PortfoliosLab logoPortfoliosLab logo
ITEC.L vs. EWN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITEC.L vs. EWN - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR® MSCI Europe Technology UCITS ETF (ITEC.L) and iShares MSCI Netherlands ETF (EWN). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

ITEC.L is traded in EUR, while EWN is traded in USD. To make them comparable, the EWN values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ITEC.L achieves a 50.84% return, which is significantly higher than EWN's 20.95% return. Over the past 10 years, ITEC.L has outperformed EWN with an annualized return of 16.38%, while EWN has yielded a comparatively lower 12.68% annualized return.


ITEC.L

1D
0.11%
1M
20.47%
YTD
50.84%
6M
47.59%
1Y
59.63%
3Y*
24.64%
5Y*
15.12%
10Y*
16.38%

EWN

1D
1.13%
1M
8.22%
YTD
20.95%
6M
20.78%
1Y
32.54%
3Y*
17.40%
5Y*
9.98%
10Y*
12.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITEC.L vs. EWN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ITEC.L
SPDR® MSCI Europe Technology UCITS ETF
50.84%9.68%8.54%34.99%-28.19%35.95%14.06%36.63%-7.09%19.92%
EWN
iShares MSCI Netherlands ETF
20.95%18.86%8.39%18.42%-19.75%31.92%13.07%35.45%-11.40%17.30%

Correlation

The correlation between ITEC.L and EWN is 0.68, 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

0.68

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

0.65

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

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2014

0.66

The correlation between ITEC.L and EWN has been stable across timeframes, ranging from 0.65 to 0.68 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ITEC.L vs. EWN — Risk / Return Rank

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

ITEC.L
ITEC.L Risk / Return Rank: 7272
Overall Rank
ITEC.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ITEC.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
ITEC.L Omega Ratio Rank: 6464
Omega Ratio Rank
ITEC.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
ITEC.L Martin Ratio Rank: 6666
Martin Ratio Rank

EWN
EWN Risk / Return Rank: 5353
Overall Rank
EWN Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
EWN Sortino Ratio Rank: 5353
Sortino Ratio Rank
EWN Omega Ratio Rank: 4949
Omega Ratio Rank
EWN Calmar Ratio Rank: 5454
Calmar Ratio Rank
EWN Martin Ratio Rank: 5757
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.

ITEC.L vs. EWN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR® MSCI Europe Technology UCITS ETF (ITEC.L) and iShares MSCI Netherlands ETF (EWN). 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.


ITEC.LEWNDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.38

1.31

+0.08

Calmar ratioReturn relative to maximum drawdown

4.54

3.08

+1.46

Martin ratioReturn relative to average drawdown

12.02

10.64

+1.38

ITEC.L vs. EWN - Sharpe Ratio Comparison

The current ITEC.L Sharpe Ratio is 2.33, which is higher than the EWN Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of ITEC.L and EWN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ITEC.LEWNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

1.78

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.49

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.64

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.37

+0.28

Drawdowns

ITEC.L vs. EWN - Drawdown Comparison

The maximum ITEC.L drawdown since its inception was -38.49%, smaller than the maximum EWN drawdown of -60.88%. Use the drawdown chart below to compare losses from any high point for ITEC.L and EWN.


Loading charts...

Drawdown Indicators


ITEC.LEWNDifference

Max Drawdown

Largest peak-to-trough decline

-38.49%

-60.88%

+22.39%

Max Drawdown (1Y)

Largest decline over 1 year

-13.06%

-10.60%

-2.46%

Max Drawdown (3Y)

Largest decline over 3 years

-26.94%

-20.13%

-6.81%

Max Drawdown (5Y)

Largest decline over 5 years

-38.49%

-33.00%

-5.49%

Max Drawdown (10Y)

Largest decline over 10 years

-38.49%

-35.59%

-2.90%

Current Drawdown

Current decline from peak

-0.09%

0.00%

-0.09%

Average Drawdown

Average peak-to-trough decline

-9.08%

-13.54%

+4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.95%

3.07%

+1.88%

Volatility

ITEC.L vs. EWN - Volatility Comparison

SPDR® MSCI Europe Technology UCITS ETF (ITEC.L) has a higher volatility of 10.27% compared to iShares MSCI Netherlands ETF (EWN) at 6.58%. This indicates that ITEC.L's price experiences larger fluctuations and is considered to be riskier than EWN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ITEC.LEWNDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.27%

6.58%

+3.69%

Volatility (6M)

Calculated over the trailing 6-month period

20.59%

14.97%

+5.62%

Volatility (1Y)

Calculated over the trailing 1-year period

25.53%

18.33%

+7.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.71%

20.30%

+5.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.09%

19.73%

+4.36%

ITEC.L vs. EWN - Expense Ratio Comparison

ITEC.L has a 0.18% expense ratio, which is lower than EWN's 0.50% expense ratio.


Dividends

ITEC.L vs. EWN - Dividend Comparison

ITEC.L has not paid dividends to shareholders, while EWN's dividend yield for the trailing twelve months is around 4.21%.


PositionTTM20252024202320222021202020192018201720162015
EWN
iShares MSCI Netherlands ETF
4.21%5.03%2.18%1.79%1.98%1.01%0.78%2.57%2.40%1.68%2.71%1.92%
ITEC.L
SPDR® MSCI Europe Technology UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ITEC.L and EWN have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ITEC.L is cheaper with a 0.18% expense ratio, compared with 0.50% for EWN.

ITEC.L is categorized as Technology Equities, while EWN is Europe Equities. ITEC.L tracks MSCI World/Information Tech NR USD, while EWN tracks MSCI Netherlands Investable Market Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.18% for ITEC.L and 0.50% for EWN.

Portfolio Optimizer

Find the right allocation for ITEC.L and EWN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer