SPFT.DE vs. DR7E.DE
Compare and contrast key facts about SPDR MSCI World Technology UCITS ETF (SPFT.DE) and Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE).
SPFT.DE and DR7E.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPFT.DE is a passively managed fund by State Street that tracks the performance of the MSCI World Information Technology 35/20 Capped Index. It was launched on Apr 29, 2016. DR7E.DE is a passively managed fund by Global X that tracks the performance of the Solactive Autonomous & Electric Vehicles. It was launched on Nov 16, 2021. Both SPFT.DE and DR7E.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SPFT.DE vs. DR7E.DE - Performance Comparison
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SPFT.DE vs. DR7E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SPFT.DE SPDR MSCI World Technology UCITS ETF | -7.11% | 9.48% | 41.35% | 3.97% |
DR7E.DE Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating | 5.36% | 15.37% | 0.76% | 6.71% |
Returns By Period
In the year-to-date period, SPFT.DE achieves a -7.11% return, which is significantly lower than DR7E.DE's 5.36% return.
SPFT.DE
- 1D
- 3.26%
- 1M
- -2.25%
- YTD
- -7.11%
- 6M
- -5.39%
- 1Y
- 20.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DR7E.DE
- 1D
- 3.78%
- 1M
- -2.99%
- YTD
- 5.36%
- 6M
- 11.19%
- 1Y
- 38.01%
- 3Y*
- 8.70%
- 5Y*
- —
- 10Y*
- —
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SPFT.DE vs. DR7E.DE - Expense Ratio Comparison
SPFT.DE has a 0.30% expense ratio, which is lower than DR7E.DE's 0.50% expense ratio.
Return for Risk
SPFT.DE vs. DR7E.DE — Risk / Return Rank
SPFT.DE
DR7E.DE
SPFT.DE vs. DR7E.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Technology UCITS ETF (SPFT.DE) and Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE). 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.
| SPFT.DE | DR7E.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.47 | -0.66 |
Sortino ratioReturn per unit of downside risk | 1.24 | 2.07 | -0.83 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.27 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 3.56 | -2.30 |
Martin ratioReturn relative to average drawdown | 3.41 | 10.61 | -7.20 |
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
| SPFT.DE | DR7E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.47 | -0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.02 | +0.78 |
Correlation
The correlation between SPFT.DE and DR7E.DE is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SPFT.DE vs. DR7E.DE - Dividend Comparison
Neither SPFT.DE nor DR7E.DE has paid dividends to shareholders.
Drawdowns
SPFT.DE vs. DR7E.DE - Drawdown Comparison
The maximum SPFT.DE drawdown since its inception was -29.42%, smaller than the maximum DR7E.DE drawdown of -40.66%. Use the drawdown chart below to compare losses from any high point for SPFT.DE and DR7E.DE.
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Drawdown Indicators
| SPFT.DE | DR7E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.42% | -40.66% | +11.24% |
Max Drawdown (1Y)Largest decline over 1 year | -15.59% | -17.27% | +1.68% |
Current DrawdownCurrent decline from peak | -12.77% | -5.95% | -6.82% |
Average DrawdownAverage peak-to-trough decline | -5.55% | -18.99% | +13.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.73% | 3.67% | +2.06% |
Volatility
SPFT.DE vs. DR7E.DE - Volatility Comparison
The current volatility for SPDR MSCI World Technology UCITS ETF (SPFT.DE) is 5.75%, while Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE) has a volatility of 7.27%. This indicates that SPFT.DE experiences smaller price fluctuations and is considered to be less risky than DR7E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPFT.DE | DR7E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 7.27% | -1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 15.21% | 16.50% | -1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.84% | 25.85% | -1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.87% | 24.78% | -1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.87% | 24.78% | -1.91% |