DRUP.DE vs. AYEW.DE
DRUP.DE (Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc) and AYEW.DE (iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist)) are both Technology Equities funds - DRUP.DE tracks the MSCI ACWI IMI Disruptive Technology ESG Filtered while AYEW.DE tracks the MSCI World Information Technology ESG Reduced Carbon Select 20 35 Capped. Both are passively managed. Over the past 5 years, DRUP.DE returned 8.78%/yr vs 21.48%/yr for AYEW.DE. Their correlation of 0.81 suggests significant overlap in exposure. DRUP.DE charges 0.45%/yr vs 0.18%/yr for AYEW.DE.
Performance
DRUP.DE vs. AYEW.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with DRUP.DE having a 23.69% return and AYEW.DE slightly higher at 24.61%.
DRUP.DE
- 1D
- -0.61%
- 1M
- 12.27%
- YTD
- 23.69%
- 6M
- 21.96%
- 1Y
- 41.06%
- 3Y*
- 19.28%
- 5Y*
- 8.78%
- 10Y*
- —
AYEW.DE
- 1D
- -1.67%
- 1M
- 15.12%
- YTD
- 24.61%
- 6M
- 23.38%
- 1Y
- 45.27%
- 3Y*
- 27.99%
- 5Y*
- 21.48%
- 10Y*
- —
DRUP.DE vs. AYEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DRUP.DE Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc | 23.69% | 9.46% | 20.09% | 21.03% | -31.26% | 10.02% | 48.77% |
AYEW.DE iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) | 24.61% | 9.65% | 33.73% | 55.77% | -29.69% | 41.89% | 30.01% |
Correlation
The correlation between DRUP.DE and AYEW.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since May 4, 2020 | 0.81 |
The correlation between DRUP.DE and AYEW.DE has been stable across timeframes, ranging from 0.78 to 0.81 - a consistent structural relationship.
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Return for Risk
DRUP.DE vs. AYEW.DE — Risk / Return Rank
DRUP.DE
AYEW.DE
DRUP.DE vs. AYEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc (DRUP.DE) 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.
| DRUP.DE | AYEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.37 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.77 | 3.01 | -0.23 |
| Martin ratioReturn relative to average drawdown | 7.29 | 8.00 | -0.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DRUP.DE | AYEW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 2.26 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.93 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 1.02 | -0.37 |
Drawdowns
DRUP.DE vs. AYEW.DE - Drawdown Comparison
The maximum DRUP.DE drawdown since its inception was -37.97%, which is greater than AYEW.DE's maximum drawdown of -31.36%. Use the drawdown chart below to compare losses from any high point for DRUP.DE and AYEW.DE.
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Drawdown Indicators
| DRUP.DE | AYEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.97% | -31.36% | -6.61% |
Max Drawdown (1Y)Largest decline over 1 year | -14.74% | -14.98% | +0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -26.04% | -29.01% | +2.97% |
Max Drawdown (5Y)Largest decline over 5 years | -36.30% | -30.10% | -6.20% |
Current DrawdownCurrent decline from peak | -1.28% | -2.13% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -16.43% | -7.74% | -8.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.61% | 5.64% | -0.03% |
Volatility
DRUP.DE vs. AYEW.DE - Volatility Comparison
The current volatility for Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc (DRUP.DE) is 6.32%, while iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE) has a volatility of 6.77%. This indicates that DRUP.DE experiences smaller price fluctuations and is considered to be less risky 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
| DRUP.DE | AYEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.32% | 6.77% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 13.63% | 14.89% | -1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.01% | 19.98% | -0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.39% | 22.77% | -2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.27% | 23.48% | -2.21% |
DRUP.DE vs. AYEW.DE - Expense Ratio Comparison
DRUP.DE has a 0.45% expense ratio, which is higher than AYEW.DE's 0.18% expense ratio.
Dividends
DRUP.DE vs. AYEW.DE - Dividend Comparison
DRUP.DE has not paid dividends to shareholders, while AYEW.DE's dividend yield for the trailing twelve months is around 0.25%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
DRUP.DE Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DRUP.DE and AYEW.DE have a correlation of 0.78, 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 0.45% for DRUP.DE.
DRUP.DE tracks MSCI ACWI IMI Disruptive Technology ESG Filtered, while AYEW.DE tracks MSCI World Information Technology ESG Reduced Carbon Select 20 35 Capped. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.45% for DRUP.DE and 0.18% for AYEW.DE.
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