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GXLK.L vs. HTWD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXLK.L vs. HTWD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR S&P US Technology Select Sector UCITS ETF (GXLK.L) and HSBC MSCI Taiwan Capped UCITS ETF USD (Dist) (HTWD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GXLK.L is traded in GBP, while HTWD.L is traded in USD. To make them comparable, the HTWD.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, GXLK.L achieves a 15.77% return, which is significantly lower than HTWD.L's 51.82% return. Both investments have delivered pretty close results over the past 10 years, with GXLK.L having a 19.60% annualized return and HTWD.L not far ahead at 19.91%.


GXLK.L

1D
0.00%
1M
-3.25%
6M
16.40%
YTD
15.77%
1Y
28.68%
3Y*
23.35%
5Y*
11.22%
10Y*
19.60%

HTWD.L

1D
-3.97%
1M
-11.64%
6M
41.55%
YTD
51.82%
1Y
73.20%
3Y*
36.89%
5Y*
19.87%
10Y*
19.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXLK.L vs. HTWD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GXLK.L
SPDR S&P US Technology Select Sector UCITS ETF
15.77%15.88%24.73%48.31%-40.75%34.21%43.38%49.62%-1.81%33.90%
HTWD.L
HSBC MSCI Taiwan Capped UCITS ETF USD (Dist)
51.82%22.83%27.59%22.54%-21.01%28.99%32.61%28.48%-3.30%16.17%

Correlation

The correlation between GXLK.L and HTWD.L is 0.69, 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

0.69

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

0.63

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

0.56

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2015

0.46

Over the past year, GXLK.L and HTWD.L have become more correlated (0.69) than their long-term average of 0.46, meaning their price movements have been converging.

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Return for Risk

GXLK.L vs. HTWD.L — Risk / Return Rank

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

GXLK.L
GXLK.L Risk / Return Rank: 4444
Overall Rank
GXLK.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
GXLK.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
GXLK.L Omega Ratio Rank: 4545
Omega Ratio Rank
GXLK.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
GXLK.L Martin Ratio Rank: 3535
Martin Ratio Rank

HTWD.L
HTWD.L Risk / Return Rank: 9292
Overall Rank
HTWD.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
HTWD.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
HTWD.L Omega Ratio Rank: 8989
Omega Ratio Rank
HTWD.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
HTWD.L Martin Ratio Rank: 9292
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.

GXLK.L vs. HTWD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Technology Select Sector UCITS ETF (GXLK.L) and HSBC MSCI Taiwan Capped UCITS ETF USD (Dist) (HTWD.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.

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.


GXLK.LHTWD.LDifference
Sharpe ratioReturn per unit of total volatility

-1.41

Sortino ratioReturn per unit of downside risk

-1.53

Omega ratioGain probability vs. loss probability

1.24

1.45

-0.22

Calmar ratioReturn relative to maximum drawdown

1.73

4.83

-3.10

Martin ratioReturn relative to average drawdown

4.13

18.16

-14.03

GXLK.L vs. HTWD.L - Sharpe Ratio Comparison

The current GXLK.L Sharpe Ratio is 1.34, which is lower than the HTWD.L Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of GXLK.L and HTWD.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.


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Drawdowns

GXLK.L vs. HTWD.L - Drawdown Comparison

The maximum GXLK.L drawdown since its inception was -43.09%, which is greater than HTWD.L's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for GXLK.L and HTWD.L.


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Drawdown Indicators


GXLK.LHTWD.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.09%

-32.66%

-10.43%

Max Drawdown (1Y)

Largest decline over 1 year

-16.67%

-15.07%

-1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-28.24%

-29.82%

+1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-43.09%

-30.12%

-12.97%

Max Drawdown (10Y)

Largest decline over 10 years

-43.09%

-30.12%

-12.97%

Current Drawdown

Current decline from peak

-8.76%

-15.07%

+6.31%

Average Drawdown

Average peak-to-trough decline

-8.58%

-7.45%

-1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.96%

4.02%

+2.94%

Volatility

GXLK.L vs. HTWD.L - Volatility Comparison

The current volatility for SPDR S&P US Technology Select Sector UCITS ETF (GXLK.L) is 7.44%, while HSBC MSCI Taiwan Capped UCITS ETF USD (Dist) (HTWD.L) has a volatility of 10.84%. This indicates that GXLK.L experiences smaller price fluctuations and is considered to be less risky than HTWD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GXLK.LHTWD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

10.84%

-3.40%

Volatility (6M)

Calculated over the trailing 6-month period

16.39%

23.02%

-6.63%

Volatility (1Y)

Calculated over the trailing 1-year period

21.54%

26.48%

-4.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.58%

22.21%

+2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.32%

21.12%

+3.20%

GXLK.L vs. HTWD.L - Expense Ratio Comparison

GXLK.L has a 0.15% expense ratio, which is lower than HTWD.L's 0.50% expense ratio.


Dividends

GXLK.L vs. HTWD.L - Dividend Comparison

GXLK.L has not paid dividends to shareholders, while HTWD.L's dividend yield for the trailing twelve months is around 1.08%.


PositionTTM20252024202320222021202020192018201720162015
GXLK.L
SPDR S&P US Technology Select Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HTWD.L
HSBC MSCI Taiwan Capped UCITS ETF USD (Dist)
1.08%1.53%1.18%2.73%3.31%1.13%1.69%2.08%2.79%1.37%2.64%2.65%

Frequently Asked Questions


GXLK.L and HTWD.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GXLK.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GXLK.L is cheaper with a 0.15% expense ratio, compared with 0.50% for HTWD.L.

GXLK.L is categorized as Technology Equities, while HTWD.L is Emerging Markets Equities. GXLK.L tracks MSCI World/Information Tech NR USD, while HTWD.L tracks MSCI Taiwan Capped Index. They also come from different issuers: State Street and HSBC. Their fees differ too: 0.15% for GXLK.L and 0.50% for HTWD.L.

Portfolio Optimizer

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