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TECW.L vs. SXRP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TECW.L vs. SXRP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR MSCI World Technology UCITS ETF (TECW.L) and iShares Euro Government Bond 3-7yr UCITS ETF (Acc) (SXRP.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TECW.L is traded in GBP, while SXRP.DE is traded in EUR. To make them comparable, the SXRP.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, TECW.L achieves a 15.98% return, which is significantly higher than SXRP.DE's -0.95% return. Over the past 10 years, TECW.L has outperformed SXRP.DE with an annualized return of 20.04%, while SXRP.DE has yielded a comparatively lower 0.94% annualized return.


TECW.L

1D
0.00%
1M
-1.67%
YTD
15.98%
6M
16.05%
1Y
41.83%
3Y*
26.25%
5Y*
12.42%
10Y*
20.04%

SXRP.DE

1D
0.26%
1M
-0.58%
YTD
-0.95%
6M
-1.29%
1Y
2.20%
3Y*
3.23%
5Y*
-0.58%
10Y*
0.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TECW.L vs. SXRP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TECW.L
SPDR MSCI World Technology UCITS ETF
15.98%13.84%36.32%46.35%-42.91%29.62%43.31%47.39%-2.74%37.94%
SXRP.DE
iShares Euro Government Bond 3-7yr UCITS ETF (Acc)
-0.95%7.80%-2.36%3.80%-7.30%-8.52%7.56%-2.52%1.57%4.37%

Correlation

The correlation between TECW.L and SXRP.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

-0.01

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

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2011

-0.01

The correlation between TECW.L and SXRP.DE shifts across timeframes, from -0.02 (10 years) to 0.11 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TECW.L vs. SXRP.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TECW.L
TECW.L Risk / Return Rank: 6060
Overall Rank
TECW.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
TECW.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
TECW.L Omega Ratio Rank: 6464
Omega Ratio Rank
TECW.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
TECW.L Martin Ratio Rank: 4343
Martin Ratio Rank

SXRP.DE
SXRP.DE Risk / Return Rank: 1111
Overall Rank
SXRP.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SXRP.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
SXRP.DE Omega Ratio Rank: 1010
Omega Ratio Rank
SXRP.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
SXRP.DE Martin Ratio Rank: 1212
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.

TECW.L vs. SXRP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Technology UCITS ETF (TECW.L) and iShares Euro Government Bond 3-7yr UCITS ETF (Acc) (SXRP.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.


TECW.LSXRP.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.61

Sortino ratioReturn per unit of downside risk

+2.03

Omega ratioGain probability vs. loss probability

1.34

1.07

+0.27

Calmar ratioReturn relative to maximum drawdown

2.45

0.49

+1.96

Martin ratioReturn relative to average drawdown

6.18

1.11

+5.07

TECW.L vs. SXRP.DE - Sharpe Ratio Comparison

The current TECW.L Sharpe Ratio is 2.02, which is higher than the SXRP.DE Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of TECW.L and SXRP.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

TECW.L vs. SXRP.DE - Drawdown Comparison

The maximum TECW.L drawdown since its inception was -44.86%, which is greater than SXRP.DE's maximum drawdown of -19.49%. Use the drawdown chart below to compare losses from any high point for TECW.L and SXRP.DE.


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Drawdown Indicators


TECW.LSXRP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-44.86%

-19.49%

-25.37%

Max Drawdown (1Y)

Largest decline over 1 year

-16.66%

-4.02%

-12.64%

Max Drawdown (3Y)

Largest decline over 3 years

-28.26%

-5.01%

-23.25%

Max Drawdown (5Y)

Largest decline over 5 years

-44.86%

-14.21%

-30.65%

Max Drawdown (10Y)

Largest decline over 10 years

-44.86%

-19.49%

-25.37%

Current Drawdown

Current decline from peak

-8.87%

-9.77%

+0.90%

Average Drawdown

Average peak-to-trough decline

-7.73%

-7.24%

-0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.59%

1.78%

+4.81%

Volatility

TECW.L vs. SXRP.DE - Volatility Comparison

SPDR MSCI World Technology UCITS ETF (TECW.L) has a higher volatility of 8.26% compared to iShares Euro Government Bond 3-7yr UCITS ETF (Acc) (SXRP.DE) at 1.28%. This indicates that TECW.L's price experiences larger fluctuations and is considered to be riskier than SXRP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TECW.LSXRP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.26%

1.28%

+6.98%

Volatility (6M)

Calculated over the trailing 6-month period

15.19%

3.69%

+11.50%

Volatility (1Y)

Calculated over the trailing 1-year period

20.20%

4.88%

+15.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.32%

6.12%

+18.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.37%

7.50%

+15.87%

TECW.L vs. SXRP.DE - Expense Ratio Comparison

TECW.L has a 0.30% expense ratio, which is higher than SXRP.DE's 0.15% expense ratio.


Dividends

TECW.L vs. SXRP.DE - Dividend Comparison

Neither TECW.L nor SXRP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


TECW.L and SXRP.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXRP.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXRP.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for TECW.L.

TECW.L is categorized as Technology Equities, while SXRP.DE is European Government Bonds. TECW.L tracks MSCI World/Information Tech NR USD, while SXRP.DE tracks Bloomberg Euro Government Bond 3-7. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for TECW.L and 0.15% for SXRP.DE.

Portfolio Optimizer

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