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PSWD vs. ESTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSWD vs. ESTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Cybersecurity Select Equity ETF (PSWD) and Elastic N.V. (ESTC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PSWD achieves a 13.54% return, which is significantly higher than ESTC's -21.82% return.


PSWD

1D
0.42%
1M
-1.35%
YTD
13.54%
6M
11.67%
1Y
5.85%
3Y*
5Y*
10Y*

ESTC

1D
0.43%
1M
7.61%
YTD
-21.82%
6M
-23.39%
1Y
-28.18%
3Y*
-1.81%
5Y*
-16.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSWD vs. ESTC - Yearly Performance Comparison


2026 (YTD)202520242023
PSWD
Xtrackers Cybersecurity Select Equity ETF
13.54%1.69%9.46%18.58%
ESTC
Elastic N.V.
-21.82%-23.86%-12.09%59.25%

Correlation

The correlation between PSWD and ESTC is 0.62, 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

0.62

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2023

0.60

The correlation between PSWD and ESTC has been stable across timeframes, ranging from 0.60 to 0.62 - a consistent structural relationship.

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Return for Risk

PSWD vs. ESTC — Risk / Return Rank

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

PSWD
PSWD Risk / Return Rank: 1212
Overall Rank
PSWD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
PSWD Sortino Ratio Rank: 1212
Sortino Ratio Rank
PSWD Omega Ratio Rank: 1212
Omega Ratio Rank
PSWD Calmar Ratio Rank: 1111
Calmar Ratio Rank
PSWD Martin Ratio Rank: 1111
Martin Ratio Rank

ESTC
ESTC Risk / Return Rank: 2121
Overall Rank
ESTC Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
ESTC Sortino Ratio Rank: 2020
Sortino Ratio Rank
ESTC Omega Ratio Rank: 2020
Omega Ratio Rank
ESTC Calmar Ratio Rank: 2424
Calmar Ratio Rank
ESTC Martin Ratio Rank: 2222
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.

PSWD vs. ESTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Cybersecurity Select Equity ETF (PSWD) and Elastic N.V. (ESTC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PSWDESTCDifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+1.01

Omega ratioGain probability vs. loss probability

1.06

0.93

+0.13

Calmar ratioReturn relative to maximum drawdown

0.25

-0.52

+0.77

Martin ratioReturn relative to average drawdown

0.55

-0.98

+1.53

PSWD vs. ESTC - Sharpe Ratio Comparison

The current PSWD Sharpe Ratio is 0.23, which is higher than the ESTC Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of PSWD and ESTC, 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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Drawdowns

PSWD vs. ESTC - Drawdown Comparison

The maximum PSWD drawdown since its inception was -23.70%, smaller than the maximum ESTC drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for PSWD and ESTC.


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Drawdown Indicators


PSWDESTCDifference

Max Drawdown

Largest peak-to-trough decline

-23.70%

-76.82%

+53.12%

Max Drawdown (1Y)

Largest decline over 1 year

-23.70%

-54.17%

+30.47%

Max Drawdown (3Y)

Largest decline over 3 years

-67.64%

Max Drawdown (5Y)

Largest decline over 5 years

-76.82%

Current Drawdown

Current decline from peak

-10.37%

-68.42%

+58.05%

Average Drawdown

Average peak-to-trough decline

-6.50%

-40.08%

+33.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.58%

28.82%

-18.24%

Volatility

PSWD vs. ESTC - Volatility Comparison

The current volatility for Xtrackers Cybersecurity Select Equity ETF (PSWD) is 11.56%, while Elastic N.V. (ESTC) has a volatility of 17.68%. This indicates that PSWD experiences smaller price fluctuations and is considered to be less risky than ESTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSWDESTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.56%

17.68%

-6.12%

Volatility (6M)

Calculated over the trailing 6-month period

21.40%

40.74%

-19.34%

Volatility (1Y)

Calculated over the trailing 1-year period

25.79%

50.60%

-24.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.68%

58.95%

-35.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.68%

57.81%

-34.13%

Dividends

PSWD vs. ESTC - Dividend Comparison

PSWD's dividend yield for the trailing twelve months is around 0.68%, while ESTC has not paid dividends to shareholders.


PositionTTM202520242023
ESTC
Elastic N.V.
0.00%0.00%0.00%0.00%
PSWD
Xtrackers Cybersecurity Select Equity ETF
0.68%0.88%1.49%0.55%

Frequently Asked Questions


PSWD and ESTC have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ESTC has higher volatility (17.68%) compared to PSWD (11.56%). In terms of maximum drawdown, PSWD dropped -23.70% vs ESTC's -76.82%.

PSWD currently has the higher Sharpe Ratio (0.23 vs -0.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PSWD and ESTC

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

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