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H3R0.DE vs. XUTC.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

H3R0.DE vs. XUTC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Video Games & Esports UCITS ETF Acc USD (H3R0.DE) and Xtrackers MSCI USA Information Technology UCITS ETF 1D (XUTC.DE). The values are adjusted to include any dividend payments, if applicable.

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H3R0.DE vs. XUTC.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
H3R0.DE
Global X Video Games & Esports UCITS ETF Acc USD
-10.26%10.28%26.09%2.50%-30.96%-13.29%
XUTC.DE
Xtrackers MSCI USA Information Technology UCITS ETF 1D
-7.46%9.83%44.60%52.37%-27.42%35.68%

Returns By Period

In the year-to-date period, H3R0.DE achieves a -10.26% return, which is significantly lower than XUTC.DE's -7.46% return.


H3R0.DE

1D
1.67%
1M
-2.04%
YTD
-10.26%
6M
-21.05%
1Y
-3.53%
3Y*
6.34%
5Y*
-4.27%
10Y*

XUTC.DE

1D
0.40%
1M
-1.47%
YTD
-7.46%
6M
-6.97%
1Y
20.56%
3Y*
23.43%
5Y*
16.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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H3R0.DE vs. XUTC.DE - Expense Ratio Comparison

H3R0.DE has a 0.50% expense ratio, which is higher than XUTC.DE's 0.12% expense ratio.


Return for Risk

H3R0.DE vs. XUTC.DE — Risk / Return Rank

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

H3R0.DE
H3R0.DE Risk / Return Rank: 88
Overall Rank
H3R0.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
H3R0.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
H3R0.DE Omega Ratio Rank: 88
Omega Ratio Rank
H3R0.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
H3R0.DE Martin Ratio Rank: 88
Martin Ratio Rank

XUTC.DE
XUTC.DE Risk / Return Rank: 4545
Overall Rank
XUTC.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XUTC.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
XUTC.DE Omega Ratio Rank: 3838
Omega Ratio Rank
XUTC.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
XUTC.DE Martin Ratio Rank: 4444
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.

H3R0.DE vs. XUTC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Video Games & Esports UCITS ETF Acc USD (H3R0.DE) and Xtrackers MSCI USA Information Technology UCITS ETF 1D (XUTC.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.


H3R0.DEXUTC.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.18

0.81

-1.00

Sortino ratio

Return per unit of downside risk

-0.13

1.25

-1.37

Omega ratio

Gain probability vs. loss probability

0.98

1.17

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.16

1.88

-2.04

Martin ratio

Return relative to average drawdown

-0.41

5.01

-5.42

H3R0.DE vs. XUTC.DE - Sharpe Ratio Comparison

The current H3R0.DE Sharpe Ratio is -0.18, which is lower than the XUTC.DE Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of H3R0.DE and XUTC.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


H3R0.DEXUTC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

0.81

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

0.73

-0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

0.94

-1.19

Correlation

The correlation between H3R0.DE and XUTC.DE is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

H3R0.DE vs. XUTC.DE - Dividend Comparison

H3R0.DE has not paid dividends to shareholders, while XUTC.DE's dividend yield for the trailing twelve months is around 0.34%.


TTM20252024202320222021202020192018
H3R0.DE
Global X Video Games & Esports UCITS ETF Acc USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUTC.DE
Xtrackers MSCI USA Information Technology UCITS ETF 1D
0.34%0.34%0.36%0.53%1.14%0.51%0.64%0.59%0.58%

Drawdowns

H3R0.DE vs. XUTC.DE - Drawdown Comparison

The maximum H3R0.DE drawdown since its inception was -48.09%, which is greater than XUTC.DE's maximum drawdown of -31.79%. Use the drawdown chart below to compare losses from any high point for H3R0.DE and XUTC.DE.


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Drawdown Indicators


H3R0.DEXUTC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-48.09%

-31.79%

-16.30%

Max Drawdown (1Y)

Largest decline over 1 year

-24.56%

-16.16%

-8.40%

Max Drawdown (5Y)

Largest decline over 5 years

-42.13%

-30.48%

-11.65%

Current Drawdown

Current decline from peak

-29.28%

-13.17%

-16.11%

Average Drawdown

Average peak-to-trough decline

-29.89%

-6.44%

-23.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.88%

6.07%

+3.81%

Volatility

H3R0.DE vs. XUTC.DE - Volatility Comparison

Global X Video Games & Esports UCITS ETF Acc USD (H3R0.DE) has a higher volatility of 7.26% compared to Xtrackers MSCI USA Information Technology UCITS ETF 1D (XUTC.DE) at 5.40%. This indicates that H3R0.DE's price experiences larger fluctuations and is considered to be riskier than XUTC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


H3R0.DEXUTC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

5.40%

+1.86%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

15.31%

-1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

19.07%

25.19%

-6.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.41%

22.81%

-2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.59%

22.94%

-2.35%