SPYK.DE vs. IS4S.DE
SPYK.DE (SPDR MSCI Europe Technology UCITS ETF) and IS4S.DE (iShares Digital Security UCITS ETF USD (Dist)) are both Technology Equities funds - SPYK.DE tracks the MSCI Europe Information Technology 20/35 Capped while IS4S.DE tracks the STOXX® Global Digital Security. Both are passively managed. Over the past 5 years, SPYK.DE returned 15.13%/yr vs 11.11%/yr for IS4S.DE. A 0.73 correlation means they provide meaningful diversification when combined. SPYK.DE charges 0.18%/yr vs 0.40%/yr for IS4S.DE.
Performance
SPYK.DE vs. IS4S.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYK.DE achieves a 50.09% return, which is significantly higher than IS4S.DE's 19.89% return.
SPYK.DE
- 1D
- 0.27%
- 1M
- 20.48%
- YTD
- 50.09%
- 6M
- 47.63%
- 1Y
- 59.88%
- 3Y*
- 24.74%
- 5Y*
- 15.13%
- 10Y*
- 16.39%
IS4S.DE
- 1D
- -2.36%
- 1M
- 10.61%
- YTD
- 19.89%
- 6M
- 21.01%
- 1Y
- 22.61%
- 3Y*
- 18.46%
- 5Y*
- 11.11%
- 10Y*
- —
SPYK.DE vs. IS4S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SPYK.DE SPDR MSCI Europe Technology UCITS ETF | 50.09% | 10.46% | 8.46% | 35.03% | -28.76% | 36.64% | 13.36% | 38.97% | -9.76% |
IS4S.DE iShares Digital Security UCITS ETF USD (Dist) | 19.89% | -0.10% | 22.79% | 29.73% | -25.07% | 27.43% | 15.19% | 32.59% | -7.78% |
Correlation
The correlation between SPYK.DE and IS4S.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2018 | 0.73 |
The correlation between SPYK.DE and IS4S.DE shifts across timeframes, from 0.59 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPYK.DE vs. IS4S.DE — Risk / Return Rank
SPYK.DE
IS4S.DE
SPYK.DE vs. IS4S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Technology UCITS ETF (SPYK.DE) and iShares Digital Security UCITS ETF USD (Dist) (IS4S.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.
| SPYK.DE | IS4S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.21 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.59 | 1.85 | +2.74 |
| Martin ratioReturn relative to average drawdown | 12.19 | 4.56 | +7.63 |
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
| SPYK.DE | IS4S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 1.11 | +1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.55 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.65 | -0.02 |
Drawdowns
SPYK.DE vs. IS4S.DE - Drawdown Comparison
The maximum SPYK.DE drawdown since its inception was -38.45%, which is greater than IS4S.DE's maximum drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for SPYK.DE and IS4S.DE.
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Drawdown Indicators
| SPYK.DE | IS4S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.45% | -32.25% | -6.20% |
Max Drawdown (1Y)Largest decline over 1 year | -12.99% | -12.18% | -0.81% |
Max Drawdown (3Y)Largest decline over 3 years | -27.02% | -27.06% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -38.45% | -28.04% | -10.41% |
Max Drawdown (10Y)Largest decline over 10 years | -38.45% | — | — |
Current DrawdownCurrent decline from peak | -0.09% | -3.05% | +2.96% |
Average DrawdownAverage peak-to-trough decline | -8.36% | -8.82% | +0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.90% | 4.95% | -0.05% |
Volatility
SPYK.DE vs. IS4S.DE - Volatility Comparison
SPDR MSCI Europe Technology UCITS ETF (SPYK.DE) has a higher volatility of 10.31% compared to iShares Digital Security UCITS ETF USD (Dist) (IS4S.DE) at 7.92%. This indicates that SPYK.DE's price experiences larger fluctuations and is considered to be riskier than IS4S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYK.DE | IS4S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.31% | 7.92% | +2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 20.95% | 15.87% | +5.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.88% | 20.32% | +5.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.86% | 19.85% | +6.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.18% | 20.17% | +4.01% |
SPYK.DE vs. IS4S.DE - Expense Ratio Comparison
SPYK.DE has a 0.18% expense ratio, which is lower than IS4S.DE's 0.40% expense ratio.
Dividends
SPYK.DE vs. IS4S.DE - Dividend Comparison
SPYK.DE has not paid dividends to shareholders, while IS4S.DE's dividend yield for the trailing twelve months is around 0.28%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
IS4S.DE iShares Digital Security UCITS ETF USD (Dist) | 0.28% | 0.34% | 0.44% | 0.40% | 0.91% | 1.00% | 1.03% | 0.88% |
SPYK.DE SPDR MSCI Europe Technology UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPYK.DE and IS4S.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYK.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYK.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for IS4S.DE.
SPYK.DE tracks MSCI Europe Information Technology 20/35 Capped, while IS4S.DE tracks STOXX® Global Digital Security. They also come from different issuers: State Street and iShares. Their fees differ too: 0.18% for SPYK.DE and 0.40% for IS4S.DE.
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