DRUP.DE vs. M37R.DE
DRUP.DE (Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc) and M37R.DE (HANetf ETC Group Global Metaverse UCITS ETF) are both Technology Equities funds - DRUP.DE tracks the MSCI ACWI IMI Disruptive Technology ESG Filtered while M37R.DE tracks the Solactive ETC Group Global Metaverse. Both are passively managed. At a correlation of -1.00, they often move in opposite directions. DRUP.DE charges 0.45%/yr vs 0.65%/yr for M37R.DE.
Performance
DRUP.DE vs. M37R.DE - Performance Comparison
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Returns By Period
DRUP.DE
- 1D
- 8.54%
- 1M
- 7.02%
- 6M
- 31.97%
- YTD
- 29.91%
- 1Y
- 41.43%
- 3Y*
- 20.64%
- 5Y*
- 7.74%
- 10Y*
- —
- ALL TIME*
- 13.48%
M37R.DE
- 1D
- -1.08%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
DRUP.DE vs. M37R.DE - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DRUP.DE Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc | 10.86% |
M37R.DE HANetf ETC Group Global Metaverse UCITS ETF | -0.03% |
Correlation
The correlation between DRUP.DE and M37R.DE is -1.00, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 17, 2026 | -1.00 |
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Return for Risk
DRUP.DE vs. M37R.DE — Risk / Return Rank
DRUP.DE
M37R.DE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DRUP.DE vs. M37R.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 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.
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.
| DRUP.DE | M37R.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.34 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | — | — |
| Martin ratioReturn relative to average drawdown | 7.07 | — | — |
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Drawdowns
DRUP.DE vs. M37R.DE - Drawdown Comparison
The maximum DRUP.DE drawdown since its inception was -37.95%, which is greater than M37R.DE's maximum drawdown of -1.08%. Use the drawdown chart below to compare losses from any high point for DRUP.DE and M37R.DE.
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Drawdown Indicators
| DRUP.DE | M37R.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.95% | -1.08% | -36.87% |
Max Drawdown (1Y)Largest decline over 1 year | -14.73% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -26.09% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -36.28% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.08% | +1.08% |
Average DrawdownAverage peak-to-trough decline | -16.11% | -0.36% | -15.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.84% | — | — |
Volatility
DRUP.DE vs. M37R.DE - Volatility Comparison
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Volatility by Period
| DRUP.DE | M37R.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.83% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 17.48% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 22.04% | 15.19% | +6.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.03% | 15.19% | +5.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.15% | 15.19% | +6.96% |
DRUP.DE vs. M37R.DE - Expense Ratio Comparison
DRUP.DE has a 0.45% expense ratio, which is lower than M37R.DE's 0.65% expense ratio.
Dividends
DRUP.DE vs. M37R.DE - Dividend Comparison
Neither DRUP.DE nor M37R.DE has paid dividends to shareholders.
Frequently Asked Questions
DRUP.DE and M37R.DE have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DRUP.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DRUP.DE is cheaper with a 0.45% expense ratio, compared with 0.65% for M37R.DE.
DRUP.DE tracks MSCI ACWI IMI Disruptive Technology ESG Filtered, while M37R.DE tracks Solactive ETC Group Global Metaverse. They also come from different issuers: Amundi and HANetf. Their fees differ too: 0.45% for DRUP.DE and 0.65% for M37R.DE.
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