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

Performance

L0CK.DE vs. WTEJ.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 WisdomTree Cloud Computing UCITS ETF USD Acc (WTEJ.DE). The values are adjusted to include any dividend payments, if applicable.

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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 WTEJ.DE's -3.77% 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*

WTEJ.DE

1D
1.76%
1M
14.34%
YTD
-3.77%
6M
-2.46%
1Y
-9.08%
3Y*
0.54%
5Y*
-6.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

L0CK.DE vs. WTEJ.DE - 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%4.95%
WTEJ.DE
WisdomTree Cloud Computing UCITS ETF USD Acc
-3.77%-16.66%12.94%39.67%-50.17%4.71%90.46%4.50%

Correlation

The correlation between L0CK.DE and WTEJ.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

0.82

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

0.85

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2019

0.77

The correlation between L0CK.DE and WTEJ.DE shifts across timeframes, from 0.71 (1 year) to 0.85 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

L0CK.DE vs. WTEJ.DE — 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

WTEJ.DE
WTEJ.DE Risk / Return Rank: 77
Overall Rank
WTEJ.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
WTEJ.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
WTEJ.DE Omega Ratio Rank: 77
Omega Ratio Rank
WTEJ.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
WTEJ.DE Martin Ratio Rank: 66
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. WTEJ.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 WisdomTree Cloud Computing UCITS ETF USD Acc (WTEJ.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.DEWTEJ.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.34

Sortino ratioReturn per unit of downside risk

+1.73

Omega ratioGain probability vs. loss probability

1.20

0.99

+0.22

Calmar ratioReturn relative to maximum drawdown

1.81

-0.25

+2.05

Martin ratioReturn relative to average drawdown

4.44

-0.55

+4.99

L0CK.DE vs. WTEJ.DE - Sharpe Ratio Comparison

The current L0CK.DE Sharpe Ratio is 1.09, which is higher than the WTEJ.DE Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of L0CK.DE and WTEJ.DE, 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.DEWTEJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

-0.25

+1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

-0.18

+0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.11

+0.49

Drawdowns

L0CK.DE vs. WTEJ.DE - Drawdown Comparison

The maximum L0CK.DE drawdown since its inception was -32.50%, smaller than the maximum WTEJ.DE drawdown of -63.60%. Use the drawdown chart below to compare losses from any high point for L0CK.DE and WTEJ.DE.


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Drawdown Indicators


L0CK.DEWTEJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.50%

-63.60%

+31.10%

Max Drawdown (1Y)

Largest decline over 1 year

-12.47%

-36.64%

+24.17%

Max Drawdown (3Y)

Largest decline over 3 years

-27.07%

-48.59%

+21.52%

Max Drawdown (5Y)

Largest decline over 5 years

-28.54%

-63.60%

+35.06%

Current Drawdown

Current decline from peak

-3.17%

-48.45%

+45.28%

Average Drawdown

Average peak-to-trough decline

-9.03%

-35.70%

+26.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.08%

16.00%

-10.92%

Volatility

L0CK.DE vs. WTEJ.DE - Volatility Comparison

The current volatility for iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) is 8.18%, while WisdomTree Cloud Computing UCITS ETF USD Acc (WTEJ.DE) has a volatility of 15.88%. This indicates that L0CK.DE experiences smaller price fluctuations and is considered to be less risky than WTEJ.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.DEWTEJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.18%

15.88%

-7.70%

Volatility (6M)

Calculated over the trailing 6-month period

16.31%

32.38%

-16.07%

Volatility (1Y)

Calculated over the trailing 1-year period

20.67%

36.29%

-15.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.90%

35.57%

-15.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.21%

38.61%

-18.40%

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

Both L0CK.DE and WTEJ.DE have an expense ratio of 0.40%.


Dividends

L0CK.DE vs. WTEJ.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


L0CK.DE and WTEJ.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.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

L0CK.DE and WTEJ.DE have the same expense ratio: 0.40% per year.

L0CK.DE tracks STOXX® Global Digital Security, while WTEJ.DE tracks BVP Nasdaq Emerging Cloud. They also come from different issuers: iShares and WisdomTree.

Portfolio Optimizer

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