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SPFT.DE vs. IEVD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPFT.DE vs. IEVD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI World Technology UCITS ETF (SPFT.DE) and iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPFT.DE achieves a 25.08% return, which is significantly lower than IEVD.DE's 58.66% return.


SPFT.DE

1D
-2.01%
1M
14.79%
YTD
25.08%
6M
23.96%
1Y
48.68%
3Y*
5Y*
10Y*

IEVD.DE

1D
-1.86%
1M
20.81%
YTD
58.66%
6M
58.40%
1Y
88.90%
3Y*
23.68%
5Y*
13.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPFT.DE vs. IEVD.DE - Yearly Performance Comparison


2026 (YTD)202520242023
SPFT.DE
SPDR MSCI World Technology UCITS ETF
25.08%9.48%41.35%3.97%
IEVD.DE
iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc)
58.66%10.81%5.27%7.98%

Correlation

The correlation between SPFT.DE and IEVD.DE is 0.69, 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

0.69

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2023

0.67

The correlation between SPFT.DE and IEVD.DE has been stable across timeframes, ranging from 0.67 to 0.69 - a consistent structural relationship.

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Return for Risk

SPFT.DE vs. IEVD.DE — Risk / Return Rank

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

SPFT.DE
SPFT.DE Risk / Return Rank: 6464
Overall Rank
SPFT.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SPFT.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
SPFT.DE Omega Ratio Rank: 6464
Omega Ratio Rank
SPFT.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
SPFT.DE Martin Ratio Rank: 5050
Martin Ratio Rank

IEVD.DE
IEVD.DE Risk / Return Rank: 7878
Overall Rank
IEVD.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IEVD.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
IEVD.DE Omega Ratio Rank: 8787
Omega Ratio Rank
IEVD.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
IEVD.DE Martin Ratio Rank: 5656
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.

SPFT.DE vs. IEVD.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 iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.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.DEIEVD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.38

1.53

-0.14

Calmar ratioReturn relative to maximum drawdown

3.11

4.17

-1.07

Martin ratioReturn relative to average drawdown

8.21

9.74

-1.54

SPFT.DE vs. IEVD.DE - Sharpe Ratio Comparison

The current SPFT.DE Sharpe Ratio is 2.37, which is comparable to the IEVD.DE Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of SPFT.DE and IEVD.DE, 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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Sharpe Ratios by Period


SPFT.DEIEVD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

2.71

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

1.38

0.61

+0.78

Drawdowns

SPFT.DE vs. IEVD.DE - Drawdown Comparison

The maximum SPFT.DE drawdown since its inception was -29.42%, smaller than the maximum IEVD.DE drawdown of -42.37%. Use the drawdown chart below to compare losses from any high point for SPFT.DE and IEVD.DE.


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Drawdown Indicators


SPFT.DEIEVD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.42%

-42.37%

+12.95%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-21.18%

+5.59%

Max Drawdown (3Y)

Largest decline over 3 years

-30.23%

Max Drawdown (5Y)

Largest decline over 5 years

-30.39%

Current Drawdown

Current decline from peak

-2.56%

-1.86%

-0.70%

Average Drawdown

Average peak-to-trough decline

-5.35%

-10.27%

+4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.91%

9.09%

-3.18%

Volatility

SPFT.DE vs. IEVD.DE - Volatility Comparison

The current volatility for SPDR MSCI World Technology UCITS ETF (SPFT.DE) is 7.08%, while iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.DE) has a volatility of 11.17%. This indicates that SPFT.DE experiences smaller price fluctuations and is considered to be less risky than IEVD.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.DEIEVD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

11.17%

-4.09%

Volatility (6M)

Calculated over the trailing 6-month period

14.94%

19.50%

-4.56%

Volatility (1Y)

Calculated over the trailing 1-year period

20.42%

32.58%

-12.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.91%

24.27%

-1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.91%

25.27%

-2.36%

SPFT.DE vs. IEVD.DE - Expense Ratio Comparison

SPFT.DE has a 0.30% expense ratio, which is lower than IEVD.DE's 0.40% expense ratio.


Dividends

SPFT.DE vs. IEVD.DE - Dividend Comparison

Neither SPFT.DE nor IEVD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPFT.DE and IEVD.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPFT.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPFT.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for IEVD.DE.

SPFT.DE tracks MSCI World Information Technology 35/20 Capped Index, while IEVD.DE tracks STOXX® Global Electric Vehicles & Driving Technology. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for SPFT.DE and 0.40% for IEVD.DE.

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