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TNOW.L vs. XUTC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TNOW.L vs. XUTC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD) (TNOW.L) and Xtrackers MSCI USA Information Technology UCITS ETF 1D (XUTC.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with TNOW.L having a 26.74% return and XUTC.DE slightly lower at 25.61%.


TNOW.L

1D
-0.61%
1M
17.43%
YTD
26.74%
6M
26.38%
1Y
55.01%
3Y*
33.44%
5Y*
21.51%
10Y*
24.35%

XUTC.DE

1D
-1.01%
1M
18.13%
YTD
25.61%
6M
25.62%
1Y
56.19%
3Y*
35.29%
5Y*
23.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TNOW.L vs. XUTC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TNOW.L
Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD)
26.74%21.66%34.01%54.23%-31.79%29.94%43.80%46.26%-3.48%9.36%
XUTC.DE
Xtrackers MSCI USA Information Technology UCITS ETF 1D
25.61%23.99%36.33%57.18%-31.42%32.65%45.60%49.94%-1.77%10.60%

Correlation

The correlation between TNOW.L and XUTC.DE is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.93

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

0.94

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2017

0.93

The correlation between TNOW.L and XUTC.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

TNOW.L vs. XUTC.DE — Risk / Return Rank

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

TNOW.L
TNOW.L Risk / Return Rank: 7171
Overall Rank
TNOW.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
TNOW.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
TNOW.L Omega Ratio Rank: 7373
Omega Ratio Rank
TNOW.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
TNOW.L Martin Ratio Rank: 5555
Martin Ratio Rank

XUTC.DE
XUTC.DE Risk / Return Rank: 6767
Overall Rank
XUTC.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XUTC.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
XUTC.DE Omega Ratio Rank: 6969
Omega Ratio Rank
XUTC.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
XUTC.DE Martin Ratio Rank: 5050
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.

TNOW.L vs. XUTC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD) (TNOW.L) and Xtrackers MSCI USA Information Technology UCITS ETF 1D (XUTC.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.


TNOW.LXUTC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.44

1.43

+0.01

Calmar ratioReturn relative to maximum drawdown

3.21

3.30

-0.08

Martin ratioReturn relative to average drawdown

9.55

9.81

-0.25

TNOW.L vs. XUTC.DE - Sharpe Ratio Comparison

The current TNOW.L Sharpe Ratio is 2.67, which is comparable to the XUTC.DE Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of TNOW.L and XUTC.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


TNOW.LXUTC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

2.73

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.98

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

1.08

-0.04

Drawdowns

TNOW.L vs. XUTC.DE - Drawdown Comparison

The maximum TNOW.L drawdown since its inception was -36.17%, roughly equal to the maximum XUTC.DE drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for TNOW.L and XUTC.DE.


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Drawdown Indicators


TNOW.LXUTC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.17%

-34.59%

-1.58%

Max Drawdown (1Y)

Largest decline over 1 year

-17.03%

-16.96%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-26.15%

-26.77%

+0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-36.17%

-34.59%

-1.58%

Max Drawdown (10Y)

Largest decline over 10 years

-36.17%

Current Drawdown

Current decline from peak

-0.61%

-1.01%

+0.40%

Average Drawdown

Average peak-to-trough decline

-5.62%

-6.99%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.74%

5.71%

+0.03%

Volatility

TNOW.L vs. XUTC.DE - Volatility Comparison

Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD) (TNOW.L) and Xtrackers MSCI USA Information Technology UCITS ETF 1D (XUTC.DE) have volatilities of 7.27% and 7.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TNOW.LXUTC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.27%

7.00%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

15.66%

15.29%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

20.54%

20.54%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.56%

23.70%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.74%

23.38%

-1.64%

TNOW.L vs. XUTC.DE - Expense Ratio Comparison

TNOW.L has a 0.30% expense ratio, which is higher than XUTC.DE's 0.12% expense ratio.


Dividends

TNOW.L vs. XUTC.DE - Dividend Comparison

TNOW.L has not paid dividends to shareholders, while XUTC.DE's dividend yield for the trailing twelve months is around 0.25%.


PositionTTM20252024202320222021202020192018
TNOW.L
Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUTC.DE
Xtrackers MSCI USA Information Technology UCITS ETF 1D
0.25%0.34%0.36%0.53%1.14%0.51%0.64%0.59%0.58%

Frequently Asked Questions


With a correlation of 0.95, TNOW.L and XUTC.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XUTC.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUTC.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for TNOW.L.

TNOW.L tracks MSCI World/Information Tech NR USD, while XUTC.DE tracks MSCI USA Information Technology 20/35 Custom. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for TNOW.L and 0.12% for XUTC.DE.

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