WTCH.AS vs. SXRV.DE
WTCH.AS (SPDR MSCI World Technology UCITS ETF) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - WTCH.AS is a Technology Equities fund tracking the MSCI World/Information Tech NR USD, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, WTCH.AS returned 23.98%/yr vs 21.24%/yr for SXRV.DE. Their correlation of 0.93 suggests significant overlap in exposure. WTCH.AS charges 0.30%/yr vs 0.36%/yr for SXRV.DE.
Performance
WTCH.AS vs. SXRV.DE - Performance Comparison
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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 SXRV.DE's 20.57% return. Over the past 10 years, WTCH.AS has outperformed SXRV.DE with an annualized return of 23.98%, while SXRV.DE has yielded a comparatively lower 21.24% annualized return.
WTCH.AS
- 1D
- -1.95%
- 1M
- 10.13%
- YTD
- 25.44%
- 6M
- 23.12%
- 1Y
- 47.64%
- 3Y*
- 29.25%
- 5Y*
- 22.49%
- 10Y*
- 23.98%
SXRV.DE
- 1D
- -0.83%
- 1M
- 5.87%
- YTD
- 20.57%
- 6M
- 18.75%
- 1Y
- 37.26%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
WTCH.AS vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 15.81% |
Correlation
The correlation between WTCH.AS and SXRV.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since May 5, 2016 | 0.93 |
The correlation between WTCH.AS and SXRV.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
WTCH.AS vs. SXRV.DE — Risk / Return Rank
WTCH.AS
SXRV.DE
WTCH.AS vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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.AS | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.42 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.06 | 3.75 | -0.69 |
| Martin ratioReturn relative to average drawdown | 8.10 | 11.16 | -3.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WTCH.AS | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.37 | 2.40 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | 0.93 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.11 | 1.07 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 0.91 | +0.24 |
Drawdowns
WTCH.AS vs. SXRV.DE - Drawdown Comparison
The maximum WTCH.AS drawdown since its inception was -31.28%, roughly equal to the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for WTCH.AS and SXRV.DE.
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Drawdown Indicators
| WTCH.AS | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.28% | -32.80% | +1.52% |
Max Drawdown (1Y)Largest decline over 1 year | -15.67% | -10.03% | -5.64% |
Max Drawdown (3Y)Largest decline over 3 years | -30.06% | -26.69% | -3.37% |
Max Drawdown (5Y)Largest decline over 5 years | -30.06% | -31.33% | +1.27% |
Max Drawdown (10Y)Largest decline over 10 years | -31.28% | -31.33% | +0.05% |
Current DrawdownCurrent decline from peak | -2.46% | -0.83% | -1.63% |
Average DrawdownAverage peak-to-trough decline | -5.89% | -6.56% | +0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.96% | 3.38% | +2.58% |
Volatility
WTCH.AS vs. SXRV.DE - Volatility Comparison
SPDR MSCI World Technology UCITS ETF (WTCH.AS) has a higher volatility of 7.02% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 4.26%. This indicates that WTCH.AS's price experiences larger fluctuations and is considered to be riskier than SXRV.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.AS | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.02% | 4.26% | +2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 14.82% | 10.98% | +3.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.28% | 15.67% | +4.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.45% | 19.84% | +2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.39% | 19.65% | +1.74% |
WTCH.AS vs. SXRV.DE - Expense Ratio Comparison
WTCH.AS has a 0.30% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
WTCH.AS vs. SXRV.DE - Dividend Comparison
Neither WTCH.AS nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, WTCH.AS and SXRV.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, 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 0.36% for SXRV.DE.
WTCH.AS is categorized as Technology Equities, while SXRV.DE is Nasdaq-100. WTCH.AS tracks MSCI World/Information Tech NR USD, while SXRV.DE tracks NASDAQ-100 Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for WTCH.AS and 0.36% for SXRV.DE.
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