ITEP.L vs. ESGP.L

Last updated Apr 2, 2026

Compare and contrast key facts about HAN-GINS Tech Megatrend Equal Weight UCITS ETF - Accumulating (ITEP.L) and HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.L).

ITEP.L and ESGP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ITEP.L is a passively managed fund by HANetf that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Oct 5, 2018. ESGP.L is a passively managed fund by HANetf that tracks the performance of the EMIX Global Mining Global Gold TR USD. It was launched on Jul 2, 2021. Both ITEP.L and ESGP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ITEP.L vs. ESGP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HAN-GINS Tech Megatrend Equal Weight UCITS ETF - Accumulating (ITEP.L) and HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.L). The values are adjusted to include any dividend payments, if applicable.

ITEP.L vs. ESGP.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
ITEP.L HAN-GINS Tech Megatrend Equal Weight UCITS ETF - Accumulating	-5.86%	10.45%	14.23%	43.21%	-39.07%	-0.41%
ESGP.L HANetf AuAg ESG Gold Mining UCITS ETF	14.79%	136.71%	3.17%	-0.39%	2.14%	-3.44%

Returns By Period

In the year-to-date period, ITEP.L achieves a -5.86% return, which is significantly lower than ESGP.L's 14.79% return.

ITEP.L

• 1D: 3.25%
• 1M: -3.55%
• YTD: -5.86%
• 6M: -12.08%
• 1Y: 19.92%
• 3Y*: 12.77%
• 5Y*: 0.81%
• 10Y*: —

ESGP.L

• 1D: 7.11%
• 1M: -14.07%
• YTD: 14.79%
• 6M: 22.02%
• 1Y: 108.09%
• 3Y*: 37.81%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ITEP.L vs. ESGP.L - Expense Ratio Comparison

ITEP.L has a 0.59% expense ratio, which is lower than ESGP.L's 0.60% expense ratio.

ESGP.L

HANetf AuAg ESG Gold Mining UCITS ETF

ITEP.L

HAN-GINS Tech Megatrend Equal Weight UCITS ETF - Accumulating

Return for Risk

ITEP.L vs. ESGP.L — Risk / Return Rank

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

ITEP.L

ITEP.L Risk / Return Rank: 35
ITEP.L Sharpe Ratio Rank: 40
ITEP.L Sortino Ratio Rank: 41
ITEP.L Omega Ratio Rank: 35
ITEP.L Calmar Ratio Rank: 31
ITEP.L Martin Ratio Rank: 25

ESGP.L

ESGP.L Risk / Return Rank: 93
ESGP.L Sharpe Ratio Rank: 96
ESGP.L Sortino Ratio Rank: 93
ESGP.L Omega Ratio Rank: 90
ESGP.L Calmar Ratio Rank: 93
ESGP.L Martin Ratio Rank: 92

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.

ITEP.L vs. ESGP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HAN-GINS Tech Megatrend Equal Weight UCITS ETF - Accumulating (ITEP.L) and HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.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.

	ITEP.L	ESGP.L	Difference
Sharpe ratio Return per unit of total volatility	0.81	2.67	-1.87
Sortino ratio Return per unit of downside risk	1.22	2.92	-1.70
Omega ratio Gain probability vs. loss probability	1.15	1.40	-0.25
Calmar ratio Return relative to maximum drawdown	0.88	3.84	-2.96
Martin ratio Return relative to average drawdown	2.18	13.64	-11.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ITEP.L vs. ESGP.L - Sharpe Ratio Comparison

The current ITEP.L Sharpe Ratio is 0.81, which is lower than the ESGP.L Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of ITEP.L and ESGP.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.

Sharpe Ratios by Period

	ITEP.L	ESGP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.81	2.67	-1.87
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.03	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.73	-0.26

Correlation

The correlation between ITEP.L and ESGP.L is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ITEP.L vs. ESGP.L - Dividend Comparison

Neither ITEP.L nor ESGP.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

ITEP.L vs. ESGP.L - Drawdown Comparison

The maximum ITEP.L drawdown since its inception was -47.84%, which is greater than ESGP.L's maximum drawdown of -36.54%. Use the drawdown chart below to compare losses from any high point for ITEP.L and ESGP.L.

Drawdown Indicators

	ITEP.L	ESGP.L	Difference
Max Drawdown Largest peak-to-trough decline	-47.84%	-36.54%	-11.30%
Max Drawdown (1Y) Largest decline over 1 year	-21.64%	-28.67%	+7.03%
Max Drawdown (5Y) Largest decline over 5 years	-47.84%	—	—
Current Drawdown Current decline from peak	-18.24%	-15.02%	-3.22%
Average Drawdown Average peak-to-trough decline	-18.86%	-13.27%	-5.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.68%	8.07%	+0.61%

Volatility

ITEP.L vs. ESGP.L - Volatility Comparison

The current volatility for HAN-GINS Tech Megatrend Equal Weight UCITS ETF - Accumulating (ITEP.L) is 6.98%, while HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.L) has a volatility of 17.11%. This indicates that ITEP.L experiences smaller price fluctuations and is considered to be less risky than ESGP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ITEP.L	ESGP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.98%	17.11%	-10.13%
Volatility (6M) Calculated over the trailing 6-month period	18.21%	33.83%	-15.62%
Volatility (1Y) Calculated over the trailing 1-year period	24.63%	40.22%	-15.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.20%	32.78%	-7.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.74%	32.78%	-6.04%