PortfoliosLab logoPortfoliosLab logo
USPY.DE vs. AYEW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USPY.DE vs. AYEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Cyber Security UCITS ETF (USPY.DE) and iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, USPY.DE achieves a 39.75% return, which is significantly higher than AYEW.DE's 24.61% return.


USPY.DE

1D
-2.26%
1M
27.75%
YTD
39.75%
6M
33.58%
1Y
33.48%
3Y*
25.52%
5Y*
12.91%
10Y*
16.69%

AYEW.DE

1D
-1.67%
1M
15.12%
YTD
24.61%
6M
23.38%
1Y
45.27%
3Y*
27.99%
5Y*
21.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USPY.DE vs. AYEW.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
USPY.DE
L&G Cyber Security UCITS ETF
39.75%-3.37%24.35%37.43%-28.72%17.01%28.64%8.67%
AYEW.DE
iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist)
24.61%9.65%33.73%55.77%-29.69%41.89%30.99%12.00%

Correlation

The correlation between USPY.DE and AYEW.DE is 0.60, 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

0.60

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

0.67

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

0.71

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2019

0.73

The correlation between USPY.DE and AYEW.DE shifts across timeframes, from 0.60 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

USPY.DE vs. AYEW.DE — Risk / Return Rank

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

USPY.DE
USPY.DE Risk / Return Rank: 3535
Overall Rank
USPY.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
USPY.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
USPY.DE Omega Ratio Rank: 3838
Omega Ratio Rank
USPY.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
USPY.DE Martin Ratio Rank: 3131
Martin Ratio Rank

AYEW.DE
AYEW.DE Risk / Return Rank: 6161
Overall Rank
AYEW.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AYEW.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
AYEW.DE Omega Ratio Rank: 6262
Omega Ratio Rank
AYEW.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
AYEW.DE Martin Ratio Rank: 4949
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.

USPY.DE vs. AYEW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Cyber Security UCITS ETF (USPY.DE) and iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.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.


USPY.DEAYEW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.15

Omega ratioGain probability vs. loss probability

1.25

1.37

-0.12

Calmar ratioReturn relative to maximum drawdown

1.70

3.01

-1.31

Martin ratioReturn relative to average drawdown

4.56

8.00

-3.43

USPY.DE vs. AYEW.DE - Sharpe Ratio Comparison

The current USPY.DE Sharpe Ratio is 1.26, which is lower than the AYEW.DE Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of USPY.DE and AYEW.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.


Loading charts...

Sharpe Ratios by Period


USPY.DEAYEW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

2.26

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.93

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

1.02

-0.38

Drawdowns

USPY.DE vs. AYEW.DE - Drawdown Comparison

The maximum USPY.DE drawdown since its inception was -34.32%, which is greater than AYEW.DE's maximum drawdown of -31.36%. Use the drawdown chart below to compare losses from any high point for USPY.DE and AYEW.DE.


Loading charts...

Drawdown Indicators


USPY.DEAYEW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.32%

-31.36%

-2.96%

Max Drawdown (1Y)

Largest decline over 1 year

-19.63%

-14.98%

-4.65%

Max Drawdown (3Y)

Largest decline over 3 years

-30.52%

-29.01%

-1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-33.89%

-30.10%

-3.79%

Max Drawdown (10Y)

Largest decline over 10 years

-33.89%

Current Drawdown

Current decline from peak

-2.26%

-2.13%

-0.13%

Average Drawdown

Average peak-to-trough decline

-9.91%

-7.74%

-2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.32%

5.64%

+1.68%

Volatility

USPY.DE vs. AYEW.DE - Volatility Comparison

L&G Cyber Security UCITS ETF (USPY.DE) has a higher volatility of 10.03% compared to iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE) at 6.77%. This indicates that USPY.DE's price experiences larger fluctuations and is considered to be riskier than AYEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


USPY.DEAYEW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.03%

6.77%

+3.26%

Volatility (6M)

Calculated over the trailing 6-month period

22.89%

14.89%

+8.00%

Volatility (1Y)

Calculated over the trailing 1-year period

26.36%

19.98%

+6.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.60%

22.77%

+1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.91%

23.48%

-0.57%

USPY.DE vs. AYEW.DE - Expense Ratio Comparison

USPY.DE has a 0.69% expense ratio, which is higher than AYEW.DE's 0.18% expense ratio.


Dividends

USPY.DE vs. AYEW.DE - Dividend Comparison

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


PositionTTM2025202420232022202120202019
AYEW.DE
iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist)
0.25%0.31%0.38%0.46%0.82%0.40%0.65%0.12%
USPY.DE
L&G Cyber Security UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


USPY.DE and AYEW.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

AYEW.DE is cheaper with a 0.18% expense ratio, compared with 0.69% for USPY.DE.

USPY.DE tracks ISE Cyber Security UCITS, while AYEW.DE tracks MSCI World Information Technology ESG Reduced Carbon Select 20 35 Capped. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.69% for USPY.DE and 0.18% for AYEW.DE.

Portfolio Optimizer

Find the right allocation for USPY.DE and AYEW.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer