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

Performance

T3KE.DE vs. SPYK.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 SPDR MSCI Europe Technology UCITS ETF (SPYK.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 11.19% return, which is significantly lower than SPYK.DE's 33.76% return.


T3KE.DE

1D
-2.14%
1M
-5.55%
6M
2.80%
YTD
11.19%
1Y
19.39%
3Y*
14.16%
5Y*
4.25%
10Y*

SPYK.DE

1D
-0.38%
1M
-8.38%
6M
20.16%
YTD
33.76%
1Y
46.71%
3Y*
19.72%
5Y*
11.30%
10Y*
14.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
T3KE.DE
HANetf HAN-GINS Tech Megatrend Equal Weight UCITS ETF
11.19%5.55%19.66%46.51%-41.88%16.75%45.93%36.13%-23.42%
SPYK.DE
SPDR MSCI Europe Technology UCITS ETF
33.76%10.46%8.46%35.03%-28.76%36.64%13.36%38.97%-16.58%

Correlation

The correlation between T3KE.DE and SPYK.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

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

0.58

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

0.65

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2018

0.69

Over the past year, the correlation between T3KE.DE and SPYK.DE has dropped to 0.49 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

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Return for Risk

T3KE.DE vs. SPYK.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: 2323
Overall Rank
T3KE.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
T3KE.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
T3KE.DE Omega Ratio Rank: 2323
Omega Ratio Rank
T3KE.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
T3KE.DE Martin Ratio Rank: 2222
Martin Ratio Rank

SPYK.DE
SPYK.DE Risk / Return Rank: 6868
Overall Rank
SPYK.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SPYK.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
SPYK.DE Omega Ratio Rank: 5656
Omega Ratio Rank
SPYK.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
SPYK.DE Martin Ratio Rank: 6868
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. SPYK.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 SPDR MSCI Europe Technology UCITS ETF (SPYK.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-0.95

Sortino ratioReturn per unit of downside risk

-1.21

Omega ratioGain probability vs. loss probability

1.13

1.28

-0.15

Calmar ratioReturn relative to maximum drawdown

0.90

4.05

-3.15

Martin ratioReturn relative to average drawdown

2.00

9.75

-7.75

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

The current T3KE.DE Sharpe Ratio is 0.72, which is lower than the SPYK.DE Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of T3KE.DE and SPYK.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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Drawdowns

T3KE.DE vs. SPYK.DE - Drawdown Comparison

The maximum T3KE.DE drawdown since its inception was -50.00%, which is greater than SPYK.DE's maximum drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for T3KE.DE and SPYK.DE.


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Drawdown Indicators


T3KE.DESPYK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.00%

-38.45%

-11.55%

Max Drawdown (1Y)

Largest decline over 1 year

-21.41%

-11.48%

-9.93%

Max Drawdown (3Y)

Largest decline over 3 years

-32.12%

-27.02%

-5.10%

Max Drawdown (5Y)

Largest decline over 5 years

-50.00%

-38.45%

-11.55%

Max Drawdown (10Y)

Largest decline over 10 years

-38.45%

Current Drawdown

Current decline from peak

-12.56%

-10.96%

-1.60%

Average Drawdown

Average peak-to-trough decline

-17.91%

-8.54%

-9.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.69%

4.62%

+5.07%

Volatility

T3KE.DE vs. SPYK.DE - Volatility Comparison

The current volatility for HANetf HAN-GINS Tech Megatrend Equal Weight UCITS ETF (T3KE.DE) is 9.39%, while SPDR MSCI Europe Technology UCITS ETF (SPYK.DE) has a volatility of 10.14%. This indicates that T3KE.DE experiences smaller price fluctuations and is considered to be less risky than SPYK.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.DESPYK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.39%

10.14%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

20.94%

22.72%

-1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

27.02%

28.02%

-1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.33%

26.28%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.46%

24.27%

+2.19%

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

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


Dividends

T3KE.DE vs. SPYK.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


T3KE.DE and SPYK.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

T3KE.DE tracks Solactive Innovative Technologies, while SPYK.DE tracks MSCI Europe Information Technology 20/35 Capped. They also come from different issuers: HANetf and State Street. Their fees differ too: 0.59% for T3KE.DE and 0.18% for SPYK.DE.

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