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WTEC.L vs. DRVG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTEC.L vs. DRVG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI World Technology UCITS ETF USD Acc (WTEC.L) and Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.L). The values are adjusted to include any dividend payments, if applicable.

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WTEC.L vs. DRVG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WTEC.L
SPDR MSCI World Technology UCITS ETF USD Acc
-7.94%22.22%34.07%54.87%-31.49%1.39%
DRVG.L
Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing
4.26%29.52%-5.72%25.91%-34.38%-3.51%
Different Trading Currencies

WTEC.L is traded in USD, while DRVG.L is traded in GBP. To make them comparable, the DRVG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WTEC.L achieves a -7.94% return, which is significantly lower than DRVG.L's 4.26% return.


WTEC.L

1D
4.09%
1M
-2.75%
YTD
-7.94%
6M
-6.32%
1Y
28.85%
3Y*
24.60%
5Y*
15.07%
10Y*

DRVG.L

1D
4.18%
1M
-3.87%
YTD
4.26%
6M
9.74%
1Y
47.92%
3Y*
10.55%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WTEC.L vs. DRVG.L - Expense Ratio Comparison

WTEC.L has a 0.30% expense ratio, which is lower than DRVG.L's 0.50% expense ratio.


Return for Risk

WTEC.L vs. DRVG.L — Risk / Return Rank

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

WTEC.L
WTEC.L Risk / Return Rank: 6161
Overall Rank
WTEC.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
WTEC.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
WTEC.L Omega Ratio Rank: 6060
Omega Ratio Rank
WTEC.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
WTEC.L Martin Ratio Rank: 5050
Martin Ratio Rank

DRVG.L
DRVG.L Risk / Return Rank: 8585
Overall Rank
DRVG.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
DRVG.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
DRVG.L Omega Ratio Rank: 7878
Omega Ratio Rank
DRVG.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
DRVG.L Martin Ratio Rank: 8888
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.

WTEC.L vs. DRVG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Technology UCITS ETF USD Acc (WTEC.L) and Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.L). 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.


WTEC.LDRVG.LDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.75

-0.54

Sortino ratio

Return per unit of downside risk

1.77

2.39

-0.62

Omega ratio

Gain probability vs. loss probability

1.23

1.32

-0.09

Calmar ratio

Return relative to maximum drawdown

1.65

3.86

-2.21

Martin ratio

Return relative to average drawdown

5.07

11.91

-6.85

WTEC.L vs. DRVG.L - Sharpe Ratio Comparison

The current WTEC.L Sharpe Ratio is 1.20, which is lower than the DRVG.L Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of WTEC.L and DRVG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WTEC.LDRVG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.75

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.01

+0.97

Correlation

The correlation between WTEC.L and DRVG.L is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WTEC.L vs. DRVG.L - Dividend Comparison

WTEC.L has not paid dividends to shareholders, while DRVG.L's dividend yield for the trailing twelve months is around 0.58%.


TTM2025202420232022
WTEC.L
SPDR MSCI World Technology UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%
DRVG.L
Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing
0.58%0.94%0.58%0.01%0.01%

Drawdowns

WTEC.L vs. DRVG.L - Drawdown Comparison

The maximum WTEC.L drawdown since its inception was -35.96%, smaller than the maximum DRVG.L drawdown of -42.84%. Use the drawdown chart below to compare losses from any high point for WTEC.L and DRVG.L.


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Drawdown Indicators


WTEC.LDRVG.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.96%

-40.24%

+4.28%

Max Drawdown (1Y)

Largest decline over 1 year

-16.86%

-14.60%

-2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-35.96%

Current Drawdown

Current decline from peak

-12.90%

-6.12%

-6.78%

Average Drawdown

Average peak-to-trough decline

-6.38%

-18.40%

+12.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.48%

3.79%

+1.69%

Volatility

WTEC.L vs. DRVG.L - Volatility Comparison

The current volatility for SPDR MSCI World Technology UCITS ETF USD Acc (WTEC.L) is 6.86%, while Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.L) has a volatility of 7.95%. This indicates that WTEC.L experiences smaller price fluctuations and is considered to be less risky than DRVG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTEC.LDRVG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

7.95%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

15.27%

16.92%

-1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

23.96%

27.32%

-3.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.33%

27.08%

-3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.76%

27.08%

-5.32%