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

Performance

ITEC.L vs. XSTC.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 Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.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 XSTC.L is traded in GBp. To make them comparable, the XSTC.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 50.84% return, which is significantly higher than XSTC.L's 24.42% 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%

XSTC.L

1D
-2.22%
1M
14.56%
YTD
24.42%
6M
23.28%
1Y
49.35%
3Y*
30.45%
5Y*
24.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
ITEC.L
SPDR® MSCI Europe Technology UCITS ETF
50.84%9.68%8.54%34.99%-28.19%35.95%14.06%36.63%-7.13%
XSTC.L
Xtrackers MSCI USA Information Technology UCITS ETF 1D
24.42%8.35%46.23%51.98%-26.53%42.15%33.85%52.31%0.44%

Correlation

The correlation between ITEC.L and XSTC.L 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

0.68

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

0.71

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2018

0.72

The correlation between ITEC.L and XSTC.L has been stable across timeframes, ranging from 0.68 to 0.72 - a consistent structural relationship.

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Return for Risk

ITEC.L vs. XSTC.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: 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

XSTC.L
XSTC.L Risk / Return Rank: 7070
Overall Rank
XSTC.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XSTC.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
XSTC.L Omega Ratio Rank: 7676
Omega Ratio Rank
XSTC.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
XSTC.L Martin Ratio Rank: 4848
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. XSTC.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 Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.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.


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

-0.10

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.38

1.40

-0.01

Calmar ratioReturn relative to maximum drawdown

4.54

2.96

+1.58

Martin ratioReturn relative to average drawdown

12.02

7.77

+4.25

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

The current ITEC.L Sharpe Ratio is 2.33, which is comparable to the XSTC.L Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of ITEC.L and XSTC.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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Sharpe Ratios by Period


ITEC.LXSTC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

2.43

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

1.05

-0.46

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

1.11

-0.47

Drawdowns

ITEC.L vs. XSTC.L - Drawdown Comparison

The maximum ITEC.L drawdown since its inception was -38.49%, which is greater than XSTC.L's maximum drawdown of -31.13%. Use the drawdown chart below to compare losses from any high point for ITEC.L and XSTC.L.


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Drawdown Indicators


ITEC.LXSTC.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.49%

-31.13%

-7.36%

Max Drawdown (1Y)

Largest decline over 1 year

-13.06%

-16.59%

+3.53%

Max Drawdown (3Y)

Largest decline over 3 years

-26.94%

-31.13%

+4.19%

Max Drawdown (5Y)

Largest decline over 5 years

-38.49%

-31.13%

-7.36%

Max Drawdown (10Y)

Largest decline over 10 years

-38.49%

Current Drawdown

Current decline from peak

-0.09%

-2.88%

+2.79%

Average Drawdown

Average peak-to-trough decline

-9.08%

-6.66%

-2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.95%

6.33%

-1.38%

Volatility

ITEC.L vs. XSTC.L - Volatility Comparison

SPDR® MSCI Europe Technology UCITS ETF (ITEC.L) has a higher volatility of 10.27% compared to Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) at 6.83%. This indicates that ITEC.L's price experiences larger fluctuations and is considered to be riskier than XSTC.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.LXSTC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.27%

6.83%

+3.44%

Volatility (6M)

Calculated over the trailing 6-month period

20.59%

14.73%

+5.86%

Volatility (1Y)

Calculated over the trailing 1-year period

25.53%

20.20%

+5.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.71%

22.94%

+2.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.09%

23.10%

+0.99%

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

ITEC.L has a 0.18% expense ratio, which is higher than XSTC.L's 0.12% expense ratio. However, 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. XSTC.L - Dividend Comparison

ITEC.L has not paid dividends to shareholders, while XSTC.L's dividend yield for the trailing twelve months is around 0.26%.


PositionTTM2025202420232022202120202019
ITEC.L
SPDR® MSCI Europe Technology UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XSTC.L
Xtrackers MSCI USA Information Technology UCITS ETF 1D
0.26%0.33%0.37%0.53%1.08%0.53%0.63%0.60%

Frequently Asked Questions


ITEC.L and XSTC.L 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, XSTC.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSTC.L is cheaper with a 0.12% expense ratio, compared with 0.18% for ITEC.L.

Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.18% for ITEC.L and 0.12% for XSTC.L.

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