EMQP.L vs. ITEK.L

Last updated Jun 5, 2026

EMQP.L (EMQQ Emerging Markets Internet & Ecommerce UCITS ETF - Accumulating) and ITEK.L (HAN-GINS Tech Megatrend Equal Weight UCITS ETF) are both Technology Equities funds from HANetf - EMQP.L tracks the MSCI World/Information Tech NR USD while ITEK.L tracks the Solactive Innovative Technologies Index. Both are passively managed. Over the past 5 years, EMQP.L returned -10.64%/yr vs 7.69%/yr for ITEK.L. A 0.60 correlation means they provide meaningful diversification when combined. EMQP.L charges 0.86%/yr vs 0.59%/yr for ITEK.L.

Performance

EMQP.L vs. ITEK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in EMQQ Emerging Markets Internet & Ecommerce UCITS ETF - Accumulating (EMQP.L) and HAN-GINS Tech Megatrend Equal Weight UCITS ETF (ITEK.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

EMQP.L is traded in GBp, while ITEK.L is traded in USD. To make them comparable, the ITEK.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, EMQP.L achieves a -18.87% return, which is significantly lower than ITEK.L's 24.78% return.

EMQP.L

• 1D: -0.01%
• 1M: -3.51%
• YTD: -18.87%
• 6M: -21.11%
• 1Y: -16.31%
• 3Y*: 2.39%
• 5Y*: -10.64%
• 10Y*: —

ITEK.L

• 1D: 0.19%
• 1M: 14.90%
• YTD: 24.78%
• 6M: 19.50%
• 1Y: 45.85%
• 3Y*: 22.08%
• 5Y*: 7.69%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EMQP.L vs. ITEK.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
EMQP.L EMQQ Emerging Markets Internet & Ecommerce UCITS ETF - Accumulating	-18.87%	10.86%	14.87%	-1.35%	-23.12%	-32.47%	76.70%	26.84%	-6.17%
ITEK.L HAN-GINS Tech Megatrend Equal Weight UCITS ETF	24.78%	10.24%	14.36%	43.77%	-39.04%	8.84%	57.78%	25.71%	-4.32%

Correlation

The correlation between EMQP.L and ITEK.L is 0.52, 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	0.52
Correlation (3Y) Calculated over the trailing 3-year period	0.54
Correlation (5Y) Calculated over the trailing 5-year period	0.60
Correlation (All Time) Calculated using the full available price history since Oct 11, 2018	0.60

The correlation between EMQP.L and ITEK.L has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.

EMQP.L vs. ITEK.L - Sectors Allocation Comparison

Sectors	EMQP.L	ITEK.L
Consumer Cyclical	52.5%	9.0%
Communication Services	20.6%	16.7%
Financial Services	18.1%	8.5%
Technology	7.0%	43.4%
Real Estate	1.0%	-
Healthcare	0.9%	9.2%
Basic Materials	-	1.3%
Consumer Defensive	-	-
Energy	-	-
Industrials	-	12.0%
Utilities	-	-

Return for Risk

EMQP.L vs. ITEK.L — Risk / Return Rank

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

EMQP.L

EMQP.L Risk / Return Rank: 3
EMQP.L Sharpe Ratio Rank: 2
EMQP.L Sortino Ratio Rank: 3
EMQP.L Omega Ratio Rank: 3
EMQP.L Calmar Ratio Rank: 4
EMQP.L Martin Ratio Rank: 4

ITEK.L

ITEK.L Risk / Return Rank: 47
ITEK.L Sharpe Ratio Rank: 54
ITEK.L Sortino Ratio Rank: 53
ITEK.L Omega Ratio Rank: 49
ITEK.L Calmar Ratio Rank: 42
ITEK.L Martin Ratio Rank: 34

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.

EMQP.L vs. ITEK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EMQQ Emerging Markets Internet & Ecommerce UCITS ETF - Accumulating (EMQP.L) and HAN-GINS Tech Megatrend Equal Weight UCITS ETF (ITEK.L). 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.

	EMQP.L	ITEK.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.85	1.95	-2.80
Sortino ratio: Return per unit of downside risk	-1.14	2.62	-3.76
Omega ratio: Gain probability vs. loss probability	0.87	1.32	-0.45
Calmar ratio: Return relative to maximum drawdown	-0.56	2.15	-2.71
Martin ratio: Return relative to average drawdown	-1.08	4.97	-6.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EMQP.L vs. ITEK.L - Sharpe Ratio Comparison

The current EMQP.L Sharpe Ratio is -0.85, which is lower than the ITEK.L Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of EMQP.L and ITEK.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EMQP.L	ITEK.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.85	1.95	-2.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.34	0.30	-0.64
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	0.57	-0.52

Drawdowns

EMQP.L vs. ITEK.L - Drawdown Comparison

The maximum EMQP.L drawdown since its inception was -67.77%, which is greater than ITEK.L's maximum drawdown of -47.90%. Use the drawdown chart below to compare losses from any high point for EMQP.L and ITEK.L.

Drawdown Indicators

	EMQP.L	ITEK.L	Difference
Max Drawdown Largest peak-to-trough decline	-67.77%	-47.90%	-19.87%
Max Drawdown (1Y) Largest decline over 1 year	-29.10%	-21.22%	-7.88%
Max Drawdown (3Y) Largest decline over 3 years	-29.10%	-29.52%	+0.42%
Max Drawdown (5Y) Largest decline over 5 years	-58.96%	-47.90%	-11.06%
Current Drawdown Current decline from peak	-57.14%	-1.53%	-55.61%
Average Drawdown Average peak-to-trough decline	-38.31%	-16.84%	-21.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.13%	9.20%	+5.93%

Volatility

EMQP.L vs. ITEK.L - Volatility Comparison

The current volatility for EMQQ Emerging Markets Internet & Ecommerce UCITS ETF - Accumulating (EMQP.L) is 6.93%, while HAN-GINS Tech Megatrend Equal Weight UCITS ETF (ITEK.L) has a volatility of 8.47%. This indicates that EMQP.L experiences smaller price fluctuations and is considered to be less risky than ITEK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EMQP.L	ITEK.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.93%	8.47%	-1.54%
Volatility (6M) Calculated over the trailing 6-month period	15.12%	17.78%	-2.66%
Volatility (1Y) Calculated over the trailing 1-year period	19.14%	23.48%	-4.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.35%	25.82%	+5.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.11%	25.72%	+6.39%

EMQP.L vs. ITEK.L - Expense Ratio Comparison

EMQP.L has a 0.86% expense ratio, which is higher than ITEK.L's 0.59% expense ratio.

Dividends

EMQP.L vs. ITEK.L - Dividend Comparison

Neither EMQP.L nor ITEK.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both EMQP.L and ITEK.L in my portfolio?

EMQP.L and ITEK.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EMQP.L or ITEK.L?

On fees, ITEK.L is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EMQP.L or ITEK.L?

ITEK.L is cheaper with a 0.59% expense ratio, compared with 0.86% for EMQP.L.

What is the main difference between EMQP.L and ITEK.L?

EMQP.L tracks MSCI World/Information Tech NR USD, while ITEK.L tracks Solactive Innovative Technologies Index. Their fees differ too: 0.86% for EMQP.L and 0.59% for ITEK.L.