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SXLK.AS vs. WITS.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXLK.AS vs. WITS.AS - 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 iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SXLK.AS is traded in EUR, while WITS.AS is traded in USD. To make them comparable, the WITS.AS values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with SXLK.AS having a 24.56% return and WITS.AS slightly higher at 25.11%.


SXLK.AS

1D
-2.32%
1M
13.89%
YTD
24.56%
6M
23.20%
1Y
49.59%
3Y*
26.35%
5Y*
22.39%
10Y*

WITS.AS

1D
-1.66%
1M
15.19%
YTD
25.11%
6M
23.41%
1Y
45.46%
3Y*
28.16%
5Y*
21.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXLK.AS vs. WITS.AS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SXLK.AS
SPDR S&P U.S. Technology Select Sector UCITS ETF
24.56%10.14%31.30%51.14%-25.03%46.32%31.72%11.34%
WITS.AS
iShares MSCI World Information Technology Sector ESG UCITS ETF
25.11%7.87%36.46%55.38%-29.14%39.85%32.58%11.53%

Correlation

The correlation between SXLK.AS and WITS.AS is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2019

0.94

The correlation between SXLK.AS and WITS.AS has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

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Return for Risk

SXLK.AS vs. WITS.AS — 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: 6565
Overall Rank
SXLK.AS Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SXLK.AS Sortino Ratio Rank: 7070
Sortino Ratio Rank
SXLK.AS Omega Ratio Rank: 6767
Omega Ratio Rank
SXLK.AS Calmar Ratio Rank: 6363
Calmar Ratio Rank
SXLK.AS Martin Ratio Rank: 5050
Martin Ratio Rank

WITS.AS
WITS.AS Risk / Return Rank: 6666
Overall Rank
WITS.AS Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
WITS.AS Sortino Ratio Rank: 7272
Sortino Ratio Rank
WITS.AS Omega Ratio Rank: 6767
Omega Ratio Rank
WITS.AS Calmar Ratio Rank: 6060
Calmar Ratio Rank
WITS.AS Martin Ratio Rank: 5454
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. WITS.AS - 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 iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS). 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.ASWITS.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.40

1.38

+0.02

Calmar ratioReturn relative to maximum drawdown

3.09

2.95

+0.14

Martin ratioReturn relative to average drawdown

8.23

7.83

+0.40

SXLK.AS vs. WITS.AS - Sharpe Ratio Comparison

The current SXLK.AS Sharpe Ratio is 2.44, which is comparable to the WITS.AS Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of SXLK.AS and WITS.AS, 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


SXLK.ASWITS.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

2.21

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.91

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

1.00

-0.01

Drawdowns

SXLK.AS vs. WITS.AS - Drawdown Comparison

The maximum SXLK.AS drawdown since its inception was -31.37%, roughly equal to the maximum WITS.AS drawdown of -31.15%. Use the drawdown chart below to compare losses from any high point for SXLK.AS and WITS.AS.


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Drawdown Indicators


SXLK.ASWITS.ASDifference

Max Drawdown

Largest peak-to-trough decline

-31.37%

-31.15%

-0.22%

Max Drawdown (1Y)

Largest decline over 1 year

-15.83%

-15.21%

-0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-30.08%

-28.65%

-1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-30.08%

-30.51%

+0.43%

Current Drawdown

Current decline from peak

-2.96%

-1.98%

-0.98%

Average Drawdown

Average peak-to-trough decline

-6.54%

-7.79%

+1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.97%

5.76%

+0.21%

Volatility

SXLK.AS vs. WITS.AS - Volatility Comparison

SPDR S&P U.S. Technology Select Sector UCITS ETF (SXLK.AS) and iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) have volatilities of 7.18% and 7.10%, 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.


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Volatility by Period


SXLK.ASWITS.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.18%

7.10%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

14.71%

15.44%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

20.07%

20.25%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.37%

23.32%

-0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.98%

24.25%

-1.27%

SXLK.AS vs. WITS.AS - Expense Ratio Comparison

SXLK.AS has a 0.15% expense ratio, which is lower than WITS.AS's 0.25% 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%.


Dividends

SXLK.AS vs. WITS.AS - Dividend Comparison

SXLK.AS has not paid dividends to shareholders, while WITS.AS's dividend yield for the trailing twelve months is around 0.25%.


PositionTTM2025202420232022202120202019
SXLK.AS
SPDR S&P U.S. Technology Select Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WITS.AS
iShares MSCI World Information Technology Sector ESG UCITS ETF
0.25%0.31%0.38%0.46%0.81%0.41%0.73%0.12%

Frequently Asked Questions


With a correlation of 0.95, SXLK.AS and WITS.AS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SXLK.AS is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXLK.AS is cheaper with a 0.15% expense ratio, compared with 0.25% for WITS.AS.

Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for SXLK.AS and 0.25% for WITS.AS.

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