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

Performance

ITEC.L vs. QTOP - 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 Nasdaq Top 30 Stocks ETF (QTOP). 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 QTOP is traded in USD. To make them comparable, the QTOP 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 QTOP's 24.18% 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%

QTOP

1D
0.00%
1M
10.05%
YTD
24.18%
6M
22.24%
1Y
43.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITEC.L vs. QTOP - Yearly Performance Comparison


2026 (YTD)20252024
ITEC.L
SPDR® MSCI Europe Technology UCITS ETF
50.84%9.68%3.64%
QTOP
iShares Nasdaq Top 30 Stocks ETF
23.21%7.69%10.67%

Correlation

The correlation between ITEC.L and QTOP 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 (All Time)
Calculated using the full available price history since Oct 25, 2024

0.46

The correlation between ITEC.L and QTOP has been stable across timeframes, ranging from 0.46 to 0.52 - a consistent structural relationship.

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Return for Risk

ITEC.L vs. QTOP — 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

QTOP
QTOP Risk / Return Rank: 7474
Overall Rank
QTOP Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
QTOP Sortino Ratio Rank: 7676
Sortino Ratio Rank
QTOP Omega Ratio Rank: 7575
Omega Ratio Rank
QTOP Calmar Ratio Rank: 7171
Calmar Ratio Rank
QTOP Martin Ratio Rank: 7070
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. QTOP - 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 Nasdaq Top 30 Stocks ETF (QTOP). 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.LQTOPDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.38

1.43

-0.04

Calmar ratioReturn relative to maximum drawdown

4.54

3.59

+0.95

Martin ratioReturn relative to average drawdown

12.02

10.86

+1.16

ITEC.L vs. QTOP - Sharpe Ratio Comparison

The current ITEC.L Sharpe Ratio is 2.33, which is comparable to the QTOP Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of ITEC.L and QTOP, 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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Sharpe Ratios by Period


ITEC.LQTOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

2.48

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

1.15

-0.51

Drawdowns

ITEC.L vs. QTOP - Drawdown Comparison

The maximum ITEC.L drawdown since its inception was -38.49%, which is greater than QTOP's maximum drawdown of -27.66%. Use the drawdown chart below to compare losses from any high point for ITEC.L and QTOP.


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Drawdown Indicators


ITEC.LQTOPDifference

Max Drawdown

Largest peak-to-trough decline

-38.49%

-27.66%

-10.83%

Max Drawdown (1Y)

Largest decline over 1 year

-13.06%

-12.11%

-0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-26.94%

Max Drawdown (5Y)

Largest decline over 5 years

-38.49%

Max Drawdown (10Y)

Largest decline over 10 years

-38.49%

Current Drawdown

Current decline from peak

-0.09%

0.00%

-0.09%

Average Drawdown

Average peak-to-trough decline

-9.08%

-5.64%

-3.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.95%

4.00%

+0.95%

Volatility

ITEC.L vs. QTOP - Volatility Comparison

SPDR® MSCI Europe Technology UCITS ETF (ITEC.L) has a higher volatility of 10.27% compared to iShares Nasdaq Top 30 Stocks ETF (QTOP) at 4.43%. This indicates that ITEC.L's price experiences larger fluctuations and is considered to be riskier than QTOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ITEC.LQTOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.27%

4.43%

+5.84%

Volatility (6M)

Calculated over the trailing 6-month period

20.59%

12.75%

+7.84%

Volatility (1Y)

Calculated over the trailing 1-year period

25.53%

17.58%

+7.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.71%

24.20%

+1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.09%

24.20%

-0.11%

ITEC.L vs. QTOP - Expense Ratio Comparison

ITEC.L has a 0.18% expense ratio, which is lower than QTOP's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ITEC.L vs. QTOP - Dividend Comparison

ITEC.L has not paid dividends to shareholders, while QTOP's dividend yield for the trailing twelve months is around 0.32%.


PositionTTM20252024
ITEC.L
SPDR® MSCI Europe Technology UCITS ETF
0.00%0.00%0.00%
QTOP
iShares Nasdaq Top 30 Stocks ETF
0.32%0.38%0.11%

Frequently Asked Questions


ITEC.L and QTOP 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 0.20% for QTOP.

ITEC.L is categorized as Technology Equities, while QTOP is Nasdaq-100. ITEC.L tracks MSCI World/Information Tech NR USD, while QTOP tracks Nasdaq-100 Top 30 Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.18% for ITEC.L and 0.20% for QTOP.

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