PSWD vs. HACK

Last updated Jun 24, 2026

PSWD (Xtrackers Cybersecurity Select Equity ETF) and HACK (Amplify Cybersecurity ETF) are both Technology Equities funds - PSWD tracks the Solactive Cyber Security ESG Screened Index while HACK tracks the Nasdaq ISE Cyber Security Select Index. Both are passively managed. Over the past year, PSWD returned 5.85% vs 14.12% for HACK. Their correlation of 0.89 suggests significant overlap in exposure. PSWD charges 0.20%/yr vs 0.60%/yr for HACK.

Performance

PSWD vs. HACK - Performance Comparison

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

Returns By Period

In the year-to-date period, PSWD achieves a 13.54% return, which is significantly lower than HACK's 19.40% return.

PSWD

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

HACK

• 1D: 1.24%
• 1M: 1.17%
• YTD: 19.40%
• 6M: 17.34%
• 1Y: 14.12%
• 3Y*: 25.16%
• 5Y*: 9.42%
• 10Y*: 15.64%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PSWD vs. HACK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
PSWD Xtrackers Cybersecurity Select Equity ETF	13.54%	1.69%	9.46%	18.58%
HACK Amplify Cybersecurity ETF	19.40%	7.97%	23.49%	20.99%

Correlation

The correlation between PSWD and HACK is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (All Time) Calculated using the full available price history since Jul 13, 2023	0.89

The correlation between PSWD and HACK has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

PSWD vs. HACK - Sectors Allocation Comparison

Sectors	PSWD	HACK
Technology	97.8%	92.7%
Industrials	1.2%	7.2%
Real Estate	0.5%	-
Communication Services	0.1%	-
Financial Services	0.1%	0.1%
Consumer Cyclical	0.1%	-
Healthcare	0.1%	-
Consumer Defensive	0.0%	-
Energy	0.0%	-
Basic Materials	0.0%	-
Utilities	0.0%	-

Return for Risk

PSWD vs. HACK — Risk / Return Rank

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

PSWD

PSWD Risk / Return Rank: 12
PSWD Sharpe Ratio Rank: 12
PSWD Sortino Ratio Rank: 12
PSWD Omega Ratio Rank: 12
PSWD Calmar Ratio Rank: 11
PSWD Martin Ratio Rank: 11

HACK

HACK Risk / Return Rank: 17
HACK Sharpe Ratio Rank: 17
HACK Sortino Ratio Rank: 17
HACK Omega Ratio Rank: 17
HACK Calmar Ratio Rank: 17
HACK Martin Ratio Rank: 16

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. HACK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Cybersecurity Select Equity ETF (PSWD) and Amplify Cybersecurity ETF (HACK). 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.

	PSWD	HACK	Difference
Sharpe ratio: Return per unit of total volatility	0.23	0.55	-0.32
Sortino ratio: Return per unit of downside risk	0.48	0.90	-0.42
Omega ratio: Gain probability vs. loss probability	1.06	1.11	-0.05
Calmar ratio: Return relative to maximum drawdown	0.25	0.69	-0.44
Martin ratio: Return relative to average drawdown	0.55	1.61	-1.05

PSWD vs. HACK - Sharpe Ratio Comparison

The current PSWD Sharpe Ratio is 0.23, which is lower than the HACK Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of PSWD and HACK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PSWD vs. HACK - Drawdown Comparison

The maximum PSWD drawdown since its inception was -23.70%, smaller than the maximum HACK drawdown of -42.68%. Use the drawdown chart below to compare losses from any high point for PSWD and HACK.

Drawdown Indicators

	PSWD	HACK	Difference
Max Drawdown Largest peak-to-trough decline	-23.70%	-42.68%	+18.98%
Max Drawdown (1Y) Largest decline over 1 year	-23.70%	-20.67%	-3.03%
Max Drawdown (3Y) Largest decline over 3 years	—	-21.90%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-38.68%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-38.68%	—
Current Drawdown Current decline from peak	-10.37%	-8.93%	-1.44%
Average Drawdown Average peak-to-trough decline	-6.50%	-11.62%	+5.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.58%	8.80%	+1.78%

Volatility

PSWD vs. HACK - Volatility Comparison

Xtrackers Cybersecurity Select Equity ETF (PSWD) and Amplify Cybersecurity ETF (HACK) have volatilities of 11.56% and 11.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSWD	HACK	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.56%	11.83%	-0.27%
Volatility (6M) Calculated over the trailing 6-month period	21.40%	21.94%	-0.54%
Volatility (1Y) Calculated over the trailing 1-year period	25.79%	26.06%	-0.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.68%	24.30%	-0.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.68%	23.25%	+0.43%

PSWD vs. HACK - Expense Ratio Comparison

PSWD has a 0.20% expense ratio, which is lower than HACK's 0.60% expense ratio.

Dividends

PSWD vs. HACK - Dividend Comparison

PSWD's dividend yield for the trailing twelve months is around 0.68%, more than HACK's 0.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
HACK Amplify Cybersecurity ETF	0.06%	0.07%	0.14%	0.20%	0.24%	0.26%	1.11%	0.14%	0.09%	0.01%	1.23%
PSWD Xtrackers Cybersecurity Select Equity ETF	0.68%	0.88%	1.49%	0.55%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PSWD and HACK in my portfolio?

With a correlation of 0.91, PSWD and HACK move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, PSWD or HACK?

HACK has higher volatility (11.83%) compared to PSWD (11.56%). In terms of maximum drawdown, PSWD dropped -23.70% vs HACK's -42.68%.

Which ETF is better, PSWD or HACK?

On 1-year performance, HACK leads with 14.12% vs 5.85% for PSWD. On fees, PSWD is cheaper at 0.20% per year. On volatility, PSWD has been the lower-risk option at 11.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSWD or HACK?

Over the 1-year period, HACK has performed better with a 14.12% return vs 5.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSWD or HACK?

PSWD is cheaper with a 0.20% expense ratio, compared with 0.60% for HACK.

Which ETF pays a higher dividend yield, PSWD or HACK?

PSWD has the higher dividend yield at 0.68%, compared with 0.06% for HACK.

What is the main difference between PSWD and HACK?

PSWD tracks Solactive Cyber Security ESG Screened Index, while HACK tracks Nasdaq ISE Cyber Security Select Index. They also come from different issuers: Xtrackers and Amplify. Their fees differ too: 0.20% for PSWD and 0.60% for HACK.

Which has better risk-adjusted returns?

HACK currently has the higher Sharpe Ratio (0.55 vs 0.23), 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.