METP.L vs. PIGI.L
METP.L (HANetf ETC Group Global Metaverse UCITS ETF) and PIGI.L (HANetf Digital Infrastructure and Connectivity UCITS ETF) are both Technology Equities funds from HANetf tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past year, METP.L returned -3.64% vs 15.64% for PIGI.L. At a 0.43 correlation, their price movements are largely independent. METP.L charges 0.65%/yr vs 0.69%/yr for PIGI.L.
Performance
METP.L vs. PIGI.L - Performance Comparison
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Returns By Period
In the year-to-date period, METP.L achieves a -8.08% return, which is significantly lower than PIGI.L's 6.14% return.
METP.L
- 1D
- -5.28%
- 1M
- 4.65%
- YTD
- -8.08%
- 6M
- -14.44%
- 1Y
- -3.64%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PIGI.L
- 1D
- -0.07%
- 1M
- 2.12%
- YTD
- 6.14%
- 6M
- 6.47%
- 1Y
- 15.64%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
METP.L vs. PIGI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
METP.L HANetf ETC Group Global Metaverse UCITS ETF | -8.08% | 21.88% |
PIGI.L HANetf Digital Infrastructure and Connectivity UCITS ETF | 6.14% | 12.66% |
Correlation
The correlation between METP.L and PIGI.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2025 | 0.43 |
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Return for Risk
METP.L vs. PIGI.L — Risk / Return Rank
METP.L
PIGI.L
METP.L vs. PIGI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HANetf ETC Group Global Metaverse UCITS ETF (METP.L) and HANetf Digital Infrastructure and Connectivity UCITS ETF (PIGI.L). 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.
| METP.L | PIGI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -2.32 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.38 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 2.59 | -2.66 |
| Martin ratioReturn relative to average drawdown | -0.12 | 8.80 | -8.91 |
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
| METP.L | PIGI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | 1.91 | -1.98 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 2.09 | -1.88 |
Drawdowns
METP.L vs. PIGI.L - Drawdown Comparison
The maximum METP.L drawdown since its inception was -53.17%, which is greater than PIGI.L's maximum drawdown of -6.15%. Use the drawdown chart below to compare losses from any high point for METP.L and PIGI.L.
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Drawdown Indicators
| METP.L | PIGI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.17% | -6.15% | -47.02% |
Max Drawdown (1Y)Largest decline over 1 year | -53.17% | -6.15% | -47.02% |
Current DrawdownCurrent decline from peak | -42.94% | -0.33% | -42.61% |
Average DrawdownAverage peak-to-trough decline | -23.16% | -1.17% | -21.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.91% | 1.81% | +30.10% |
Volatility
METP.L vs. PIGI.L - Volatility Comparison
HANetf ETC Group Global Metaverse UCITS ETF (METP.L) has a higher volatility of 10.24% compared to HANetf Digital Infrastructure and Connectivity UCITS ETF (PIGI.L) at 1.33%. This indicates that METP.L's price experiences larger fluctuations and is considered to be riskier than PIGI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| METP.L | PIGI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.24% | 1.33% | +8.91% |
Volatility (6M)Calculated over the trailing 6-month period | 20.43% | 6.15% | +14.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.25% | 8.36% | +43.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.09% | 8.46% | +42.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.09% | 8.46% | +42.63% |
METP.L vs. PIGI.L - Expense Ratio Comparison
METP.L has a 0.65% expense ratio, which is lower than PIGI.L's 0.69% expense ratio.
Dividends
METP.L vs. PIGI.L - Dividend Comparison
Neither METP.L nor PIGI.L has paid dividends to shareholders.
Frequently Asked Questions
METP.L and PIGI.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, METP.L is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.
METP.L is cheaper with a 0.65% expense ratio, compared with 0.69% for PIGI.L.
Both ETFs track MSCI World/Information Tech NR USD. Their fees differ too: 0.65% for METP.L and 0.69% for PIGI.L.
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