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ITEC.L vs. LOCK.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITEC.L vs. LOCK.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 iShares Digital Security UCITS ETF USD Acc (LOCK.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ITEC.L is traded in EUR, while LOCK.L is traded in USD. To make them comparable, the LOCK.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 38.43% return, which is significantly higher than LOCK.L's 22.57% return.


ITEC.L

1D
-0.80%
1M
-6.60%
6M
25.98%
YTD
38.43%
1Y
47.13%
3Y*
20.26%
5Y*
11.43%
10Y*
15.37%

LOCK.L

1D
0.26%
1M
6.92%
6M
20.78%
YTD
22.57%
1Y
29.48%
3Y*
19.72%
5Y*
10.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
ITEC.L
SPDR® MSCI Europe Technology UCITS ETF
38.43%9.68%8.54%34.98%-28.18%35.96%14.04%36.65%-13.63%
LOCK.L
iShares Digital Security UCITS ETF USD Acc
22.57%-1.91%24.64%29.91%-24.71%25.19%16.51%31.35%-11.94%

Correlation

The correlation between ITEC.L and LOCK.L is 0.52, 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

0.52

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

0.61

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

0.66

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2018

0.70

The correlation between ITEC.L and LOCK.L shifts across timeframes, from 0.52 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ITEC.L vs. LOCK.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: 6969
Overall Rank
ITEC.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ITEC.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
ITEC.L Omega Ratio Rank: 5959
Omega Ratio Rank
ITEC.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
ITEC.L Martin Ratio Rank: 7070
Martin Ratio Rank

LOCK.L
LOCK.L Risk / Return Rank: 4444
Overall Rank
LOCK.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
LOCK.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
LOCK.L Omega Ratio Rank: 4040
Omega Ratio Rank
LOCK.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
LOCK.L Martin Ratio Rank: 3939
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. LOCK.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 iShares Digital Security UCITS ETF USD Acc (LOCK.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.LLOCK.LDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.29

1.24

+0.05

Calmar ratioReturn relative to maximum drawdown

4.08

2.45

+1.63

Martin ratioReturn relative to average drawdown

10.05

5.35

+4.71

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

The current ITEC.L Sharpe Ratio is 1.70, which is comparable to the LOCK.L Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of ITEC.L and LOCK.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.


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Drawdowns

ITEC.L vs. LOCK.L - Drawdown Comparison

The maximum ITEC.L drawdown since its inception was -38.49%, which is greater than LOCK.L's maximum drawdown of -32.20%. Use the drawdown chart below to compare losses from any high point for ITEC.L and LOCK.L.


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Drawdown Indicators


ITEC.LLOCK.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.49%

-32.20%

-6.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.51%

-12.00%

+0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-26.94%

-26.18%

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-38.49%

-28.57%

-9.92%

Max Drawdown (10Y)

Largest decline over 10 years

-38.49%

Current Drawdown

Current decline from peak

-8.31%

-1.38%

-6.93%

Average Drawdown

Average peak-to-trough decline

-9.01%

-8.94%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.68%

5.50%

-0.82%

Volatility

ITEC.L vs. LOCK.L - Volatility Comparison

SPDR® MSCI Europe Technology UCITS ETF (ITEC.L) has a higher volatility of 10.57% compared to iShares Digital Security UCITS ETF USD Acc (LOCK.L) at 7.06%. This indicates that ITEC.L's price experiences larger fluctuations and is considered to be riskier than LOCK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ITEC.LLOCK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.57%

7.06%

+3.51%

Volatility (6M)

Calculated over the trailing 6-month period

22.67%

18.43%

+4.24%

Volatility (1Y)

Calculated over the trailing 1-year period

27.71%

22.23%

+5.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.17%

20.93%

+5.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.15%

20.91%

+3.24%

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

ITEC.L has a 0.18% expense ratio, which is lower than LOCK.L's 0.40% expense ratio.


Dividends

ITEC.L vs. LOCK.L - Dividend Comparison

Neither ITEC.L nor LOCK.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ITEC.L and LOCK.L have a correlation of 0.52, 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 0.40% for LOCK.L.

Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: State Street and iShares. Their fees differ too: 0.18% for ITEC.L and 0.40% for LOCK.L.

Portfolio Optimizer

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