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EXV3.DE vs. KROP.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EXV3.DE vs. KROP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Technology UCITS ETF (DE) EUR Dist (EXV3.DE) and Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROP.DE). The values are adjusted to include any dividend payments, if applicable.

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EXV3.DE vs. KROP.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
EXV3.DE
iShares STOXX Europe 600 Technology UCITS ETF (DE) EUR Dist
-3.07%4.04%6.38%32.39%-13.66%
KROP.DE
Global X AgTech and Food Innovation UCITS ETF USD Accumulating
14.89%-4.87%-2.79%-25.11%-19.26%

Returns By Period

In the year-to-date period, EXV3.DE achieves a -3.07% return, which is significantly lower than KROP.DE's 14.89% return.


EXV3.DE

1D
-1.13%
1M
-2.71%
YTD
-3.07%
6M
-6.20%
1Y
2.27%
3Y*
6.07%
5Y*
3.77%
10Y*
10.11%

KROP.DE

1D
-0.61%
1M
-3.53%
YTD
14.89%
6M
12.37%
1Y
8.20%
3Y*
-7.73%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EXV3.DE vs. KROP.DE - Expense Ratio Comparison

EXV3.DE has a 0.46% expense ratio, which is lower than KROP.DE's 0.50% expense ratio.


Return for Risk

EXV3.DE vs. KROP.DE — Risk / Return Rank

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

EXV3.DE
EXV3.DE Risk / Return Rank: 1616
Overall Rank
EXV3.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
EXV3.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EXV3.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EXV3.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
EXV3.DE Martin Ratio Rank: 1818
Martin Ratio Rank

KROP.DE
KROP.DE Risk / Return Rank: 2626
Overall Rank
KROP.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
KROP.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
KROP.DE Omega Ratio Rank: 2323
Omega Ratio Rank
KROP.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
KROP.DE Martin Ratio Rank: 2424
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.

EXV3.DE vs. KROP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Technology UCITS ETF (DE) EUR Dist (EXV3.DE) and Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROP.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.


EXV3.DEKROP.DEDifference

Sharpe ratio

Return per unit of total volatility

0.10

0.46

-0.36

Sortino ratio

Return per unit of downside risk

0.30

0.74

-0.44

Omega ratio

Gain probability vs. loss probability

1.04

1.10

-0.06

Calmar ratio

Return relative to maximum drawdown

0.48

1.19

-0.71

Martin ratio

Return relative to average drawdown

1.29

2.43

-1.15

EXV3.DE vs. KROP.DE - Sharpe Ratio Comparison

The current EXV3.DE Sharpe Ratio is 0.10, which is lower than the KROP.DE Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of EXV3.DE and KROP.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.


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Sharpe Ratios by Period


EXV3.DEKROP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

0.46

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

-0.51

+0.65

Correlation

The correlation between EXV3.DE and KROP.DE is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EXV3.DE vs. KROP.DE - Dividend Comparison

EXV3.DE's dividend yield for the trailing twelve months is around 0.57%, while KROP.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
EXV3.DE
iShares STOXX Europe 600 Technology UCITS ETF (DE) EUR Dist
0.57%0.58%0.45%0.47%0.64%0.15%0.33%1.23%1.00%1.45%1.76%2.07%
KROP.DE
Global X AgTech and Food Innovation UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EXV3.DE vs. KROP.DE - Drawdown Comparison

The maximum EXV3.DE drawdown since its inception was -71.35%, which is greater than KROP.DE's maximum drawdown of -52.74%. Use the drawdown chart below to compare losses from any high point for EXV3.DE and KROP.DE.


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Drawdown Indicators


EXV3.DEKROP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-71.35%

-52.74%

-18.61%

Max Drawdown (1Y)

Largest decline over 1 year

-14.91%

-11.04%

-3.87%

Max Drawdown (5Y)

Largest decline over 5 years

-40.29%

Max Drawdown (10Y)

Largest decline over 10 years

-40.29%

Current Drawdown

Current decline from peak

-11.83%

-42.21%

+30.38%

Average Drawdown

Average peak-to-trough decline

-27.34%

-36.25%

+8.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.54%

5.40%

+0.14%

Volatility

EXV3.DE vs. KROP.DE - Volatility Comparison

iShares STOXX Europe 600 Technology UCITS ETF (DE) EUR Dist (EXV3.DE) has a higher volatility of 7.80% compared to Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROP.DE) at 5.82%. This indicates that EXV3.DE's price experiences larger fluctuations and is considered to be riskier than KROP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXV3.DEKROP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.80%

5.82%

+1.98%

Volatility (6M)

Calculated over the trailing 6-month period

16.95%

11.63%

+5.32%

Volatility (1Y)

Calculated over the trailing 1-year period

23.76%

17.80%

+5.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.73%

19.72%

+5.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.23%

19.72%

+3.51%