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SXLK.AS vs. V3AA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SXLK.AS vs. V3AA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P U.S. Technology Select Sector UCITS ETF (SXLK.AS) and Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.DE). The values are adjusted to include any dividend payments, if applicable.

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SXLK.AS vs. V3AA.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SXLK.AS
SPDR S&P U.S. Technology Select Sector UCITS ETF
-7.24%10.14%31.30%51.14%-25.03%41.04%
V3AA.DE
Vanguard ESG Global All Cap UCITS ETF (USD) Acc
-2.48%7.60%24.41%20.63%-18.04%20.19%

Returns By Period

In the year-to-date period, SXLK.AS achieves a -7.24% return, which is significantly lower than V3AA.DE's -2.48% return.


SXLK.AS

1D
3.03%
1M
-2.02%
YTD
-7.24%
6M
-5.65%
1Y
21.34%
3Y*
19.20%
5Y*
15.39%
10Y*

V3AA.DE

1D
2.60%
1M
-3.77%
YTD
-2.48%
6M
0.88%
1Y
12.00%
3Y*
14.17%
5Y*
8.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SXLK.AS vs. V3AA.DE - Expense Ratio Comparison

SXLK.AS has a 0.15% expense ratio, which is lower than V3AA.DE's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

SXLK.AS vs. V3AA.DE — Risk / Return Rank

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

SXLK.AS
SXLK.AS Risk / Return Rank: 5555
Overall Rank
SXLK.AS Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SXLK.AS Sortino Ratio Rank: 4646
Sortino Ratio Rank
SXLK.AS Omega Ratio Rank: 4242
Omega Ratio Rank
SXLK.AS Calmar Ratio Rank: 8080
Calmar Ratio Rank
SXLK.AS Martin Ratio Rank: 6262
Martin Ratio Rank

V3AA.DE
V3AA.DE Risk / Return Rank: 4242
Overall Rank
V3AA.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
V3AA.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
V3AA.DE Omega Ratio Rank: 3636
Omega Ratio Rank
V3AA.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
V3AA.DE Martin Ratio Rank: 5353
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.

SXLK.AS vs. V3AA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P U.S. Technology Select Sector UCITS ETF (SXLK.AS) and Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.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.


SXLK.ASV3AA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.73

+0.13

Sortino ratio

Return per unit of downside risk

1.30

1.07

+0.23

Omega ratio

Gain probability vs. loss probability

1.17

1.16

+0.02

Calmar ratio

Return relative to maximum drawdown

2.35

1.35

+1.00

Martin ratio

Return relative to average drawdown

6.47

5.36

+1.12

SXLK.AS vs. V3AA.DE - Sharpe Ratio Comparison

The current SXLK.AS Sharpe Ratio is 0.86, which is comparable to the V3AA.DE Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of SXLK.AS and V3AA.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.


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Sharpe Ratios by Period


SXLK.ASV3AA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.73

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.58

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.63

+0.18

Correlation

The correlation between SXLK.AS and V3AA.DE is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SXLK.AS vs. V3AA.DE - Dividend Comparison

Neither SXLK.AS nor V3AA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SXLK.AS vs. V3AA.DE - Drawdown Comparison

The maximum SXLK.AS drawdown since its inception was -31.37%, which is greater than V3AA.DE's maximum drawdown of -22.30%. Use the drawdown chart below to compare losses from any high point for SXLK.AS and V3AA.DE.


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Drawdown Indicators


SXLK.ASV3AA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.37%

-22.30%

-9.07%

Max Drawdown (1Y)

Largest decline over 1 year

-15.83%

-13.13%

-2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-30.08%

-22.30%

-7.78%

Current Drawdown

Current decline from peak

-12.97%

-5.19%

-7.78%

Average Drawdown

Average peak-to-trough decline

-6.63%

-6.08%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

2.27%

+3.48%

Volatility

SXLK.AS vs. V3AA.DE - Volatility Comparison

SPDR S&P U.S. Technology Select Sector UCITS ETF (SXLK.AS) has a higher volatility of 5.44% compared to Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.DE) at 5.08%. This indicates that SXLK.AS's price experiences larger fluctuations and is considered to be riskier than V3AA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXLK.ASV3AA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

5.08%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

15.08%

9.22%

+5.86%

Volatility (1Y)

Calculated over the trailing 1-year period

24.72%

16.46%

+8.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.17%

14.35%

+7.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.96%

14.34%

+8.62%