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SNSG.L vs. LOCK.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNSG.L vs. LOCK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X Internet of Things UCITS ETF USD Accumulating (SNSG.L) and iShares Digital Security UCITS ETF USD Acc (LOCK.L). The values are adjusted to include any dividend payments, if applicable.

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SNSG.L vs. LOCK.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SNSG.L
Global X Internet of Things UCITS ETF USD Accumulating
2.67%-0.58%0.84%16.82%-16.52%-2.35%
LOCK.L
iShares Digital Security UCITS ETF USD Acc
-1.70%3.43%18.88%27.28%-20.67%-3.61%
Different Trading Currencies

SNSG.L is traded in GBP, while LOCK.L is traded in USD. To make them comparable, the LOCK.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SNSG.L achieves a 2.67% return, which is significantly higher than LOCK.L's -1.70% return.


SNSG.L

1D
2.88%
1M
-5.11%
YTD
2.67%
6M
-0.98%
1Y
12.25%
3Y*
2.55%
5Y*
10Y*

LOCK.L

1D
4.16%
1M
2.56%
YTD
-1.70%
6M
-3.16%
1Y
10.39%
3Y*
12.38%
5Y*
7.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SNSG.L vs. LOCK.L - Expense Ratio Comparison

SNSG.L has a 0.60% expense ratio, which is higher than LOCK.L's 0.40% expense ratio.


Return for Risk

SNSG.L vs. LOCK.L — Risk / Return Rank

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

SNSG.L
SNSG.L Risk / Return Rank: 2727
Overall Rank
SNSG.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SNSG.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
SNSG.L Omega Ratio Rank: 2525
Omega Ratio Rank
SNSG.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
SNSG.L Martin Ratio Rank: 2727
Martin Ratio Rank

LOCK.L
LOCK.L Risk / Return Rank: 3232
Overall Rank
LOCK.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
LOCK.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
LOCK.L Omega Ratio Rank: 2929
Omega Ratio Rank
LOCK.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
LOCK.L Martin Ratio Rank: 2929
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.

SNSG.L vs. LOCK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Internet of Things UCITS ETF USD Accumulating (SNSG.L) and iShares Digital Security UCITS ETF USD Acc (LOCK.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.


SNSG.LLOCK.LDifference

Sharpe ratio

Return per unit of total volatility

0.51

0.50

+0.01

Sortino ratio

Return per unit of downside risk

0.84

0.82

+0.03

Omega ratio

Gain probability vs. loss probability

1.11

1.11

0.00

Calmar ratio

Return relative to maximum drawdown

0.94

0.80

+0.14

Martin ratio

Return relative to average drawdown

2.48

1.88

+0.60

SNSG.L vs. LOCK.L - Sharpe Ratio Comparison

The current SNSG.L Sharpe Ratio is 0.51, which is comparable to the LOCK.L Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of SNSG.L and LOCK.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SNSG.LLOCK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.50

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.46

-0.48

Correlation

The correlation between SNSG.L and LOCK.L is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SNSG.L vs. LOCK.L - Dividend Comparison

Neither SNSG.L nor LOCK.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SNSG.L vs. LOCK.L - Drawdown Comparison

The maximum SNSG.L drawdown since its inception was -30.09%, which is greater than LOCK.L's maximum drawdown of -27.28%. Use the drawdown chart below to compare losses from any high point for SNSG.L and LOCK.L.


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Drawdown Indicators


SNSG.LLOCK.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.09%

-36.04%

+5.95%

Max Drawdown (1Y)

Largest decline over 1 year

-15.98%

-11.90%

-4.08%

Max Drawdown (5Y)

Largest decline over 5 years

-36.04%

Current Drawdown

Current decline from peak

-6.26%

-7.77%

+1.51%

Average Drawdown

Average peak-to-trough decline

-11.02%

-9.77%

-1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.82%

4.80%

+0.02%

Volatility

SNSG.L vs. LOCK.L - Volatility Comparison

The current volatility for Global X Internet of Things UCITS ETF USD Accumulating (SNSG.L) is 6.34%, while iShares Digital Security UCITS ETF USD Acc (LOCK.L) has a volatility of 7.21%. This indicates that SNSG.L experiences smaller price fluctuations and is considered to be less risky than LOCK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNSG.LLOCK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.34%

7.21%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

14.52%

14.99%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

23.75%

20.75%

+3.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.49%

19.66%

+1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.49%

20.12%

+1.37%