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

Performance

ITEC.L vs. HTWD.L - Performance Comparison

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

Loading charts...

Different Trading Currencies

ITEC.L is traded in EUR, while HTWD.L is traded in USD. To make them comparable, the HTWD.L 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 31.11% return, which is significantly lower than HTWD.L's 55.69% return. Over the past 10 years, ITEC.L has underperformed HTWD.L with an annualized return of 14.40%, while HTWD.L has yielded a comparatively higher 19.78% annualized return.


ITEC.L

1D
-2.33%
1M
-11.93%
6M
16.91%
YTD
31.11%
1Y
39.25%
3Y*
18.68%
5Y*
10.77%
10Y*
14.40%

HTWD.L

1D
-4.10%
1M
-10.05%
6M
44.37%
YTD
55.69%
1Y
76.05%
3Y*
37.48%
5Y*
20.08%
10Y*
19.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITEC.L vs. HTWD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ITEC.L
SPDR® MSCI Europe Technology UCITS ETF
31.11%9.68%8.54%34.98%-28.18%35.96%14.04%36.65%-7.09%19.92%
HTWD.L
HSBC MSCI Taiwan Capped UCITS ETF USD (Dist)
55.69%16.56%33.67%25.12%-25.03%37.34%25.36%36.58%-4.43%11.53%

Correlation

The correlation between ITEC.L and HTWD.L is 0.69, 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

0.69

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

0.64

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

0.61

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

0.59

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2014

0.59

The correlation between ITEC.L and HTWD.L shifts across timeframes, from 0.59 (10 years) to 0.69 (1 year), reflecting how their relationship changes across market environments.

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. HTWD.L — 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: 5959
Overall Rank
ITEC.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ITEC.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
ITEC.L Omega Ratio Rank: 4848
Omega Ratio Rank
ITEC.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
ITEC.L Martin Ratio Rank: 6262
Martin Ratio Rank

HTWD.L
HTWD.L Risk / Return Rank: 9292
Overall Rank
HTWD.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
HTWD.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
HTWD.L Omega Ratio Rank: 8989
Omega Ratio Rank
HTWD.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
HTWD.L Martin Ratio Rank: 9292
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. HTWD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR® MSCI Europe Technology UCITS ETF (ITEC.L) and HSBC MSCI Taiwan Capped UCITS ETF USD (Dist) (HTWD.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.


ITEC.LHTWD.LDifference
Sharpe ratioReturn per unit of total volatility

-1.38

Sortino ratioReturn per unit of downside risk

-1.41

Omega ratioGain probability vs. loss probability

1.24

1.45

-0.21

Calmar ratioReturn relative to maximum drawdown

2.97

5.44

-2.47

Martin ratioReturn relative to average drawdown

8.32

19.85

-11.53

ITEC.L vs. HTWD.L - Sharpe Ratio Comparison

The current ITEC.L Sharpe Ratio is 1.41, which is lower than the HTWD.L Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of ITEC.L and HTWD.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.


Loading charts...

Drawdowns

ITEC.L vs. HTWD.L - Drawdown Comparison

The maximum ITEC.L drawdown since its inception was -38.49%, which is greater than HTWD.L's maximum drawdown of -34.53%. Use the drawdown chart below to compare losses from any high point for ITEC.L and HTWD.L.


Loading charts...

Drawdown Indicators


ITEC.LHTWD.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.49%

-34.53%

-3.96%

Max Drawdown (1Y)

Largest decline over 1 year

-13.16%

-13.90%

+0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-26.94%

-30.78%

+3.84%

Max Drawdown (5Y)

Largest decline over 5 years

-38.49%

-32.41%

-6.08%

Max Drawdown (10Y)

Largest decline over 10 years

-38.49%

-32.41%

-6.08%

Current Drawdown

Current decline from peak

-13.16%

-13.90%

+0.74%

Average Drawdown

Average peak-to-trough decline

-9.01%

-7.61%

-1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

3.82%

+0.83%

Volatility

ITEC.L vs. HTWD.L - Volatility Comparison

The current volatility for SPDR® MSCI Europe Technology UCITS ETF (ITEC.L) is 10.39%, while HSBC MSCI Taiwan Capped UCITS ETF USD (Dist) (HTWD.L) has a volatility of 11.06%. This indicates that ITEC.L experiences smaller price fluctuations and is considered to be less risky than HTWD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ITEC.LHTWD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.39%

11.06%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

22.62%

23.31%

-0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

27.73%

27.12%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.18%

22.66%

+3.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.13%

21.27%

+2.86%

ITEC.L vs. HTWD.L - Expense Ratio Comparison

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


Dividends

ITEC.L vs. HTWD.L - Dividend Comparison

ITEC.L has not paid dividends to shareholders, while HTWD.L's dividend yield for the trailing twelve months is around 1.08%.


PositionTTM20252024202320222021202020192018201720162015
HTWD.L
HSBC MSCI Taiwan Capped UCITS ETF USD (Dist)
1.08%1.53%1.18%2.73%3.31%1.13%1.69%2.08%2.79%1.37%2.64%2.65%
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 HTWD.L have a correlation of 0.69, 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 HTWD.L.

ITEC.L is categorized as Technology Equities, while HTWD.L is Emerging Markets Equities. ITEC.L tracks MSCI World/Information Tech NR USD, while HTWD.L tracks MSCI Taiwan Capped Index. They also come from different issuers: State Street and HSBC. Their fees differ too: 0.18% for ITEC.L and 0.50% for HTWD.L.

Portfolio Optimizer

Find the right allocation for ITEC.L and HTWD.L

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