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

Performance

T3KE.DE vs. IEVD.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 Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, T3KE.DE achieves a 24.54% return, which is significantly lower than IEVD.DE's 58.66% return.


T3KE.DE

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

IEVD.DE

1D
-1.86%
1M
18.11%
YTD
58.66%
6M
57.41%
1Y
88.40%
3Y*
23.68%
5Y*
13.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

T3KE.DE vs. IEVD.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%
IEVD.DE
iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc)
58.66%10.81%5.27%23.03%-23.20%26.64%20.44%4.58%

Correlation

The correlation between T3KE.DE and IEVD.DE is 0.65, 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

0.65

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

0.69

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

0.73

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

0.67

The correlation between T3KE.DE and IEVD.DE has been stable across timeframes, ranging from 0.65 to 0.73 - a consistent structural relationship.

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Return for Risk

T3KE.DE vs. IEVD.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

IEVD.DE
IEVD.DE Risk / Return Rank: 7878
Overall Rank
IEVD.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IEVD.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
IEVD.DE Omega Ratio Rank: 8787
Omega Ratio Rank
IEVD.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
IEVD.DE Martin Ratio Rank: 5656
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. IEVD.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 Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.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.DEIEVD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.29

1.53

-0.24

Calmar ratioReturn relative to maximum drawdown

2.05

4.17

-2.13

Martin ratioReturn relative to average drawdown

4.86

9.74

-4.89

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

The current T3KE.DE Sharpe Ratio is 1.76, which is lower than the IEVD.DE Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of T3KE.DE and IEVD.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.DEIEVD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

2.71

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.55

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.61

-0.02

Drawdowns

T3KE.DE vs. IEVD.DE - Drawdown Comparison

The maximum T3KE.DE drawdown since its inception was -49.99%, which is greater than IEVD.DE's maximum drawdown of -42.37%. Use the drawdown chart below to compare losses from any high point for T3KE.DE and IEVD.DE.


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Drawdown Indicators


T3KE.DEIEVD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.99%

-42.37%

-7.62%

Max Drawdown (1Y)

Largest decline over 1 year

-20.30%

-21.18%

+0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-32.14%

-30.23%

-1.91%

Max Drawdown (5Y)

Largest decline over 5 years

-49.99%

-30.39%

-19.60%

Current Drawdown

Current decline from peak

-1.83%

-1.86%

+0.03%

Average Drawdown

Average peak-to-trough decline

-20.50%

-10.27%

-10.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.58%

9.09%

-0.51%

Volatility

T3KE.DE vs. IEVD.DE - Volatility Comparison

The current volatility for HANetf HAN-GINS Tech Megatrend Equal Weight UCITS ETF (T3KE.DE) is 7.84%, while iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.DE) has a volatility of 11.17%. This indicates that T3KE.DE experiences smaller price fluctuations and is considered to be less risky than IEVD.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.DEIEVD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.84%

11.17%

-3.33%

Volatility (6M)

Calculated over the trailing 6-month period

17.29%

19.50%

-2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

23.68%

32.58%

-8.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.76%

24.27%

+1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.44%

25.27%

+2.17%

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

T3KE.DE has a 0.59% expense ratio, which is higher than IEVD.DE's 0.40% expense ratio.


Dividends

T3KE.DE vs. IEVD.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


T3KE.DE and IEVD.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEVD.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEVD.DE is cheaper with a 0.40% expense ratio, compared with 0.59% for T3KE.DE.

T3KE.DE tracks Solactive Innovative Technologies, while IEVD.DE tracks STOXX® Global Electric Vehicles & Driving Technology. They also come from different issuers: HANetf and iShares. Their fees differ too: 0.59% for T3KE.DE and 0.40% for IEVD.DE.

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