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L0CK.DE vs. IHAK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

L0CK.DE vs. IHAK - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) and iShares Cybersecurity & Tech ETF (IHAK). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

L0CK.DE is traded in EUR, while IHAK is traded in USD. To make them comparable, the IHAK values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, L0CK.DE achieves a 19.85% return, which is significantly lower than IHAK's 24.36% 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*

IHAK

1D
-0.36%
1M
20.09%
YTD
24.36%
6M
19.54%
1Y
13.01%
3Y*
14.36%
5Y*
8.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

L0CK.DE vs. IHAK - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
L0CK.DE
iShares Digital Security UCITS ETF USD (Acc)
19.85%-0.03%22.76%29.81%-25.34%27.06%14.71%12.08%
IHAK
iShares Cybersecurity & Tech ETF
24.36%-13.01%14.70%33.64%-21.21%19.44%38.76%7.28%

Correlation

The correlation between L0CK.DE and IHAK is 0.65, 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

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2019

0.63

The correlation between L0CK.DE and IHAK has been stable across timeframes, ranging from 0.63 to 0.66 - a consistent structural relationship.

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Return for Risk

L0CK.DE vs. IHAK — Risk / Return Rank

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

L0CK.DE
L0CK.DE Risk / Return Rank: 3232
Overall Rank
L0CK.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
L0CK.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
L0CK.DE Omega Ratio Rank: 3131
Omega Ratio Rank
L0CK.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
L0CK.DE Martin Ratio Rank: 3131
Martin Ratio Rank

IHAK
IHAK Risk / Return Rank: 1919
Overall Rank
IHAK Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IHAK Sortino Ratio Rank: 2020
Sortino Ratio Rank
IHAK Omega Ratio Rank: 2020
Omega Ratio Rank
IHAK Calmar Ratio Rank: 1717
Calmar Ratio Rank
IHAK Martin Ratio Rank: 1616
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.

L0CK.DE vs. IHAK - 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 Cybersecurity & Tech ETF (IHAK). 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.DEIHAKDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.20

1.11

+0.09

Calmar ratioReturn relative to maximum drawdown

1.81

0.55

+1.26

Martin ratioReturn relative to average drawdown

4.44

1.33

+3.11

L0CK.DE vs. IHAK - Sharpe Ratio Comparison

The current L0CK.DE Sharpe Ratio is 1.09, which is higher than the IHAK Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of L0CK.DE and IHAK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


L0CK.DEIHAKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.54

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.38

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.53

+0.08

Drawdowns

L0CK.DE vs. IHAK - Drawdown Comparison

The maximum L0CK.DE drawdown since its inception was -32.50%, roughly equal to the maximum IHAK drawdown of -31.02%. Use the drawdown chart below to compare losses from any high point for L0CK.DE and IHAK.


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Drawdown Indicators


L0CK.DEIHAKDifference

Max Drawdown

Largest peak-to-trough decline

-32.50%

-31.02%

-1.48%

Max Drawdown (1Y)

Largest decline over 1 year

-12.47%

-23.91%

+11.44%

Max Drawdown (3Y)

Largest decline over 3 years

-27.07%

-30.91%

+3.84%

Max Drawdown (5Y)

Largest decline over 5 years

-28.54%

-30.91%

+2.37%

Current Drawdown

Current decline from peak

-3.17%

-2.86%

-0.31%

Average Drawdown

Average peak-to-trough decline

-9.03%

-10.46%

+1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.08%

9.80%

-4.72%

Volatility

L0CK.DE vs. IHAK - Volatility Comparison

The current volatility for iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) is 8.18%, while iShares Cybersecurity & Tech ETF (IHAK) has a volatility of 9.28%. This indicates that L0CK.DE experiences smaller price fluctuations and is considered to be less risky than IHAK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


L0CK.DEIHAKDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.18%

9.28%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

16.31%

20.08%

-3.77%

Volatility (1Y)

Calculated over the trailing 1-year period

20.67%

24.07%

-3.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.90%

23.25%

-3.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.21%

24.49%

-4.28%

L0CK.DE vs. IHAK - Expense Ratio Comparison

L0CK.DE has a 0.40% expense ratio, which is lower than IHAK's 0.47% expense ratio.


Dividends

L0CK.DE vs. IHAK - Dividend Comparison

L0CK.DE has not paid dividends to shareholders, while IHAK's dividend yield for the trailing twelve months is around 0.07%.


PositionTTM2025202420232022202120202019
IHAK
iShares Cybersecurity & Tech ETF
0.07%0.08%0.20%0.13%0.25%0.50%0.40%0.50%
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 IHAK have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, L0CK.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

L0CK.DE is cheaper with a 0.40% expense ratio, compared with 0.47% for IHAK.

L0CK.DE tracks STOXX® Global Digital Security, while IHAK tracks NYSE FactSet Global Cyber Security Index. Their fees differ too: 0.40% for L0CK.DE and 0.47% for IHAK.

Portfolio Optimizer

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