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HTWG.L vs. CTEK.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HTWG.L vs. CTEK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Hydrogen Economy UCITS ETF (HTWG.L) and Global X CleanTech UCITS ETF USD (Acc) (CTEK.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, HTWG.L achieves a 30.29% return, which is significantly higher than CTEK.L's 11.87% return.


HTWG.L

1D
-2.57%
1M
-10.03%
6M
17.89%
YTD
30.29%
1Y
59.88%
3Y*
13.36%
5Y*
0.14%
10Y*

CTEK.L

1D
0.00%
1M
-14.18%
6M
0.30%
YTD
11.87%
1Y
47.99%
3Y*
-6.47%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HTWG.L vs. CTEK.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HTWG.L
L&G Hydrogen Economy UCITS ETF
30.29%30.68%-6.72%-8.50%-29.54%-12.78%
CTEK.L
Global X CleanTech UCITS ETF USD (Acc)
11.87%42.48%-32.39%-25.67%-7.47%-20.00%

Correlation

The correlation between HTWG.L and CTEK.L is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

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

0.82

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2021

0.83

The correlation between HTWG.L and CTEK.L has been stable across timeframes, ranging from 0.82 to 0.83 - a consistent structural relationship.

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Return for Risk

HTWG.L vs. CTEK.L — Risk / Return Rank

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

HTWG.L
HTWG.L Risk / Return Rank: 6868
Overall Rank
HTWG.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
HTWG.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
HTWG.L Omega Ratio Rank: 6565
Omega Ratio Rank
HTWG.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
HTWG.L Martin Ratio Rank: 5757
Martin Ratio Rank

CTEK.L
CTEK.L Risk / Return Rank: 4343
Overall Rank
CTEK.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CTEK.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
CTEK.L Omega Ratio Rank: 4040
Omega Ratio Rank
CTEK.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
CTEK.L Martin Ratio Rank: 4242
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.

HTWG.L vs. CTEK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Hydrogen Economy UCITS ETF (HTWG.L) and Global X CleanTech UCITS ETF USD (Acc) (CTEK.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.


HTWG.LCTEK.LDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.32

1.23

+0.09

Calmar ratioReturn relative to maximum drawdown

2.95

1.94

+1.01

Martin ratioReturn relative to average drawdown

8.08

5.62

+2.45

HTWG.L vs. CTEK.L - Sharpe Ratio Comparison

The current HTWG.L Sharpe Ratio is 1.92, which is higher than the CTEK.L Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of HTWG.L and CTEK.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

HTWG.L vs. CTEK.L - Drawdown Comparison

The maximum HTWG.L drawdown since its inception was -65.19%, smaller than the maximum CTEK.L drawdown of -72.61%. Use the drawdown chart below to compare losses from any high point for HTWG.L and CTEK.L.


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Drawdown Indicators


HTWG.LCTEK.LDifference

Max Drawdown

Largest peak-to-trough decline

-65.19%

-72.61%

+7.42%

Max Drawdown (1Y)

Largest decline over 1 year

-20.22%

-26.02%

+5.80%

Max Drawdown (3Y)

Largest decline over 3 years

-31.88%

-63.40%

+31.52%

Max Drawdown (5Y)

Largest decline over 5 years

-56.98%

Current Drawdown

Current decline from peak

-28.37%

-40.71%

+12.34%

Average Drawdown

Average peak-to-trough decline

-44.71%

-41.64%

-3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.39%

8.98%

-1.59%

Volatility

HTWG.L vs. CTEK.L - Volatility Comparison

The current volatility for L&G Hydrogen Economy UCITS ETF (HTWG.L) is 11.13%, while Global X CleanTech UCITS ETF USD (Acc) (CTEK.L) has a volatility of 13.28%. This indicates that HTWG.L experiences smaller price fluctuations and is considered to be less risky than CTEK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HTWG.LCTEK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.13%

13.28%

-2.15%

Volatility (6M)

Calculated over the trailing 6-month period

21.95%

27.72%

-5.77%

Volatility (1Y)

Calculated over the trailing 1-year period

31.07%

37.75%

-6.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.64%

35.34%

-8.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.84%

35.34%

-8.50%

HTWG.L vs. CTEK.L - Expense Ratio Comparison

HTWG.L has a 0.49% expense ratio, which is lower than CTEK.L's 0.50% expense ratio.


Dividends

HTWG.L vs. CTEK.L - Dividend Comparison

Neither HTWG.L nor CTEK.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HTWG.L and CTEK.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HTWG.L is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HTWG.L is cheaper with a 0.49% expense ratio, compared with 0.50% for CTEK.L.

HTWG.L tracks Solactive Hydrogen Economy Index NTR, while CTEK.L tracks Indxx Global CleanTech v2 Index. They also come from different issuers: L&G and Global X. Their fees differ too: 0.49% for HTWG.L and 0.50% for CTEK.L.

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