T3KE.DE vs. AYEW.DE
T3KE.DE (HANetf HAN-GINS Tech Megatrend Equal Weight UCITS ETF) and AYEW.DE (iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist)) are both Technology Equities funds - T3KE.DE tracks the Solactive Innovative Technologies while AYEW.DE tracks the MSCI World Information Technology ESG Reduced Carbon Select 20 35 Capped. Both are passively managed. Over the past 5 years, T3KE.DE returned 7.51%/yr vs 21.48%/yr for AYEW.DE. A 0.69 correlation means they provide meaningful diversification when combined. T3KE.DE charges 0.59%/yr vs 0.18%/yr for AYEW.DE.
Performance
T3KE.DE vs. AYEW.DE - Performance Comparison
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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*
- —
T3KE.DE vs. AYEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
T3KE.DE
AYEW.DE
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.DE | AYEW.DE | Difference | |
|---|---|---|---|
| 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 |
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
| T3KE.DE | AYEW.DE | Difference | |
|---|---|---|---|
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.DE | AYEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.83% | -2.13% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -20.50% | -7.74% | -12.76% |
Ulcer IndexDepth 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.DE | AYEW.DE | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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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