PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
KFTK.DE vs. DGTL.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KFTK.DE and DGTL.L is 0.81, 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.


-0.50.00.51.00.8

Performance

KFTK.DE vs. DGTL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco KBW Nasdaq Fintech UCITS ETF Acc (KFTK.DE) and iShares Digitalisation UCITS Acc (DGTL.L). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
24.07%
20.53%
KFTK.DE
DGTL.L

Key characteristics

Sharpe Ratio

KFTK.DE:

2.63

DGTL.L:

2.09

Sortino Ratio

KFTK.DE:

3.70

DGTL.L:

2.85

Omega Ratio

KFTK.DE:

1.48

DGTL.L:

1.35

Calmar Ratio

KFTK.DE:

4.79

DGTL.L:

1.20

Martin Ratio

KFTK.DE:

14.28

DGTL.L:

11.68

Ulcer Index

KFTK.DE:

3.12%

DGTL.L:

2.71%

Daily Std Dev

KFTK.DE:

17.05%

DGTL.L:

15.17%

Max Drawdown

KFTK.DE:

-39.49%

DGTL.L:

-46.85%

Current Drawdown

KFTK.DE:

-3.77%

DGTL.L:

-1.09%

Returns By Period

In the year-to-date period, KFTK.DE achieves a 3.00% return, which is significantly lower than DGTL.L's 7.62% return.


KFTK.DE

YTD

3.00%

1M

0.09%

6M

33.47%

1Y

42.23%

5Y*

10.45%

10Y*

N/A

DGTL.L

YTD

7.62%

1M

7.21%

6M

21.04%

1Y

30.30%

5Y*

9.04%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


KFTK.DE vs. DGTL.L - Expense Ratio Comparison

KFTK.DE has a 0.49% expense ratio, which is higher than DGTL.L's 0.40% expense ratio.


KFTK.DE
Invesco KBW Nasdaq Fintech UCITS ETF Acc
Expense ratio chart for KFTK.DE: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for DGTL.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

KFTK.DE vs. DGTL.L — Risk-Adjusted Performance Rank

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

KFTK.DE
The Risk-Adjusted Performance Rank of KFTK.DE is 9292
Overall Rank
The Sharpe Ratio Rank of KFTK.DE is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of KFTK.DE is 9393
Sortino Ratio Rank
The Omega Ratio Rank of KFTK.DE is 9191
Omega Ratio Rank
The Calmar Ratio Rank of KFTK.DE is 9494
Calmar Ratio Rank
The Martin Ratio Rank of KFTK.DE is 8888
Martin Ratio Rank

DGTL.L
The Risk-Adjusted Performance Rank of DGTL.L is 7373
Overall Rank
The Sharpe Ratio Rank of DGTL.L is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of DGTL.L is 8282
Sortino Ratio Rank
The Omega Ratio Rank of DGTL.L is 7777
Omega Ratio Rank
The Calmar Ratio Rank of DGTL.L is 4444
Calmar Ratio Rank
The Martin Ratio Rank of DGTL.L is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KFTK.DE vs. DGTL.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco KBW Nasdaq Fintech UCITS ETF Acc (KFTK.DE) and iShares Digitalisation UCITS Acc (DGTL.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.


Sharpe ratio
The chart of Sharpe ratio for KFTK.DE, currently valued at 2.17, compared to the broader market0.002.004.002.172.01
The chart of Sortino ratio for KFTK.DE, currently valued at 2.97, compared to the broader market0.005.0010.002.972.76
The chart of Omega ratio for KFTK.DE, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.34
The chart of Calmar ratio for KFTK.DE, currently valued at 2.55, compared to the broader market0.005.0010.0015.0020.002.551.14
The chart of Martin ratio for KFTK.DE, currently valued at 9.58, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.5811.07
KFTK.DE
DGTL.L

The current KFTK.DE Sharpe Ratio is 2.63, which is comparable to the DGTL.L Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of KFTK.DE and DGTL.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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
2.17
2.01
KFTK.DE
DGTL.L

Dividends

KFTK.DE vs. DGTL.L - Dividend Comparison

Neither KFTK.DE nor DGTL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

KFTK.DE vs. DGTL.L - Drawdown Comparison

The maximum KFTK.DE drawdown since its inception was -39.49%, smaller than the maximum DGTL.L drawdown of -46.85%. Use the drawdown chart below to compare losses from any high point for KFTK.DE and DGTL.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.44%
-1.09%
KFTK.DE
DGTL.L

Volatility

KFTK.DE vs. DGTL.L - Volatility Comparison

The current volatility for Invesco KBW Nasdaq Fintech UCITS ETF Acc (KFTK.DE) is 3.13%, while iShares Digitalisation UCITS Acc (DGTL.L) has a volatility of 3.89%. This indicates that KFTK.DE experiences smaller price fluctuations and is considered to be less risky than DGTL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.13%
3.89%
KFTK.DE
DGTL.L
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab