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IEVD.DE vs. SPYK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEVD.DE vs. SPYK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.DE) and SPDR MSCI Europe Technology UCITS ETF (SPYK.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IEVD.DE achieves a 49.63% return, which is significantly higher than SPYK.DE's 44.14% return.


IEVD.DE

1D
-0.08%
1M
-3.13%
YTD
49.63%
6M
50.75%
1Y
75.04%
3Y*
21.40%
5Y*
11.91%
10Y*

SPYK.DE

1D
1.00%
1M
2.43%
YTD
44.14%
6M
45.93%
1Y
55.99%
3Y*
24.01%
5Y*
13.45%
10Y*
16.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEVD.DE vs. SPYK.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IEVD.DE
iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc)
49.63%10.71%5.35%22.95%-23.22%26.64%20.42%6.67%
SPYK.DE
SPDR MSCI Europe Technology UCITS ETF
44.14%10.46%8.46%35.03%-28.76%36.64%13.36%20.25%

Correlation

The correlation between IEVD.DE and SPYK.DE is 0.73, 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

0.73

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

0.71

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

0.74

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2019

0.74

The correlation between IEVD.DE and SPYK.DE has been stable across timeframes, ranging from 0.71 to 0.74 - a consistent structural relationship.

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Return for Risk

IEVD.DE vs. SPYK.DE — Risk / Return Rank

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

IEVD.DE
IEVD.DE Risk / Return Rank: 9090
Overall Rank
IEVD.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IEVD.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
IEVD.DE Omega Ratio Rank: 8686
Omega Ratio Rank
IEVD.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
IEVD.DE Martin Ratio Rank: 9191
Martin Ratio Rank

SPYK.DE
SPYK.DE Risk / Return Rank: 7474
Overall Rank
SPYK.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SPYK.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
SPYK.DE Omega Ratio Rank: 6565
Omega Ratio Rank
SPYK.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
SPYK.DE Martin Ratio Rank: 7171
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.

IEVD.DE vs. SPYK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.DE) and SPDR MSCI Europe Technology UCITS ETF (SPYK.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.

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.


IEVD.DESPYK.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.75

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.46

1.34

+0.11

Calmar ratioReturn relative to maximum drawdown

6.55

4.38

+2.17

Martin ratioReturn relative to average drawdown

18.54

11.62

+6.92

IEVD.DE vs. SPYK.DE - Sharpe Ratio Comparison

The current IEVD.DE Sharpe Ratio is 2.84, which is higher than the SPYK.DE Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of IEVD.DE and SPYK.DE, 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

IEVD.DE vs. SPYK.DE - Drawdown Comparison

The maximum IEVD.DE drawdown since its inception was -42.30%, which is greater than SPYK.DE's maximum drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for IEVD.DE and SPYK.DE.


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Drawdown Indicators


IEVD.DESPYK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.30%

-38.45%

-3.85%

Max Drawdown (1Y)

Largest decline over 1 year

-11.40%

-12.73%

+1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-30.25%

-27.02%

-3.23%

Max Drawdown (5Y)

Largest decline over 5 years

-30.43%

-38.45%

+8.02%

Max Drawdown (10Y)

Largest decline over 10 years

-38.45%

Current Drawdown

Current decline from peak

-7.52%

-4.05%

-3.47%

Average Drawdown

Average peak-to-trough decline

-9.68%

-8.54%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.03%

4.81%

-0.78%

Volatility

IEVD.DE vs. SPYK.DE - Volatility Comparison

iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.DE) has a higher volatility of 11.33% compared to SPDR MSCI Europe Technology UCITS ETF (SPYK.DE) at 9.32%. This indicates that IEVD.DE's price experiences larger fluctuations and is considered to be riskier than SPYK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEVD.DESPYK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.33%

9.32%

+2.01%

Volatility (6M)

Calculated over the trailing 6-month period

21.82%

21.99%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

26.31%

26.64%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.76%

26.02%

-3.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.16%

24.20%

-0.04%

IEVD.DE vs. SPYK.DE - Expense Ratio Comparison

IEVD.DE has a 0.40% expense ratio, which is higher than SPYK.DE's 0.18% expense ratio.


Dividends

IEVD.DE vs. SPYK.DE - Dividend Comparison

Neither IEVD.DE nor SPYK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IEVD.DE and SPYK.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYK.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYK.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for IEVD.DE.

IEVD.DE tracks STOXX® Global Electric Vehicles & Driving Technology, while SPYK.DE tracks MSCI Europe Information Technology 20/35 Capped. They also come from different issuers: iShares and State Street. Their fees differ too: 0.40% for IEVD.DE and 0.18% for SPYK.DE.

Portfolio Optimizer

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