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

Performance

T3KE.DE vs. ECLM.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 HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
T3KE.DE
HANetf HAN-GINS Tech Megatrend Equal Weight UCITS ETF
-5.69%5.72%19.73%46.51%-42.00%16.96%4.29%
ECLM.DE
HANetf iClima Global Decarbonisation Enablers UCITS ETF
0.38%12.83%-11.47%1.02%-23.37%14.89%7.80%

Returns By Period

In the year-to-date period, T3KE.DE achieves a -5.69% return, which is significantly lower than ECLM.DE's 0.38% return.


T3KE.DE

1D
0.53%
1M
-0.65%
YTD
-5.69%
6M
-12.91%
1Y
15.12%
3Y*
13.67%
5Y*
0.48%
10Y*

ECLM.DE

1D
-0.50%
1M
-3.41%
YTD
0.38%
6M
1.21%
1Y
23.07%
3Y*
-1.42%
5Y*
-4.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

T3KE.DE has a 0.59% expense ratio, which is lower than ECLM.DE's 0.65% expense ratio.


Return for Risk

T3KE.DE vs. ECLM.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: 2929
Overall Rank
T3KE.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
T3KE.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
T3KE.DE Omega Ratio Rank: 2626
Omega Ratio Rank
T3KE.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
T3KE.DE Martin Ratio Rank: 2727
Martin Ratio Rank

ECLM.DE
ECLM.DE Risk / Return Rank: 4242
Overall Rank
ECLM.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ECLM.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
ECLM.DE Omega Ratio Rank: 5252
Omega Ratio Rank
ECLM.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
ECLM.DE Martin Ratio Rank: 2828
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. ECLM.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 HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.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.DEECLM.DEDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.77

-0.20

Sortino ratio

Return per unit of downside risk

0.94

1.32

-0.37

Omega ratio

Gain probability vs. loss probability

1.12

1.21

-0.09

Calmar ratio

Return relative to maximum drawdown

1.15

1.47

-0.32

Martin ratio

Return relative to average drawdown

2.90

3.03

-0.13

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

The current T3KE.DE Sharpe Ratio is 0.57, which is comparable to the ECLM.DE Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of T3KE.DE and ECLM.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


T3KE.DEECLM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.77

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

-0.18

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

-0.03

+0.44

Correlation

The correlation between T3KE.DE and ECLM.DE is 0.74, 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

T3KE.DE vs. ECLM.DE - Dividend Comparison

Neither T3KE.DE nor ECLM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

T3KE.DE vs. ECLM.DE - Drawdown Comparison

The maximum T3KE.DE drawdown since its inception was -49.99%, roughly equal to the maximum ECLM.DE drawdown of -49.88%. Use the drawdown chart below to compare losses from any high point for T3KE.DE and ECLM.DE.


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Drawdown Indicators


T3KE.DEECLM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.99%

-49.88%

-0.11%

Max Drawdown (1Y)

Largest decline over 1 year

-20.30%

-19.77%

-0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-49.99%

-49.88%

-0.11%

Current Drawdown

Current decline from peak

-16.66%

-28.83%

+12.17%

Average Drawdown

Average peak-to-trough decline

-20.93%

-24.28%

+3.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.07%

9.60%

-1.53%

Volatility

T3KE.DE vs. ECLM.DE - Volatility Comparison

HANetf HAN-GINS Tech Megatrend Equal Weight UCITS ETF (T3KE.DE) has a higher volatility of 6.71% compared to HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.DE) at 6.38%. This indicates that T3KE.DE's price experiences larger fluctuations and is considered to be riskier than ECLM.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.DEECLM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.71%

6.38%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

18.70%

25.32%

-6.62%

Volatility (1Y)

Calculated over the trailing 1-year period

26.54%

29.84%

-3.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.79%

23.06%

+2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.47%

23.38%

+4.09%