PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ECAR.L vs. IEVD.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ECAR.L and IEVD.DE is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

ECAR.L vs. IEVD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (ECAR.L) and iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.DE). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
2.77%
-0.27%
ECAR.L
IEVD.DE

Key characteristics

Sharpe Ratio

ECAR.L:

0.12

IEVD.DE:

0.26

Sortino Ratio

ECAR.L:

0.31

IEVD.DE:

0.47

Omega Ratio

ECAR.L:

1.04

IEVD.DE:

1.06

Calmar Ratio

ECAR.L:

0.12

IEVD.DE:

0.28

Martin Ratio

ECAR.L:

0.31

IEVD.DE:

0.67

Ulcer Index

ECAR.L:

8.24%

IEVD.DE:

7.40%

Daily Std Dev

ECAR.L:

21.23%

IEVD.DE:

19.06%

Max Drawdown

ECAR.L:

-42.77%

IEVD.DE:

-42.37%

Current Drawdown

ECAR.L:

-10.66%

IEVD.DE:

-5.80%

Returns By Period

In the year-to-date period, ECAR.L achieves a 2.16% return, which is significantly higher than IEVD.DE's -0.47% return.


ECAR.L

YTD

2.16%

1M

0.17%

6M

4.56%

1Y

2.53%

5Y*

8.49%

10Y*

N/A

IEVD.DE

YTD

-0.47%

1M

-3.44%

6M

7.56%

1Y

3.25%

5Y*

8.65%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ECAR.L vs. IEVD.DE - Expense Ratio Comparison

Both ECAR.L and IEVD.DE have an expense ratio of 0.40%.


ECAR.L
iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc)
Expense ratio chart for ECAR.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for IEVD.DE: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

ECAR.L vs. IEVD.DE — Risk-Adjusted Performance Rank

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

ECAR.L
The Risk-Adjusted Performance Rank of ECAR.L is 88
Overall Rank
The Sharpe Ratio Rank of ECAR.L is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of ECAR.L is 88
Sortino Ratio Rank
The Omega Ratio Rank of ECAR.L is 88
Omega Ratio Rank
The Calmar Ratio Rank of ECAR.L is 1010
Calmar Ratio Rank
The Martin Ratio Rank of ECAR.L is 88
Martin Ratio Rank

IEVD.DE
The Risk-Adjusted Performance Rank of IEVD.DE is 1111
Overall Rank
The Sharpe Ratio Rank of IEVD.DE is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of IEVD.DE is 1010
Sortino Ratio Rank
The Omega Ratio Rank of IEVD.DE is 1111
Omega Ratio Rank
The Calmar Ratio Rank of IEVD.DE is 1515
Calmar Ratio Rank
The Martin Ratio Rank of IEVD.DE is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ECAR.L vs. IEVD.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (ECAR.L) and iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.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.


Sharpe ratio
The chart of Sharpe ratio for ECAR.L, currently valued at 0.17, compared to the broader market0.002.004.000.170.02
The chart of Sortino ratio for ECAR.L, currently valued at 0.37, compared to the broader market0.005.0010.000.370.16
The chart of Omega ratio for ECAR.L, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.02
The chart of Calmar ratio for ECAR.L, currently valued at 0.17, compared to the broader market0.005.0010.0015.0020.000.170.02
The chart of Martin ratio for ECAR.L, currently valued at 0.43, compared to the broader market0.0020.0040.0060.0080.00100.000.430.05
ECAR.L
IEVD.DE

The current ECAR.L Sharpe Ratio is 0.12, which is lower than the IEVD.DE Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of ECAR.L and IEVD.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.


Rolling 12-month Sharpe Ratio0.000.501.00SeptemberOctoberNovemberDecember2025February
0.17
0.02
ECAR.L
IEVD.DE

Dividends

ECAR.L vs. IEVD.DE - Dividend Comparison

Neither ECAR.L nor IEVD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ECAR.L vs. IEVD.DE - Drawdown Comparison

The maximum ECAR.L drawdown since its inception was -42.77%, roughly equal to the maximum IEVD.DE drawdown of -42.37%. Use the drawdown chart below to compare losses from any high point for ECAR.L and IEVD.DE. For additional features, visit the drawdowns tool.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%SeptemberOctoberNovemberDecember2025February
-10.66%
-13.15%
ECAR.L
IEVD.DE

Volatility

ECAR.L vs. IEVD.DE - Volatility Comparison

iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (ECAR.L) has a higher volatility of 7.47% compared to iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.DE) at 6.48%. This indicates that ECAR.L's price experiences larger fluctuations and is considered to be riskier than IEVD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
7.47%
6.48%
ECAR.L
IEVD.DE
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab