PortfoliosLab logoPortfoliosLab logo
SPFT.DE vs. KROP.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPFT.DE vs. KROP.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 Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROP.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)202520242023
SPFT.DE
SPDR MSCI World Technology UCITS ETF
-7.11%9.48%41.35%3.97%
KROP.DE
Global X AgTech and Food Innovation UCITS ETF USD Accumulating
15.59%-4.87%-2.79%3.28%

Returns By Period

In the year-to-date period, SPFT.DE achieves a -7.11% return, which is significantly lower than KROP.DE's 15.59% return.


SPFT.DE

1D
3.26%
1M
-2.25%
YTD
-7.11%
6M
-5.39%
1Y
20.07%
3Y*
5Y*
10Y*

KROP.DE

1D
0.29%
1M
-4.13%
YTD
15.59%
6M
14.12%
1Y
7.93%
3Y*
-7.61%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

SPFT.DE has a 0.30% expense ratio, which is lower than KROP.DE's 0.50% expense ratio.


Return for Risk

SPFT.DE vs. KROP.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: 3838
Overall Rank
SPFT.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SPFT.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
SPFT.DE Omega Ratio Rank: 3737
Omega Ratio Rank
SPFT.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
SPFT.DE Martin Ratio Rank: 3232
Martin Ratio Rank

KROP.DE
KROP.DE Risk / Return Rank: 2323
Overall Rank
KROP.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
KROP.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
KROP.DE Omega Ratio Rank: 2222
Omega Ratio Rank
KROP.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
KROP.DE Martin Ratio Rank: 2020
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. KROP.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 AgTech and Food Innovation UCITS ETF USD Accumulating (KROP.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.DEKROP.DEDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.44

+0.36

Sortino ratio

Return per unit of downside risk

1.24

0.72

+0.51

Omega ratio

Gain probability vs. loss probability

1.16

1.10

+0.07

Calmar ratio

Return relative to maximum drawdown

1.25

0.80

+0.45

Martin ratio

Return relative to average drawdown

3.41

1.62

+1.79

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

The current SPFT.DE Sharpe Ratio is 0.81, which is higher than the KROP.DE Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of SPFT.DE and KROP.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SPFT.DEKROP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.44

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

-0.50

+1.31

Correlation

The correlation between SPFT.DE and KROP.DE is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SPFT.DE vs. KROP.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SPFT.DE vs. KROP.DE - Drawdown Comparison

The maximum SPFT.DE drawdown since its inception was -29.42%, smaller than the maximum KROP.DE drawdown of -52.74%. Use the drawdown chart below to compare losses from any high point for SPFT.DE and KROP.DE.


Loading graphics...

Drawdown Indicators


SPFT.DEKROP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.42%

-52.74%

+23.32%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-11.51%

-4.08%

Current Drawdown

Current decline from peak

-12.77%

-41.86%

+29.09%

Average Drawdown

Average peak-to-trough decline

-5.55%

-36.24%

+30.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.73%

5.47%

+0.26%

Volatility

SPFT.DE vs. KROP.DE - Volatility Comparison

SPDR MSCI World Technology UCITS ETF (SPFT.DE) and Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROP.DE) have volatilities of 5.75% and 5.80%, 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.


Loading graphics...

Volatility by Period


SPFT.DEKROP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

5.80%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

15.21%

11.68%

+3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

24.84%

17.83%

+7.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.87%

19.73%

+3.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.87%

19.73%

+3.14%