SNSR.L vs. SHLD.L
SNSR.L (Global X Internet of Things UCITS ETF USD (Acc)) and SHLD.L (iShares Digital Security UCITS ETF USD (Dist)) are both Technology Equities funds - SNSR.L tracks the Indxx Global Internet of Things Thematic v2 Index while SHLD.L tracks the STOXX Global Digital Security Open Net Index in USD. Both are passively managed. Over the past 3 years, SNSR.L returned 9.19%/yr vs 19.12%/yr for SHLD.L. A 0.79 correlation means they provide meaningful diversification when combined. SNSR.L charges 0.60%/yr vs 0.40%/yr for SHLD.L.
Performance
SNSR.L vs. SHLD.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SNSR.L achieves a 22.68% return, which is significantly higher than SHLD.L's 16.56% return.
SNSR.L
- 1D
- -1.50%
- 1M
- -9.84%
- 6M
- 19.61%
- YTD
- 22.68%
- 1Y
- 18.88%
- 3Y*
- 9.19%
- 5Y*
- —
- 10Y*
- —
SHLD.L
- 1D
- -0.54%
- 1M
- 3.39%
- 6M
- 16.67%
- YTD
- 16.56%
- 1Y
- 21.82%
- 3Y*
- 19.12%
- 5Y*
- 9.10%
- 10Y*
- —
SNSR.L vs. SHLD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SNSR.L Global X Internet of Things UCITS ETF USD (Acc) | 22.68% | 6.74% | -0.81% | 23.59% | -25.30% | -2.76% |
SHLD.L iShares Digital Security UCITS ETF USD (Dist) | 16.56% | 11.51% | 16.55% | 33.91% | -29.11% | -3.23% |
Correlation
The correlation between SNSR.L and SHLD.L is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2021 | 0.79 |
The correlation between SNSR.L and SHLD.L shifts across timeframes, from 0.66 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.
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
SNSR.L vs. SHLD.L — Risk / Return Rank
SNSR.L
SHLD.L
SNSR.L vs. SHLD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Internet of Things UCITS ETF USD (Acc) (SNSR.L) and iShares Digital Security UCITS ETF USD (Dist) (SHLD.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.
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.
| SNSR.L | SHLD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.18 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 1.91 | -0.63 |
| Martin ratioReturn relative to average drawdown | 3.37 | 4.12 | -0.75 |
Loading charts...
Drawdowns
SNSR.L vs. SHLD.L - Drawdown Comparison
The maximum SNSR.L drawdown since its inception was -38.29%, which is greater than SHLD.L's maximum drawdown of -36.07%. Use the drawdown chart below to compare losses from any high point for SNSR.L and SHLD.L.
Loading charts...
Drawdown Indicators
| SNSR.L | SHLD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.29% | -36.07% | -2.22% |
Max Drawdown (1Y)Largest decline over 1 year | -14.79% | -11.40% | -3.39% |
Max Drawdown (3Y)Largest decline over 3 years | -28.57% | -22.72% | -5.85% |
Max Drawdown (5Y)Largest decline over 5 years | — | -36.07% | — |
Current DrawdownCurrent decline from peak | -14.79% | -5.36% | -9.43% |
Average DrawdownAverage peak-to-trough decline | -14.27% | -9.27% | -5.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.58% | 5.28% | +0.30% |
Volatility
SNSR.L vs. SHLD.L - Volatility Comparison
Global X Internet of Things UCITS ETF USD (Acc) (SNSR.L) has a higher volatility of 9.11% compared to iShares Digital Security UCITS ETF USD (Dist) (SHLD.L) at 6.81%. This indicates that SNSR.L's price experiences larger fluctuations and is considered to be riskier than SHLD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SNSR.L | SHLD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.11% | 6.81% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 20.75% | 18.09% | +2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.89% | 21.64% | +3.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.57% | 21.39% | +3.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.57% | 21.22% | +3.35% |
SNSR.L vs. SHLD.L - Expense Ratio Comparison
SNSR.L has a 0.60% expense ratio, which is higher than SHLD.L's 0.40% expense ratio.
Dividends
SNSR.L vs. SHLD.L - Dividend Comparison
SNSR.L has not paid dividends to shareholders, while SHLD.L's dividend yield for the trailing twelve months is around 0.35%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
SHLD.L iShares Digital Security UCITS ETF USD (Dist) | 0.35% | 0.39% | 0.48% | 0.43% | 0.63% | 0.66% | 0.84% | 1.00% |
SNSR.L Global X Internet of Things UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SNSR.L and SHLD.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SHLD.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SHLD.L is cheaper with a 0.40% expense ratio, compared with 0.60% for SNSR.L.
SNSR.L tracks Indxx Global Internet of Things Thematic v2 Index, while SHLD.L tracks STOXX Global Digital Security Open Net Index in USD. They also come from different issuers: Global X and iShares. Their fees differ too: 0.60% for SNSR.L and 0.40% for SHLD.L.
Find the right allocation for SNSR.L and SHLD.L
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