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IS4S.DE vs. AYEW.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IS4S.DE vs. AYEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Digital Security UCITS ETF USD (Dist) (IS4S.DE) and iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE). The values are adjusted to include any dividend payments, if applicable.

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IS4S.DE vs. AYEW.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IS4S.DE
iShares Digital Security UCITS ETF USD (Dist)
-2.48%-0.10%22.79%29.73%-25.07%27.43%15.19%8.63%
AYEW.DE
iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist)
-7.11%9.65%33.73%55.77%-29.69%41.89%30.99%12.00%

Returns By Period

In the year-to-date period, IS4S.DE achieves a -2.48% return, which is significantly higher than AYEW.DE's -7.11% return.


IS4S.DE

1D
3.48%
1M
1.80%
YTD
-2.48%
6M
-3.90%
1Y
5.41%
3Y*
12.54%
5Y*
6.96%
10Y*

AYEW.DE

1D
3.18%
1M
-2.23%
YTD
-7.11%
6M
-4.74%
1Y
17.26%
3Y*
21.11%
5Y*
14.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IS4S.DE vs. AYEW.DE - Expense Ratio Comparison

IS4S.DE has a 0.40% expense ratio, which is higher than AYEW.DE's 0.18% expense ratio.


Return for Risk

IS4S.DE vs. AYEW.DE — Risk / Return Rank

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

IS4S.DE
IS4S.DE Risk / Return Rank: 1818
Overall Rank
IS4S.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
IS4S.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
IS4S.DE Omega Ratio Rank: 1717
Omega Ratio Rank
IS4S.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
IS4S.DE Martin Ratio Rank: 1818
Martin Ratio Rank

AYEW.DE
AYEW.DE Risk / Return Rank: 3636
Overall Rank
AYEW.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AYEW.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
AYEW.DE Omega Ratio Rank: 3434
Omega Ratio Rank
AYEW.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
AYEW.DE Martin Ratio Rank: 3333
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.

IS4S.DE vs. AYEW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Digital Security UCITS ETF USD (Dist) (IS4S.DE) and iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.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.


IS4S.DEAYEW.DEDifference

Sharpe ratio

Return per unit of total volatility

0.25

0.72

-0.47

Sortino ratio

Return per unit of downside risk

0.48

1.11

-0.63

Omega ratio

Gain probability vs. loss probability

1.06

1.15

-0.08

Calmar ratio

Return relative to maximum drawdown

0.42

1.12

-0.70

Martin ratio

Return relative to average drawdown

1.03

3.07

-2.04

IS4S.DE vs. AYEW.DE - Sharpe Ratio Comparison

The current IS4S.DE Sharpe Ratio is 0.25, which is lower than the AYEW.DE Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of IS4S.DE and AYEW.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


IS4S.DEAYEW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

0.72

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.64

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.81

-0.29

Correlation

The correlation between IS4S.DE and AYEW.DE is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IS4S.DE vs. AYEW.DE - Dividend Comparison

IS4S.DE's dividend yield for the trailing twelve months is around 0.35%, more than AYEW.DE's 0.34% yield.


TTM2025202420232022202120202019
IS4S.DE
iShares Digital Security UCITS ETF USD (Dist)
0.35%0.34%0.44%0.40%0.91%1.00%1.03%0.88%
AYEW.DE
iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist)
0.34%0.31%0.38%0.46%0.82%0.40%0.65%0.12%

Drawdowns

IS4S.DE vs. AYEW.DE - Drawdown Comparison

The maximum IS4S.DE drawdown since its inception was -32.25%, roughly equal to the maximum AYEW.DE drawdown of -31.36%. Use the drawdown chart below to compare losses from any high point for IS4S.DE and AYEW.DE.


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Drawdown Indicators


IS4S.DEAYEW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.25%

-31.36%

-0.89%

Max Drawdown (1Y)

Largest decline over 1 year

-13.50%

-14.98%

+1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-28.04%

-30.10%

+2.06%

Current Drawdown

Current decline from peak

-11.40%

-12.20%

+0.80%

Average Drawdown

Average peak-to-trough decline

-8.94%

-7.88%

-1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

5.46%

-0.53%

Volatility

IS4S.DE vs. AYEW.DE - Volatility Comparison

iShares Digital Security UCITS ETF USD (Dist) (IS4S.DE) has a higher volatility of 6.15% compared to iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE) at 5.62%. This indicates that IS4S.DE's price experiences larger fluctuations and is considered to be riskier than AYEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS4S.DEAYEW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.15%

5.62%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

14.45%

14.93%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

21.83%

24.02%

-2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.44%

22.60%

-3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.00%

23.48%

-3.48%