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DIGI.DE vs. M37R.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DIGI.DE vs. M37R.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 HANetf ETC Group Global Metaverse UCITS ETF (M37R.DE). The values are adjusted to include any dividend payments, if applicable.

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DIGI.DE vs. M37R.DE - Yearly Performance Comparison


2026 (YTD)20252024
DIGI.DE
HANetf Digital Infrastructure and Connectivity UCITS ETF
0.60%1.79%1.74%
M37R.DE
HANetf ETC Group Global Metaverse UCITS ETF
-20.04%-10.17%28.74%

Returns By Period

In the year-to-date period, DIGI.DE achieves a 0.60% return, which is significantly higher than M37R.DE's -20.04% return.


DIGI.DE

1D
0.95%
1M
-3.60%
YTD
0.60%
6M
2.63%
1Y
4.80%
3Y*
8.78%
5Y*
3.31%
10Y*

M37R.DE

1D
3.87%
1M
-9.89%
YTD
-20.04%
6M
-31.63%
1Y
-8.50%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DIGI.DE vs. M37R.DE - Expense Ratio Comparison

DIGI.DE has a 0.69% expense ratio, which is higher than M37R.DE's 0.65% expense ratio.


Return for Risk

DIGI.DE vs. M37R.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: 2525
Overall Rank
DIGI.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
DIGI.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
DIGI.DE Omega Ratio Rank: 2222
Omega Ratio Rank
DIGI.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
DIGI.DE Martin Ratio Rank: 3131
Martin Ratio Rank

M37R.DE
M37R.DE Risk / Return Rank: 88
Overall Rank
M37R.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
M37R.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
M37R.DE Omega Ratio Rank: 88
Omega Ratio Rank
M37R.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
M37R.DE Martin Ratio Rank: 77
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.

DIGI.DE vs. M37R.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 HANetf ETC Group Global Metaverse UCITS ETF (M37R.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.DEM37R.DEDifference

Sharpe ratio

Return per unit of total volatility

0.42

-0.26

+0.67

Sortino ratio

Return per unit of downside risk

0.61

-0.15

+0.76

Omega ratio

Gain probability vs. loss probability

1.09

0.98

+0.11

Calmar ratio

Return relative to maximum drawdown

0.75

-0.24

+0.99

Martin ratio

Return relative to average drawdown

3.05

-0.62

+3.66

DIGI.DE vs. M37R.DE - Sharpe Ratio Comparison

The current DIGI.DE Sharpe Ratio is 0.42, which is higher than the M37R.DE Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of DIGI.DE and M37R.DE, 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


DIGI.DEM37R.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

-0.26

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

-0.16

+0.45

Correlation

The correlation between DIGI.DE and M37R.DE is 0.61, 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

DIGI.DE vs. M37R.DE - Dividend Comparison

Neither DIGI.DE nor M37R.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DIGI.DE vs. M37R.DE - Drawdown Comparison

The maximum DIGI.DE drawdown since its inception was -30.55%, smaller than the maximum M37R.DE drawdown of -38.85%. Use the drawdown chart below to compare losses from any high point for DIGI.DE and M37R.DE.


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Drawdown Indicators


DIGI.DEM37R.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.55%

-38.85%

+8.30%

Max Drawdown (1Y)

Largest decline over 1 year

-10.43%

-38.85%

+28.42%

Max Drawdown (5Y)

Largest decline over 5 years

-30.55%

Current Drawdown

Current decline from peak

-3.60%

-35.62%

+32.02%

Average Drawdown

Average peak-to-trough decline

-10.77%

-12.70%

+1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

15.05%

-13.31%

Volatility

DIGI.DE vs. M37R.DE - Volatility Comparison

The current volatility for HANetf Digital Infrastructure and Connectivity UCITS ETF (DIGI.DE) is 2.83%, while HANetf ETC Group Global Metaverse UCITS ETF (M37R.DE) has a volatility of 10.31%. This indicates that DIGI.DE experiences smaller price fluctuations and is considered to be less risky than M37R.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIGI.DEM37R.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.83%

10.31%

-7.48%

Volatility (6M)

Calculated over the trailing 6-month period

6.39%

21.55%

-15.16%

Volatility (1Y)

Calculated over the trailing 1-year period

11.55%

32.81%

-21.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.65%

32.11%

-12.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.09%

32.11%

-12.02%