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USPY.DE vs. DIGI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USPY.DE vs. DIGI.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 HANetf Digital Infrastructure and Connectivity UCITS ETF (DIGI.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, USPY.DE achieves a 39.75% return, which is significantly higher than DIGI.DE's 7.32% 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%

DIGI.DE

1D
-0.08%
1M
2.07%
YTD
7.32%
6M
7.57%
1Y
12.73%
3Y*
10.98%
5Y*
4.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
USPY.DE
L&G Cyber Security UCITS ETF
39.75%-3.37%24.35%37.43%-28.72%17.01%10.09%
DIGI.DE
HANetf Digital Infrastructure and Connectivity UCITS ETF
7.32%1.79%13.38%22.73%-28.17%28.74%3.94%

Correlation

The correlation between USPY.DE and DIGI.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.62

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

0.69

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2020

0.71

Over the past year, the correlation between USPY.DE and DIGI.DE has dropped to 0.45 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

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Return for Risk

USPY.DE vs. DIGI.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

DIGI.DE
DIGI.DE Risk / Return Rank: 4646
Overall Rank
DIGI.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
DIGI.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
DIGI.DE Omega Ratio Rank: 4545
Omega Ratio Rank
DIGI.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
DIGI.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.

USPY.DE vs. DIGI.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 HANetf Digital Infrastructure and Connectivity UCITS ETF (DIGI.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.DEDIGI.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.25

1.29

-0.04

Calmar ratioReturn relative to maximum drawdown

1.70

2.49

-0.79

Martin ratioReturn relative to average drawdown

4.56

8.29

-3.73

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

The current USPY.DE Sharpe Ratio is 1.26, which is comparable to the DIGI.DE Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of USPY.DE and DIGI.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


USPY.DEDIGI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.51

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.24

+0.28

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

0.35

+0.28

Drawdowns

USPY.DE vs. DIGI.DE - Drawdown Comparison

The maximum USPY.DE drawdown since its inception was -34.32%, which is greater than DIGI.DE's maximum drawdown of -30.55%. Use the drawdown chart below to compare losses from any high point for USPY.DE and DIGI.DE.


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Drawdown Indicators


USPY.DEDIGI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.32%

-30.55%

-3.77%

Max Drawdown (1Y)

Largest decline over 1 year

-19.63%

-5.09%

-14.54%

Max Drawdown (3Y)

Largest decline over 3 years

-30.52%

-17.65%

-12.87%

Max Drawdown (5Y)

Largest decline over 5 years

-33.89%

-30.55%

-3.34%

Max Drawdown (10Y)

Largest decline over 10 years

-33.89%

Current Drawdown

Current decline from peak

-2.26%

-0.95%

-1.31%

Average Drawdown

Average peak-to-trough decline

-9.91%

-10.47%

+0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.32%

1.53%

+5.79%

Volatility

USPY.DE vs. DIGI.DE - Volatility Comparison

L&G Cyber Security UCITS ETF (USPY.DE) has a higher volatility of 10.03% compared to HANetf Digital Infrastructure and Connectivity UCITS ETF (DIGI.DE) at 1.93%. This indicates that USPY.DE's price experiences larger fluctuations and is considered to be riskier than DIGI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USPY.DEDIGI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.03%

1.93%

+8.10%

Volatility (6M)

Calculated over the trailing 6-month period

22.89%

5.60%

+17.29%

Volatility (1Y)

Calculated over the trailing 1-year period

26.36%

8.38%

+17.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.60%

19.34%

+5.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.91%

19.82%

+3.09%

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

Both USPY.DE and DIGI.DE have an expense ratio of 0.69%.


Dividends

USPY.DE vs. DIGI.DE - Dividend Comparison

Neither USPY.DE nor DIGI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


USPY.DE and DIGI.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.69% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

USPY.DE and DIGI.DE have the same expense ratio: 0.69% per year.

USPY.DE tracks ISE Cyber Security UCITS, while DIGI.DE tracks Tematica BITA Digital Infrastructure. They also come from different issuers: Legal & General and HANetf.

Portfolio Optimizer

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