L0CK.DE vs. AYEW.DE
L0CK.DE (iShares Digital Security UCITS ETF USD (Acc)) and AYEW.DE (iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist)) are both Technology Equities funds from iShares - L0CK.DE tracks the STOXX® Global Digital Security while AYEW.DE tracks the MSCI World Information Technology ESG Reduced Carbon Select 20 35 Capped. Both are passively managed. Over the past 5 years, L0CK.DE returned 10.97%/yr vs 21.48%/yr for AYEW.DE. Their correlation of 0.81 suggests significant overlap in exposure. L0CK.DE charges 0.40%/yr vs 0.18%/yr for AYEW.DE.
Performance
L0CK.DE vs. AYEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, L0CK.DE achieves a 19.85% return, which is significantly lower than AYEW.DE's 24.61% return.
L0CK.DE
- 1D
- -2.66%
- 1M
- 10.58%
- YTD
- 19.85%
- 6M
- 21.05%
- 1Y
- 22.61%
- 3Y*
- 18.48%
- 5Y*
- 10.97%
- 10Y*
- —
AYEW.DE
- 1D
- -1.67%
- 1M
- 15.12%
- YTD
- 24.61%
- 6M
- 23.38%
- 1Y
- 45.27%
- 3Y*
- 27.99%
- 5Y*
- 21.48%
- 10Y*
- —
L0CK.DE vs. AYEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
L0CK.DE iShares Digital Security UCITS ETF USD (Acc) | 19.85% | -0.03% | 22.76% | 29.81% | -25.34% | 27.06% | 14.71% | 9.13% |
AYEW.DE iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) | 24.61% | 9.65% | 33.73% | 55.77% | -29.69% | 41.89% | 30.99% | 12.00% |
Correlation
The correlation between L0CK.DE and AYEW.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2019 | 0.81 |
The correlation between L0CK.DE and AYEW.DE has been stable across timeframes, ranging from 0.71 to 0.81 - a consistent structural relationship.
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Return for Risk
L0CK.DE vs. AYEW.DE — Risk / Return Rank
L0CK.DE
AYEW.DE
L0CK.DE vs. AYEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) and iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE). 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.
| L0CK.DE | AYEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.37 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 3.01 | -1.20 |
| Martin ratioReturn relative to average drawdown | 4.44 | 8.00 | -3.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| L0CK.DE | AYEW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 2.26 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.93 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 1.02 | -0.41 |
Drawdowns
L0CK.DE vs. AYEW.DE - Drawdown Comparison
The maximum L0CK.DE drawdown since its inception was -32.50%, roughly equal to the maximum AYEW.DE drawdown of -31.36%. Use the drawdown chart below to compare losses from any high point for L0CK.DE and AYEW.DE.
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Drawdown Indicators
| L0CK.DE | AYEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.50% | -31.36% | -1.14% |
Max Drawdown (1Y)Largest decline over 1 year | -12.47% | -14.98% | +2.51% |
Max Drawdown (3Y)Largest decline over 3 years | -27.07% | -29.01% | +1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -28.54% | -30.10% | +1.56% |
Current DrawdownCurrent decline from peak | -3.17% | -2.13% | -1.04% |
Average DrawdownAverage peak-to-trough decline | -9.03% | -7.74% | -1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.08% | 5.64% | -0.56% |
Volatility
L0CK.DE vs. AYEW.DE - Volatility Comparison
iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) has a higher volatility of 8.18% compared to iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE) at 6.77%. This indicates that L0CK.DE's price experiences larger fluctuations and is considered to be riskier than AYEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| L0CK.DE | AYEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.18% | 6.77% | +1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 16.31% | 14.89% | +1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.67% | 19.98% | +0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.90% | 22.77% | -2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.21% | 23.48% | -3.27% |
L0CK.DE vs. AYEW.DE - Expense Ratio Comparison
L0CK.DE has a 0.40% expense ratio, which is higher than AYEW.DE's 0.18% expense ratio.
Dividends
L0CK.DE vs. AYEW.DE - Dividend Comparison
L0CK.DE has not paid dividends to shareholders, while AYEW.DE's dividend yield for the trailing twelve months is around 0.25%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AYEW.DE iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) | 0.25% | 0.31% | 0.38% | 0.46% | 0.82% | 0.40% | 0.65% | 0.12% |
L0CK.DE iShares Digital Security UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
L0CK.DE and AYEW.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AYEW.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AYEW.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for L0CK.DE.
L0CK.DE tracks STOXX® Global Digital Security, while AYEW.DE tracks MSCI World Information Technology ESG Reduced Carbon Select 20 35 Capped. Their fees differ too: 0.40% for L0CK.DE and 0.18% for AYEW.DE.
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