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T3KE.DE vs. AYEW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

T3KE.DE vs. AYEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf HAN-GINS Tech Megatrend Equal Weight UCITS ETF (T3KE.DE) and iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with T3KE.DE having a 24.54% return and AYEW.DE slightly higher at 24.61%.


T3KE.DE

1D
0.02%
1M
12.33%
YTD
24.54%
6M
20.14%
1Y
40.15%
3Y*
21.88%
5Y*
7.51%
10Y*

AYEW.DE

1D
-1.67%
1M
13.12%
YTD
24.61%
6M
22.76%
1Y
44.30%
3Y*
27.99%
5Y*
21.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

T3KE.DE vs. AYEW.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
T3KE.DE
HANetf HAN-GINS Tech Megatrend Equal Weight UCITS ETF
24.54%5.72%19.73%46.51%-42.00%16.96%44.19%10.15%
AYEW.DE
iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist)
24.61%9.65%33.73%55.77%-29.69%41.89%30.99%8.65%

Correlation

The correlation between T3KE.DE and AYEW.DE is 0.70, 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

0.70

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

0.67

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

0.74

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2019

0.69

The correlation between T3KE.DE and AYEW.DE has been stable across timeframes, ranging from 0.67 to 0.74 - a consistent structural relationship.

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Return for Risk

T3KE.DE vs. AYEW.DE — Risk / Return Rank

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

T3KE.DE
T3KE.DE Risk / Return Rank: 4545
Overall Rank
T3KE.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
T3KE.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
T3KE.DE Omega Ratio Rank: 4747
Omega Ratio Rank
T3KE.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
T3KE.DE Martin Ratio Rank: 3333
Martin Ratio Rank

AYEW.DE
AYEW.DE Risk / Return Rank: 6161
Overall Rank
AYEW.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AYEW.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
AYEW.DE Omega Ratio Rank: 6262
Omega Ratio Rank
AYEW.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
AYEW.DE Martin Ratio Rank: 4949
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.

T3KE.DE vs. AYEW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf HAN-GINS Tech Megatrend Equal Weight UCITS ETF (T3KE.DE) and iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.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.


T3KE.DEAYEW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.29

1.37

-0.08

Calmar ratioReturn relative to maximum drawdown

2.05

3.01

-0.96

Martin ratioReturn relative to average drawdown

4.86

8.00

-3.14

T3KE.DE vs. AYEW.DE - Sharpe Ratio Comparison

The current T3KE.DE Sharpe Ratio is 1.76, which is comparable to the AYEW.DE Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of T3KE.DE and AYEW.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


T3KE.DEAYEW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

2.26

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.93

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

1.02

-0.43

Drawdowns

T3KE.DE vs. AYEW.DE - Drawdown Comparison

The maximum T3KE.DE drawdown since its inception was -49.99%, which is greater than AYEW.DE's maximum drawdown of -31.36%. Use the drawdown chart below to compare losses from any high point for T3KE.DE and AYEW.DE.


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Drawdown Indicators


T3KE.DEAYEW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.99%

-31.36%

-18.63%

Max Drawdown (1Y)

Largest decline over 1 year

-20.30%

-14.98%

-5.32%

Max Drawdown (3Y)

Largest decline over 3 years

-32.14%

-29.01%

-3.13%

Max Drawdown (5Y)

Largest decline over 5 years

-49.99%

-30.10%

-19.89%

Current Drawdown

Current decline from peak

-1.83%

-2.13%

+0.30%

Average Drawdown

Average peak-to-trough decline

-20.50%

-7.74%

-12.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.58%

5.64%

+2.94%

Volatility

T3KE.DE vs. AYEW.DE - Volatility Comparison

HANetf HAN-GINS Tech Megatrend Equal Weight UCITS ETF (T3KE.DE) has a higher volatility of 7.84% compared to iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE) at 6.77%. This indicates that T3KE.DE's price experiences larger fluctuations and is considered to be riskier than AYEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


T3KE.DEAYEW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.84%

6.77%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

17.29%

14.89%

+2.40%

Volatility (1Y)

Calculated over the trailing 1-year period

23.68%

19.98%

+3.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.76%

22.77%

+2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.44%

23.48%

+3.96%

T3KE.DE vs. AYEW.DE - Expense Ratio Comparison

T3KE.DE has a 0.59% expense ratio, which is higher than AYEW.DE's 0.18% expense ratio.


Dividends

T3KE.DE vs. AYEW.DE - Dividend Comparison

T3KE.DE has not paid dividends to shareholders, while AYEW.DE's dividend yield for the trailing twelve months is around 0.25%.


PositionTTM2025202420232022202120202019
AYEW.DE
iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist)
0.25%0.31%0.38%0.46%0.82%0.40%0.65%0.12%
T3KE.DE
HANetf HAN-GINS Tech Megatrend Equal Weight UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


T3KE.DE and AYEW.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AYEW.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AYEW.DE is cheaper with a 0.18% expense ratio, compared with 0.59% for T3KE.DE.

T3KE.DE tracks Solactive Innovative Technologies, while AYEW.DE tracks MSCI World Information Technology ESG Reduced Carbon Select 20 35 Capped. They also come from different issuers: HANetf and iShares. Their fees differ too: 0.59% for T3KE.DE and 0.18% for AYEW.DE.

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