PortfoliosLab logoPortfoliosLab logo
M37R.DE vs. AYEW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

M37R.DE vs. AYEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf ETC Group Global Metaverse UCITS ETF (M37R.DE) and iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, M37R.DE achieves a -6.38% return, which is significantly lower than AYEW.DE's 24.61% return.


M37R.DE

1D
1.15%
1M
5.28%
YTD
-6.38%
6M
-12.87%
1Y
-5.22%
3Y*
5Y*
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

M37R.DE vs. AYEW.DE - Yearly Performance Comparison


Correlation

The correlation between M37R.DE and AYEW.DE is 0.70, 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

0.70

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2024

0.73

The correlation between M37R.DE and AYEW.DE has been stable across timeframes, ranging from 0.70 to 0.73 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

M37R.DE vs. AYEW.DE — Risk / Return Rank

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

M37R.DE
M37R.DE Risk / Return Rank: 77
Overall Rank
M37R.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
M37R.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
M37R.DE Omega Ratio Rank: 77
Omega Ratio Rank
M37R.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
M37R.DE Martin Ratio Rank: 88
Martin Ratio Rank

AYEW.DE
AYEW.DE Risk / Return Rank: 6161
Overall Rank
AYEW.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AYEW.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
AYEW.DE Omega Ratio Rank: 6262
Omega Ratio Rank
AYEW.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
AYEW.DE Martin Ratio Rank: 4949
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.

M37R.DE vs. AYEW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf ETC Group Global Metaverse UCITS ETF (M37R.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.


M37R.DEAYEW.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.44

Sortino ratioReturn per unit of downside risk

-3.00

Omega ratioGain probability vs. loss probability

0.99

1.37

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.13

3.01

-3.14

Martin ratioReturn relative to average drawdown

-0.27

8.00

-8.27

M37R.DE vs. AYEW.DE - Sharpe Ratio Comparison

The current M37R.DE Sharpe Ratio is -0.18, which is lower than the AYEW.DE Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of M37R.DE and AYEW.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.


Loading charts...

Sharpe Ratios by Period


M37R.DEAYEW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

2.26

-2.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

1.02

-0.86

Drawdowns

M37R.DE vs. AYEW.DE - Drawdown Comparison

The maximum M37R.DE drawdown since its inception was -38.85%, which is greater than AYEW.DE's maximum drawdown of -31.36%. Use the drawdown chart below to compare losses from any high point for M37R.DE and AYEW.DE.


Loading charts...

Drawdown Indicators


M37R.DEAYEW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.85%

-31.36%

-7.49%

Max Drawdown (1Y)

Largest decline over 1 year

-38.85%

-14.98%

-23.87%

Max Drawdown (3Y)

Largest decline over 3 years

-29.01%

Max Drawdown (5Y)

Largest decline over 5 years

-30.10%

Current Drawdown

Current decline from peak

-24.62%

-2.13%

-22.49%

Average Drawdown

Average peak-to-trough decline

-14.24%

-7.74%

-6.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.99%

5.64%

+13.35%

Volatility

M37R.DE vs. AYEW.DE - Volatility Comparison

HANetf ETC Group Global Metaverse UCITS ETF (M37R.DE) has a higher volatility of 10.35% compared to iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE) at 6.77%. This indicates that M37R.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.


Loading charts...

Volatility by Period


M37R.DEAYEW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.35%

6.77%

+3.58%

Volatility (6M)

Calculated over the trailing 6-month period

20.98%

14.89%

+6.09%

Volatility (1Y)

Calculated over the trailing 1-year period

28.65%

19.98%

+8.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.04%

22.77%

+9.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.04%

23.48%

+8.56%

M37R.DE vs. AYEW.DE - Expense Ratio Comparison

M37R.DE has a 0.65% expense ratio, which is higher than AYEW.DE's 0.18% expense ratio.


Dividends

M37R.DE vs. AYEW.DE - Dividend Comparison

M37R.DE has not paid dividends to shareholders, while AYEW.DE's dividend yield for the trailing twelve months is around 0.25%.


PositionTTM2025202420232022202120202019
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%
M37R.DE
HANetf ETC Group Global Metaverse UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


M37R.DE and AYEW.DE have a correlation of 0.70, 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 0.65% for M37R.DE.

M37R.DE tracks Solactive ETC Group Global Metaverse, while AYEW.DE tracks MSCI World Information Technology ESG Reduced Carbon Select 20 35 Capped. They also come from different issuers: HANetf and iShares. Their fees differ too: 0.65% for M37R.DE and 0.18% for AYEW.DE.

Portfolio Optimizer

Find the right allocation for M37R.DE and AYEW.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer