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DRUP.DE vs. URTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRUP.DE vs. URTH - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc (DRUP.DE) and iShares MSCI World ETF (URTH). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DRUP.DE is traded in EUR, while URTH is traded in USD. To make them comparable, the URTH values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DRUP.DE achieves a 23.69% return, which is significantly higher than URTH's 11.97% return.


DRUP.DE

1D
-0.61%
1M
12.27%
YTD
23.69%
6M
21.96%
1Y
41.06%
3Y*
19.28%
5Y*
8.78%
10Y*

URTH

1D
0.36%
1M
5.08%
YTD
11.97%
6M
11.62%
1Y
24.41%
3Y*
17.91%
5Y*
13.01%
10Y*
12.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRUP.DE vs. URTH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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%
URTH
iShares MSCI World ETF
11.97%6.96%26.49%20.23%-12.88%31.42%18.70%

Correlation

The correlation between DRUP.DE and URTH is 0.51, 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

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (All Time)
Calculated using the full available price history since May 1, 2020

0.50

The correlation between DRUP.DE and URTH has been stable across timeframes, ranging from 0.50 to 0.52 - a consistent structural relationship.

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Return for Risk

DRUP.DE vs. URTH — Risk / Return Rank

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

DRUP.DE
DRUP.DE Risk / Return Rank: 5959
Overall Rank
DRUP.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DRUP.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
DRUP.DE Omega Ratio Rank: 6060
Omega Ratio Rank
DRUP.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
DRUP.DE Martin Ratio Rank: 4545
Martin Ratio Rank

URTH
URTH Risk / Return Rank: 6767
Overall Rank
URTH Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
URTH Sortino Ratio Rank: 6868
Sortino Ratio Rank
URTH Omega Ratio Rank: 6767
Omega Ratio Rank
URTH Calmar Ratio Rank: 6060
Calmar Ratio Rank
URTH Martin Ratio Rank: 7272
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.

DRUP.DE vs. URTH - 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 ETF (URTH). 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.DEURTHDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.36

1.39

-0.02

Calmar ratioReturn relative to maximum drawdown

2.77

3.74

-0.97

Martin ratioReturn relative to average drawdown

7.29

15.35

-8.06

DRUP.DE vs. URTH - Sharpe Ratio Comparison

The current DRUP.DE Sharpe Ratio is 2.15, which is comparable to the URTH Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of DRUP.DE and URTH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DRUP.DEURTHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

2.08

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.85

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.75

-0.10

Drawdowns

DRUP.DE vs. URTH - Drawdown Comparison

The maximum DRUP.DE drawdown since its inception was -37.97%, which is greater than URTH's maximum drawdown of -33.45%. Use the drawdown chart below to compare losses from any high point for DRUP.DE and URTH.


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Drawdown Indicators


DRUP.DEURTHDifference

Max Drawdown

Largest peak-to-trough decline

-37.97%

-33.45%

-4.52%

Max Drawdown (1Y)

Largest decline over 1 year

-14.74%

-6.56%

-8.18%

Max Drawdown (3Y)

Largest decline over 3 years

-26.04%

-20.94%

-5.10%

Max Drawdown (5Y)

Largest decline over 5 years

-36.30%

-20.94%

-15.36%

Max Drawdown (10Y)

Largest decline over 10 years

-33.45%

Current Drawdown

Current decline from peak

-1.28%

-0.11%

-1.17%

Average Drawdown

Average peak-to-trough decline

-16.43%

-4.11%

-12.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.61%

1.59%

+4.02%

Volatility

DRUP.DE vs. URTH - Volatility Comparison

Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc (DRUP.DE) has a higher volatility of 6.32% compared to iShares MSCI World ETF (URTH) at 2.51%. This indicates that DRUP.DE's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRUP.DEURTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

2.51%

+3.81%

Volatility (6M)

Calculated over the trailing 6-month period

13.63%

8.59%

+5.04%

Volatility (1Y)

Calculated over the trailing 1-year period

19.01%

11.77%

+7.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.39%

15.37%

+5.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.27%

17.21%

+4.06%

DRUP.DE vs. URTH - Expense Ratio Comparison

DRUP.DE has a 0.45% expense ratio, which is higher than URTH's 0.24% expense ratio.


Dividends

DRUP.DE vs. URTH - Dividend Comparison

DRUP.DE has not paid dividends to shareholders, while URTH's dividend yield for the trailing twelve months is around 1.34%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
URTH
iShares MSCI World ETF
1.34%1.48%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%

Frequently Asked Questions


DRUP.DE and URTH have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, URTH is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

URTH is cheaper with a 0.24% expense ratio, compared with 0.45% for DRUP.DE.

DRUP.DE is categorized as Technology Equities, while URTH is Global Equities. DRUP.DE tracks MSCI ACWI IMI Disruptive Technology ESG Filtered, while URTH tracks MSCI World Index (Net). They also come from different issuers: Amundi and iShares. Their fees differ too: 0.45% for DRUP.DE and 0.24% for URTH.

Portfolio Optimizer

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