PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
L0CK.DE vs. USPY.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between L0CK.DE and USPY.DE is 0.89, 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.


-0.50.00.51.00.9

Performance

L0CK.DE vs. USPY.DE - 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 L&G Cyber Security UCITS ETF (USPY.DE). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
17.17%
29.12%
L0CK.DE
USPY.DE

Key characteristics

Sharpe Ratio

L0CK.DE:

1.51

USPY.DE:

1.23

Sortino Ratio

L0CK.DE:

2.14

USPY.DE:

1.84

Omega Ratio

L0CK.DE:

1.29

USPY.DE:

1.26

Calmar Ratio

L0CK.DE:

2.33

USPY.DE:

1.70

Martin Ratio

L0CK.DE:

6.91

USPY.DE:

4.33

Ulcer Index

L0CK.DE:

3.63%

USPY.DE:

6.83%

Daily Std Dev

L0CK.DE:

16.75%

USPY.DE:

24.14%

Max Drawdown

L0CK.DE:

-32.50%

USPY.DE:

-33.89%

Current Drawdown

L0CK.DE:

-0.85%

USPY.DE:

-0.88%

Returns By Period

In the year-to-date period, L0CK.DE achieves a 9.06% return, which is significantly lower than USPY.DE's 13.49% return.


L0CK.DE

YTD

9.06%

1M

7.17%

6M

26.09%

1Y

27.81%

5Y*

12.62%

10Y*

N/A

USPY.DE

YTD

13.49%

1M

11.06%

6M

38.95%

1Y

36.36%

5Y*

N/A

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.


L0CK.DE vs. USPY.DE - Expense Ratio Comparison

L0CK.DE has a 0.40% expense ratio, which is lower than USPY.DE's 0.69% expense ratio.


USPY.DE
L&G Cyber Security UCITS ETF
Expense ratio chart for USPY.DE: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for L0CK.DE: 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

L0CK.DE vs. USPY.DE — Risk-Adjusted Performance Rank

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

L0CK.DE
The Risk-Adjusted Performance Rank of L0CK.DE is 6464
Overall Rank
The Sharpe Ratio Rank of L0CK.DE is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of L0CK.DE is 6262
Sortino Ratio Rank
The Omega Ratio Rank of L0CK.DE is 6565
Omega Ratio Rank
The Calmar Ratio Rank of L0CK.DE is 7070
Calmar Ratio Rank
The Martin Ratio Rank of L0CK.DE is 6161
Martin Ratio Rank

USPY.DE
The Risk-Adjusted Performance Rank of USPY.DE is 5252
Overall Rank
The Sharpe Ratio Rank of USPY.DE is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of USPY.DE is 5252
Sortino Ratio Rank
The Omega Ratio Rank of USPY.DE is 5959
Omega Ratio Rank
The Calmar Ratio Rank of USPY.DE is 5757
Calmar Ratio Rank
The Martin Ratio Rank of USPY.DE is 4444
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.

L0CK.DE vs. USPY.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) and L&G Cyber Security UCITS ETF (USPY.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.


Sharpe ratio
The chart of Sharpe ratio for L0CK.DE, currently valued at 1.29, compared to the broader market0.002.004.001.291.09
The chart of Sortino ratio for L0CK.DE, currently valued at 1.81, compared to the broader market-2.000.002.004.006.008.0010.0012.001.811.61
The chart of Omega ratio for L0CK.DE, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.22
The chart of Calmar ratio for L0CK.DE, currently valued at 1.55, compared to the broader market0.005.0010.0015.001.561.27
The chart of Martin ratio for L0CK.DE, currently valued at 5.53, compared to the broader market0.0020.0040.0060.0080.00100.005.534.05
L0CK.DE
USPY.DE

The current L0CK.DE Sharpe Ratio is 1.51, which is comparable to the USPY.DE Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of L0CK.DE and USPY.DE, 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.29
1.09
L0CK.DE
USPY.DE

Dividends

L0CK.DE vs. USPY.DE - Dividend Comparison

Neither L0CK.DE nor USPY.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

L0CK.DE vs. USPY.DE - Drawdown Comparison

The maximum L0CK.DE drawdown since its inception was -32.50%, roughly equal to the maximum USPY.DE drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for L0CK.DE and USPY.DE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.33%
-0.36%
L0CK.DE
USPY.DE

Volatility

L0CK.DE vs. USPY.DE - Volatility Comparison

The current volatility for iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) is 3.86%, while L&G Cyber Security UCITS ETF (USPY.DE) has a volatility of 4.55%. This indicates that L0CK.DE experiences smaller price fluctuations and is considered to be less risky than USPY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
3.86%
4.55%
L0CK.DE
USPY.DE
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