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WTCH.AS vs. IS3R.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTCH.AS vs. IS3R.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI World Technology UCITS ETF (WTCH.AS) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.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, WTCH.AS achieves a 25.44% return, which is significantly higher than IS3R.DE's 22.51% return. Over the past 10 years, WTCH.AS has outperformed IS3R.DE with an annualized return of 23.98%, while IS3R.DE has yielded a comparatively lower 15.31% annualized return.


WTCH.AS

1D
-1.95%
1M
14.84%
YTD
25.44%
6M
23.94%
1Y
48.66%
3Y*
29.25%
5Y*
22.49%
10Y*
23.98%

IS3R.DE

1D
-1.01%
1M
8.60%
YTD
22.51%
6M
23.56%
1Y
31.46%
3Y*
26.05%
5Y*
14.66%
10Y*
15.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTCH.AS vs. IS3R.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WTCH.AS
SPDR MSCI World Technology UCITS ETF
25.44%8.41%43.39%49.09%-27.66%40.88%31.79%49.43%1.91%21.26%
IS3R.DE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
22.51%8.37%37.95%8.09%-13.60%24.50%16.41%31.50%0.27%16.07%

Correlation

The correlation between WTCH.AS and IS3R.DE is 0.78, 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

0.78

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

0.82

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

0.77

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

0.82

Correlation (All Time)
Calculated using the full available price history since May 5, 2016

0.81

The correlation between WTCH.AS and IS3R.DE has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.

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Return for Risk

WTCH.AS vs. IS3R.DE — Risk / Return Rank

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

WTCH.AS
WTCH.AS Risk / Return Rank: 6464
Overall Rank
WTCH.AS Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
WTCH.AS Sortino Ratio Rank: 6868
Sortino Ratio Rank
WTCH.AS Omega Ratio Rank: 6565
Omega Ratio Rank
WTCH.AS Calmar Ratio Rank: 6363
Calmar Ratio Rank
WTCH.AS Martin Ratio Rank: 4949
Martin Ratio Rank

IS3R.DE
IS3R.DE Risk / Return Rank: 6262
Overall Rank
IS3R.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IS3R.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
IS3R.DE Omega Ratio Rank: 5555
Omega Ratio Rank
IS3R.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
IS3R.DE Martin Ratio Rank: 7272
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.

WTCH.AS vs. IS3R.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Technology UCITS ETF (WTCH.AS) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.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.


WTCH.ASIS3R.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.39

1.34

+0.05

Calmar ratioReturn relative to maximum drawdown

3.06

3.48

-0.42

Martin ratioReturn relative to average drawdown

8.10

13.30

-5.20

WTCH.AS vs. IS3R.DE - Sharpe Ratio Comparison

The current WTCH.AS Sharpe Ratio is 2.37, which is comparable to the IS3R.DE Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of WTCH.AS and IS3R.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


WTCH.ASIS3R.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

1.84

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.84

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

0.88

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

0.85

+0.30

Drawdowns

WTCH.AS vs. IS3R.DE - Drawdown Comparison

The maximum WTCH.AS drawdown since its inception was -31.28%, roughly equal to the maximum IS3R.DE drawdown of -30.77%. Use the drawdown chart below to compare losses from any high point for WTCH.AS and IS3R.DE.


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Drawdown Indicators


WTCH.ASIS3R.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.28%

-30.77%

-0.51%

Max Drawdown (1Y)

Largest decline over 1 year

-15.67%

-9.01%

-6.66%

Max Drawdown (3Y)

Largest decline over 3 years

-30.06%

-23.57%

-6.49%

Max Drawdown (5Y)

Largest decline over 5 years

-30.06%

-23.57%

-6.49%

Max Drawdown (10Y)

Largest decline over 10 years

-31.28%

-30.77%

-0.51%

Current Drawdown

Current decline from peak

-2.46%

-1.01%

-1.45%

Average Drawdown

Average peak-to-trough decline

-5.89%

-5.67%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.96%

2.36%

+3.60%

Volatility

WTCH.AS vs. IS3R.DE - Volatility Comparison

SPDR MSCI World Technology UCITS ETF (WTCH.AS) has a higher volatility of 7.02% compared to iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) at 5.96%. This indicates that WTCH.AS's price experiences larger fluctuations and is considered to be riskier than IS3R.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTCH.ASIS3R.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

5.96%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

14.82%

14.33%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

20.28%

17.01%

+3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.45%

17.32%

+5.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.39%

17.23%

+4.16%

WTCH.AS vs. IS3R.DE - Expense Ratio Comparison

WTCH.AS has a 0.30% expense ratio, which is higher than IS3R.DE's 0.25% expense ratio.


Dividends

WTCH.AS vs. IS3R.DE - Dividend Comparison

Neither WTCH.AS nor IS3R.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WTCH.AS and IS3R.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3R.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3R.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for WTCH.AS.

WTCH.AS is categorized as Technology Equities, while IS3R.DE is Momentum. WTCH.AS tracks MSCI World/Information Tech NR USD, while IS3R.DE tracks MSCI World Momentum Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for WTCH.AS and 0.25% for IS3R.DE.

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