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IEDL.L vs. T3KE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEDL.L vs. T3KE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) and HANetf HAN-GINS Tech Megatrend Equal Weight UCITS ETF (T3KE.DE). The values are adjusted to include any dividend payments, if applicable.

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IEDL.L vs. T3KE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)
4.56%35.00%10.46%13.50%-3.75%26.71%-8.76%4.69%
T3KE.DE
HANetf HAN-GINS Tech Megatrend Equal Weight UCITS ETF
-6.19%5.72%19.73%46.51%-42.00%16.96%44.19%10.15%

Returns By Period

In the year-to-date period, IEDL.L achieves a 4.56% return, which is significantly higher than T3KE.DE's -6.19% return.


IEDL.L

1D
2.17%
1M
-3.32%
YTD
4.56%
6M
14.42%
1Y
27.31%
3Y*
18.29%
5Y*
13.62%
10Y*

T3KE.DE

1D
3.66%
1M
-3.33%
YTD
-6.19%
6M
-12.33%
1Y
14.95%
3Y*
13.18%
5Y*
0.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IEDL.L vs. T3KE.DE - Expense Ratio Comparison

IEDL.L has a 0.25% expense ratio, which is lower than T3KE.DE's 0.59% expense ratio.


Return for Risk

IEDL.L vs. T3KE.DE — Risk / Return Rank

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

IEDL.L
IEDL.L Risk / Return Rank: 8282
Overall Rank
IEDL.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IEDL.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
IEDL.L Omega Ratio Rank: 8383
Omega Ratio Rank
IEDL.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
IEDL.L Martin Ratio Rank: 8282
Martin Ratio Rank

T3KE.DE
T3KE.DE Risk / Return Rank: 2626
Overall Rank
T3KE.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
T3KE.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
T3KE.DE Omega Ratio Rank: 2727
Omega Ratio Rank
T3KE.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
T3KE.DE Martin Ratio Rank: 2323
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.

IEDL.L vs. T3KE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) and HANetf HAN-GINS Tech Megatrend Equal Weight UCITS ETF (T3KE.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.


IEDL.LT3KE.DEDifference

Sharpe ratio

Return per unit of total volatility

1.67

0.56

+1.11

Sortino ratio

Return per unit of downside risk

2.11

0.93

+1.17

Omega ratio

Gain probability vs. loss probability

1.34

1.12

+0.22

Calmar ratio

Return relative to maximum drawdown

2.59

0.72

+1.88

Martin ratio

Return relative to average drawdown

9.87

1.80

+8.07

IEDL.L vs. T3KE.DE - Sharpe Ratio Comparison

The current IEDL.L Sharpe Ratio is 1.67, which is higher than the T3KE.DE Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of IEDL.L and T3KE.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


IEDL.LT3KE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

0.56

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.01

+0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.41

+0.13

Correlation

The correlation between IEDL.L and T3KE.DE is 0.44, 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

IEDL.L vs. T3KE.DE - Dividend Comparison

IEDL.L's dividend yield for the trailing twelve months is around 3.29%, while T3KE.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)
3.29%3.44%4.22%4.76%4.23%3.56%2.32%3.86%3.19%
T3KE.DE
HANetf HAN-GINS Tech Megatrend Equal Weight UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IEDL.L vs. T3KE.DE - Drawdown Comparison

The maximum IEDL.L drawdown since its inception was -39.74%, smaller than the maximum T3KE.DE drawdown of -49.99%. Use the drawdown chart below to compare losses from any high point for IEDL.L and T3KE.DE.


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Drawdown Indicators


IEDL.LT3KE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.74%

-49.99%

+10.25%

Max Drawdown (1Y)

Largest decline over 1 year

-13.71%

-20.30%

+6.59%

Max Drawdown (5Y)

Largest decline over 5 years

-19.57%

-49.99%

+30.42%

Current Drawdown

Current decline from peak

-5.07%

-17.10%

+12.03%

Average Drawdown

Average peak-to-trough decline

-6.29%

-20.93%

+14.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

8.06%

-5.20%

Volatility

IEDL.L vs. T3KE.DE - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) is 6.09%, while HANetf HAN-GINS Tech Megatrend Equal Weight UCITS ETF (T3KE.DE) has a volatility of 7.02%. This indicates that IEDL.L experiences smaller price fluctuations and is considered to be less risky than T3KE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEDL.LT3KE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

7.02%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

9.79%

18.74%

-8.95%

Volatility (1Y)

Calculated over the trailing 1-year period

16.29%

26.61%

-10.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.34%

25.80%

-10.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

27.48%

-9.49%