ITEK.L vs. VGT

In the year-to-date period, ITEK.L achieves a -5.07% return, which is significantly higher than VGT's -8.02% return.

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ITEK.L has a 0.59% expense ratio, which is higher than VGT's 0.10% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for HAN-GINS Tech Megatrend Equal Weight UCITS ETF (ITEK.L) and Vanguard Information Technology ETF (VGT). 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.

The current ITEK.L Sharpe Ratio is 0.47, which is comparable to the VGT Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of ITEK.L and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ITEK.L has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.56%.

The maximum ITEK.L drawdown since its inception was -54.15%, roughly equal to the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for ITEK.L and VGT. For additional features, visit the drawdowns tool.

HAN-GINS Tech Megatrend Equal Weight UCITS ETF (ITEK.L) and Vanguard Information Technology ETF (VGT) have volatilities of 9.55% and 9.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.