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SPYK.DE vs. IS4S.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYK.DE vs. IS4S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Technology UCITS ETF (SPYK.DE) and iShares Digital Security UCITS ETF USD (Dist) (IS4S.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, 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYK.DE vs. IS4S.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

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

SPYK.DE
SPYK.DE Risk / Return Rank: 7171
Overall Rank
SPYK.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SPYK.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
SPYK.DE Omega Ratio Rank: 6363
Omega Ratio Rank
SPYK.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
SPYK.DE Martin Ratio Rank: 6767
Martin Ratio Rank

IS4S.DE
IS4S.DE Risk / Return Rank: 3333
Overall Rank
IS4S.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IS4S.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
IS4S.DE Omega Ratio Rank: 3131
Omega Ratio Rank
IS4S.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
IS4S.DE Martin Ratio Rank: 3232
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.

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.DEIS4S.DEDifference
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

SPYK.DE vs. IS4S.DE - Sharpe Ratio Comparison

The current SPYK.DE Sharpe Ratio is 2.30, which is higher than the IS4S.DE Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of SPYK.DE and IS4S.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


SPYK.DEIS4S.DEDifference

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.DEIS4S.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.09%

-3.05%

+2.96%

Average Drawdown

Average peak-to-trough decline

-8.36%

-8.82%

+0.46%

Ulcer Index

Depth 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.DEIS4S.DEDifference

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%.


PositionTTM2025202420232022202120202019
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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