+0.42
Sortino ratio: Return per unit of downside risk	2.11	1.67	+0.44
Omega ratio: Gain probability vs. loss probability	1.29	1.20	+0.09
Calmar ratio: Return relative to maximum drawdown	2.49	1.70	+0.79
Martin ratio: Return relative to average drawdown	8.29	4.42	+3.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DIGI.DE vs. LTUG.DE - Sharpe Ratio Comparison

The current DIGI.DE Sharpe Ratio is 1.51, which is higher than the LTUG.DE Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of DIGI.DE and LTUG.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.

Sharpe Ratios by Period

	DIGI.DE	LTUG.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.51	1.10	+0.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.24	0.37	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.60	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.46	-0.11

Drawdowns

DIGI.DE vs. LTUG.DE - Drawdown Comparison

The maximum DIGI.DE drawdown since its inception was -30.55%, smaller than the maximum LTUG.DE drawdown of -61.39%. Use the drawdown chart below to compare losses from any high point for DIGI.DE and LTUG.DE.

Drawdown Indicators

	DIGI.DE	LTUG.DE	Difference
Max Drawdown Largest peak-to-trough decline	-30.55%	-61.39%	+30.84%
Max Drawdown (1Y) Largest decline over 1 year	-5.09%	-14.90%	+9.81%
Max Drawdown (3Y) Largest decline over 3 years	-17.65%	-23.99%	+6.34%
Max Drawdown (5Y) Largest decline over 5 years	-30.55%	-40.21%	+9.66%
Max Drawdown (10Y) Largest decline over 10 years	—	-40.21%	—
Current Drawdown Current decline from peak	-0.95%	0.00%	-0.95%
Average Drawdown Average peak-to-trough decline	-10.47%	-14.85%	+4.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.53%	5.75%	-4.22%

Volatility

DIGI.DE vs. LTUG.DE - Volatility Comparison

The current volatility for HANetf Digital Infrastructure and Connectivity UCITS ETF (DIGI.DE) is 1.93%, while Lyxor STOXX Europe 600 Technology UCITS ETF Acc (LTUG.DE) has a volatility of 8.18%. This indicates that DIGI.DE experiences smaller price fluctuations and is considered to be less risky than LTUG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DIGI.DE	LTUG.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.93%	8.18%	-6.25%
Volatility (6M) Calculated over the trailing 6-month period	5.60%	19.11%	-13.51%
Volatility (1Y) Calculated over the trailing 1-year period	8.38%	23.19%	-14.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.34%	25.16%	-5.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.82%	25.26%	-5.44%

DIGI.DE vs. LTUG.DE - Expense Ratio Comparison

DIGI.DE has a 0.69% expense ratio, which is higher than LTUG.DE's 0.30% expense ratio.

Dividends

DIGI.DE vs. LTUG.DE - Dividend Comparison

Neither DIGI.DE nor LTUG.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DIGI.DE and LTUG.DE in my portfolio?

DIGI.DE and LTUG.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DIGI.DE or LTUG.DE?

On fees, LTUG.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DIGI.DE or LTUG.DE?

LTUG.DE is cheaper with a 0.30% expense ratio, compared with 0.69% for DIGI.DE.

What is the main difference between DIGI.DE and LTUG.DE?

DIGI.DE tracks Tematica BITA Digital Infrastructure, while LTUG.DE tracks STOXX® Europe 600 Technology. They also come from different issuers: HANetf and Amundi. Their fees differ too: 0.69% for DIGI.DE and 0.30% for LTUG.DE.