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ITEK.L vs. CLMP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ITEK.L vs. CLMP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HAN-GINS Tech Megatrend Equal Weight UCITS ETF (ITEK.L) and HANetf iClima Global Decarbonisation Enablers UCITS ETF (CLMP.L). The values are adjusted to include any dividend payments, if applicable.

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ITEK.L vs. CLMP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ITEK.L
HAN-GINS Tech Megatrend Equal Weight UCITS ETF
-7.01%18.69%12.39%51.33%-45.52%7.82%5.11%
CLMP.L
HANetf iClima Global Decarbonisation Enablers UCITS ETF
-0.01%26.65%-16.53%3.87%-27.91%5.71%9.23%
Different Trading Currencies

ITEK.L is traded in USD, while CLMP.L is traded in GBp. To make them comparable, the CLMP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ITEK.L achieves a -7.01% return, which is significantly lower than CLMP.L's -0.01% return.


ITEK.L

1D
4.15%
1M
-4.07%
YTD
-7.01%
6M
-13.12%
1Y
23.25%
3Y*
15.57%
5Y*
0.05%
10Y*

CLMP.L

1D
2.96%
1M
-6.94%
YTD
-0.01%
6M
1.63%
1Y
32.46%
3Y*
0.63%
5Y*
-4.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ITEK.L vs. CLMP.L - Expense Ratio Comparison

ITEK.L has a 0.59% expense ratio, which is lower than CLMP.L's 0.65% expense ratio.


Return for Risk

ITEK.L vs. CLMP.L — Risk / Return Rank

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

ITEK.L
ITEK.L Risk / Return Rank: 4141
Overall Rank
ITEK.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ITEK.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
ITEK.L Omega Ratio Rank: 4141
Omega Ratio Rank
ITEK.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
ITEK.L Martin Ratio Rank: 3030
Martin Ratio Rank

CLMP.L
CLMP.L Risk / Return Rank: 4040
Overall Rank
CLMP.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CLMP.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
CLMP.L Omega Ratio Rank: 7272
Omega Ratio Rank
CLMP.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
CLMP.L Martin Ratio Rank: 2222
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.

ITEK.L vs. CLMP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HAN-GINS Tech Megatrend Equal Weight UCITS ETF (ITEK.L) and HANetf iClima Global Decarbonisation Enablers UCITS ETF (CLMP.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.


ITEK.LCLMP.LDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.68

+0.23

Sortino ratio

Return per unit of downside risk

1.39

1.39

0.00

Omega ratio

Gain probability vs. loss probability

1.17

1.29

-0.12

Calmar ratio

Return relative to maximum drawdown

1.02

1.02

-0.01

Martin ratio

Return relative to average drawdown

2.67

1.90

+0.77

ITEK.L vs. CLMP.L - Sharpe Ratio Comparison

The current ITEK.L Sharpe Ratio is 0.91, which is higher than the CLMP.L Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of ITEK.L and CLMP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ITEK.LCLMP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.68

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

-0.12

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

-0.05

+0.45

Correlation

The correlation between ITEK.L and CLMP.L is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ITEK.L vs. CLMP.L - Dividend Comparison

Neither ITEK.L nor CLMP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ITEK.L vs. CLMP.L - Drawdown Comparison

The maximum ITEK.L drawdown since its inception was -54.15%, which is greater than CLMP.L's maximum drawdown of -51.18%. Use the drawdown chart below to compare losses from any high point for ITEK.L and CLMP.L.


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Drawdown Indicators


ITEK.LCLMP.LDifference

Max Drawdown

Largest peak-to-trough decline

-54.15%

-48.75%

-5.40%

Max Drawdown (1Y)

Largest decline over 1 year

-21.74%

-29.66%

+7.92%

Max Drawdown (5Y)

Largest decline over 5 years

-53.31%

-48.75%

-4.56%

Current Drawdown

Current decline from peak

-18.01%

-26.76%

+8.75%

Average Drawdown

Average peak-to-trough decline

-19.76%

-23.89%

+4.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.27%

16.78%

-8.51%

Volatility

ITEK.L vs. CLMP.L - Volatility Comparison

HAN-GINS Tech Megatrend Equal Weight UCITS ETF (ITEK.L) has a higher volatility of 7.54% compared to HANetf iClima Global Decarbonisation Enablers UCITS ETF (CLMP.L) at 6.93%. This indicates that ITEK.L's price experiences larger fluctuations and is considered to be riskier than CLMP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ITEK.LCLMP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.54%

6.93%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

18.71%

43.60%

-24.89%

Volatility (1Y)

Calculated over the trailing 1-year period

25.47%

47.41%

-21.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.10%

36.31%

-9.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.67%

35.88%

-9.21%