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WTCH.AS vs. IXN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTCH.AS vs. IXN - 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 Global Tech ETF (IXN). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WTCH.AS is traded in EUR, while IXN is traded in USD. To make them comparable, the IXN values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WTCH.AS achieves a 25.44% return, which is significantly lower than IXN's 40.60% return. Both investments have delivered pretty close results over the past 10 years, with WTCH.AS having a 23.98% annualized return and IXN not far ahead at 25.03%.


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%

IXN

1D
-1.67%
1M
17.60%
YTD
40.60%
6M
39.48%
1Y
68.32%
3Y*
31.99%
5Y*
24.01%
10Y*
25.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTCH.AS vs. IXN - 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%
IXN
iShares Global Tech ETF
40.60%10.39%33.08%48.40%-25.52%39.28%31.78%51.22%-1.00%23.87%

Correlation

The correlation between WTCH.AS and IXN is 0.76, 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

0.76

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

0.69

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

0.67

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

0.65

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

0.65

The correlation between WTCH.AS and IXN shifts across timeframes, from 0.65 (all time) to 0.76 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

WTCH.AS vs. IXN — 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

IXN
IXN Risk / Return Rank: 8888
Overall Rank
IXN Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IXN Sortino Ratio Rank: 8888
Sortino Ratio Rank
IXN Omega Ratio Rank: 8585
Omega Ratio Rank
IXN Calmar Ratio Rank: 8888
Calmar Ratio Rank
IXN Martin Ratio Rank: 8686
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. IXN - 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 Global Tech ETF (IXN). 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.ASIXNDifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.39

1.50

-0.11

Calmar ratioReturn relative to maximum drawdown

3.06

5.38

-2.32

Martin ratioReturn relative to average drawdown

8.10

15.89

-7.79

WTCH.AS vs. IXN - Sharpe Ratio Comparison

The current WTCH.AS Sharpe Ratio is 2.37, which is comparable to the IXN Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of WTCH.AS and IXN, 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.ASIXNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

3.13

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

1.00

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

1.03

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

0.73

+0.41

Drawdowns

WTCH.AS vs. IXN - Drawdown Comparison

The maximum WTCH.AS drawdown since its inception was -31.28%, smaller than the maximum IXN drawdown of -49.07%. Use the drawdown chart below to compare losses from any high point for WTCH.AS and IXN.


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Drawdown Indicators


WTCH.ASIXNDifference

Max Drawdown

Largest peak-to-trough decline

-31.28%

-49.07%

+17.79%

Max Drawdown (1Y)

Largest decline over 1 year

-15.67%

-12.76%

-2.91%

Max Drawdown (3Y)

Largest decline over 3 years

-30.06%

-29.13%

-0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-30.06%

-29.13%

-0.93%

Max Drawdown (10Y)

Largest decline over 10 years

-31.28%

-32.12%

+0.84%

Current Drawdown

Current decline from peak

-2.46%

-2.38%

-0.08%

Average Drawdown

Average peak-to-trough decline

-5.89%

-8.46%

+2.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.96%

4.31%

+1.65%

Volatility

WTCH.AS vs. IXN - Volatility Comparison

The current volatility for SPDR MSCI World Technology UCITS ETF (WTCH.AS) is 7.02%, while iShares Global Tech ETF (IXN) has a volatility of 7.51%. This indicates that WTCH.AS experiences smaller price fluctuations and is considered to be less risky than IXN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTCH.ASIXNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

7.51%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

14.82%

17.09%

-2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

20.28%

21.91%

-1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.45%

24.24%

-1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.39%

24.48%

-3.09%

WTCH.AS vs. IXN - Expense Ratio Comparison

WTCH.AS has a 0.30% expense ratio, which is lower than IXN's 0.46% expense ratio.


Dividends

WTCH.AS vs. IXN - Dividend Comparison

WTCH.AS has not paid dividends to shareholders, while IXN's dividend yield for the trailing twelve months is around 0.75%.


PositionTTM20252024202320222021202020192018201720162015
IXN
iShares Global Tech ETF
0.75%1.04%0.43%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%
WTCH.AS
SPDR MSCI World Technology UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WTCH.AS and IXN have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WTCH.AS is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WTCH.AS is cheaper with a 0.30% expense ratio, compared with 0.46% for IXN.

WTCH.AS tracks MSCI World/Information Tech NR USD, while IXN tracks S&P Global Information Technology Sector Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for WTCH.AS and 0.46% for IXN.

Portfolio Optimizer

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