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

Performance

T3KE.DE vs. ETLH.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 L&G Ecommerce Logistics UCITS ETF (ETLH.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022202120202019
T3KE.DE
HANetf HAN-GINS Tech Megatrend Equal Weight UCITS ETF
-5.69%5.72%19.73%46.51%-42.00%16.96%44.19%10.15%
ETLH.DE
L&G Ecommerce Logistics UCITS ETF
-6.08%-0.43%8.79%17.72%-16.87%27.97%30.38%4.07%

Returns By Period

In the year-to-date period, T3KE.DE achieves a -5.69% return, which is significantly higher than ETLH.DE's -6.08% 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*

ETLH.DE

1D
0.07%
1M
-1.59%
YTD
-6.08%
6M
-5.86%
1Y
-2.21%
3Y*
3.78%
5Y*
1.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

T3KE.DE has a 0.59% expense ratio, which is higher than ETLH.DE's 0.49% expense ratio.


Return for Risk

T3KE.DE vs. ETLH.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

ETLH.DE
ETLH.DE Risk / Return Rank: 1111
Overall Rank
ETLH.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ETLH.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
ETLH.DE Omega Ratio Rank: 99
Omega Ratio Rank
ETLH.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
ETLH.DE Martin Ratio Rank: 1515
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. ETLH.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 L&G Ecommerce Logistics UCITS ETF (ETLH.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.DEETLH.DEDifference

Sharpe ratio

Return per unit of total volatility

0.57

-0.12

+0.68

Sortino ratio

Return per unit of downside risk

0.94

-0.03

+0.98

Omega ratio

Gain probability vs. loss probability

1.12

1.00

+0.12

Calmar ratio

Return relative to maximum drawdown

1.15

0.31

+0.85

Martin ratio

Return relative to average drawdown

2.90

0.95

+1.95

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

The current T3KE.DE Sharpe Ratio is 0.57, which is higher than the ETLH.DE Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of T3KE.DE and ETLH.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.DEETLH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

-0.12

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.12

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.51

-0.10

Correlation

The correlation between T3KE.DE and ETLH.DE is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

T3KE.DE vs. ETLH.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

T3KE.DE vs. ETLH.DE - Drawdown Comparison

The maximum T3KE.DE drawdown since its inception was -49.99%, which is greater than ETLH.DE's maximum drawdown of -27.60%. Use the drawdown chart below to compare losses from any high point for T3KE.DE and ETLH.DE.


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Drawdown Indicators


T3KE.DEETLH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.99%

-27.60%

-22.39%

Max Drawdown (1Y)

Largest decline over 1 year

-20.30%

-12.61%

-7.69%

Max Drawdown (5Y)

Largest decline over 5 years

-49.99%

-26.37%

-23.62%

Current Drawdown

Current decline from peak

-16.66%

-13.55%

-3.11%

Average Drawdown

Average peak-to-trough decline

-20.93%

-8.23%

-12.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.07%

4.07%

+4.00%

Volatility

T3KE.DE vs. ETLH.DE - Volatility Comparison

HANetf HAN-GINS Tech Megatrend Equal Weight UCITS ETF (T3KE.DE) has a higher volatility of 6.71% compared to L&G Ecommerce Logistics UCITS ETF (ETLH.DE) at 4.98%. This indicates that T3KE.DE's price experiences larger fluctuations and is considered to be riskier than ETLH.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.DEETLH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.71%

4.98%

+1.73%

Volatility (6M)

Calculated over the trailing 6-month period

18.70%

11.02%

+7.68%

Volatility (1Y)

Calculated over the trailing 1-year period

26.54%

18.82%

+7.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.79%

16.52%

+9.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.47%

17.53%

+9.94%