L0CK.DE vs. UIC2.DE
L0CK.DE (iShares Digital Security UCITS ETF USD (Acc)) and UIC2.DE (UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc) are both Technology Equities funds - L0CK.DE tracks the STOXX® Global Digital Security while UIC2.DE tracks the Solactive China Technology. Both are passively managed. Over the past 5 years, L0CK.DE returned 10.97%/yr vs -8.06%/yr for UIC2.DE. At a 0.37 correlation, their price movements are largely independent. L0CK.DE charges 0.40%/yr vs 0.47%/yr for UIC2.DE.
Performance
L0CK.DE vs. UIC2.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 higher than UIC2.DE's -6.51% 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*
- —
UIC2.DE
- 1D
- -0.65%
- 1M
- -1.09%
- YTD
- -6.51%
- 6M
- -8.96%
- 1Y
- 0.73%
- 3Y*
- 8.94%
- 5Y*
- -8.06%
- 10Y*
- —
L0CK.DE vs. UIC2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
L0CK.DE iShares Digital Security UCITS ETF USD (Acc) | 19.85% | -0.03% | 22.76% | 29.81% | -25.34% | 22.86% |
UIC2.DE UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc | -6.51% | 25.73% | 19.00% | -13.83% | -24.39% | -33.70% |
Correlation
The correlation between L0CK.DE and UIC2.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2021 | 0.37 |
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Return for Risk
L0CK.DE vs. UIC2.DE — Risk / Return Rank
L0CK.DE
UIC2.DE
L0CK.DE vs. UIC2.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 UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (UIC2.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 | UIC2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.07 | ||
| Sortino ratioReturn per unit of downside risk | +1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.04 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 0.02 | +1.78 |
| Martin ratioReturn relative to average drawdown | 4.44 | 0.04 | +4.40 |
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 | UIC2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.02 | +1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | -0.21 | +0.76 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | -0.24 | +0.85 |
Drawdowns
L0CK.DE vs. UIC2.DE - Drawdown Comparison
The maximum L0CK.DE drawdown since its inception was -32.50%, smaller than the maximum UIC2.DE drawdown of -63.35%. Use the drawdown chart below to compare losses from any high point for L0CK.DE and UIC2.DE.
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Drawdown Indicators
| L0CK.DE | UIC2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.50% | -63.35% | +30.85% |
Max Drawdown (1Y)Largest decline over 1 year | -12.47% | -30.64% | +18.17% |
Max Drawdown (3Y)Largest decline over 3 years | -27.07% | -30.66% | +3.59% |
Max Drawdown (5Y)Largest decline over 5 years | -28.54% | -63.26% | +34.72% |
Current DrawdownCurrent decline from peak | -3.17% | -39.60% | +36.43% |
Average DrawdownAverage peak-to-trough decline | -9.03% | -42.07% | +33.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.08% | 18.47% | -13.39% |
Volatility
L0CK.DE vs. UIC2.DE - Volatility Comparison
The current volatility for iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) is 8.18%, while UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (UIC2.DE) has a volatility of 10.04%. This indicates that L0CK.DE experiences smaller price fluctuations and is considered to be less risky than UIC2.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 | UIC2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.18% | 10.04% | -1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 16.31% | 17.36% | -1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.67% | 33.06% | -12.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.90% | 37.72% | -17.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.21% | 37.40% | -17.19% |
L0CK.DE vs. UIC2.DE - Expense Ratio Comparison
L0CK.DE has a 0.40% expense ratio, which is lower than UIC2.DE's 0.47% expense ratio.
Dividends
L0CK.DE vs. UIC2.DE - Dividend Comparison
Neither L0CK.DE nor UIC2.DE has paid dividends to shareholders.
Frequently Asked Questions
L0CK.DE and UIC2.DE have a correlation of 0.34, 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 UIC2.DE.
L0CK.DE tracks STOXX® Global Digital Security, while UIC2.DE tracks Solactive China Technology. They also come from different issuers: iShares and UBS. Their fees differ too: 0.40% for L0CK.DE and 0.47% for UIC2.DE.
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