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

Performance

WTEC.L vs. SCHF - 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 Schwab International Equity ETF (SCHF). The values are adjusted to include any dividend payments, if applicable.

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WTEC.L vs. SCHF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WTEC.L
SPDR MSCI World Technology UCITS ETF USD Acc
-7.94%22.22%34.07%54.87%-31.49%29.89%44.12%46.72%-3.47%37.86%
SCHF
Schwab International Equity ETF
4.58%34.55%3.28%18.35%-14.80%11.40%9.48%22.26%-14.29%26.03%

Returns By Period

In the year-to-date period, WTEC.L achieves a -7.94% return, which is significantly lower than SCHF's 4.58% 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*

SCHF

1D
1.58%
1M
-5.42%
YTD
4.58%
6M
10.18%
1Y
31.07%
3Y*
16.76%
5Y*
9.03%
10Y*
9.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WTEC.L vs. SCHF - Expense Ratio Comparison

WTEC.L has a 0.30% expense ratio, which is higher than SCHF's 0.06% expense ratio.


Return for Risk

WTEC.L vs. SCHF — 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

SCHF
SCHF Risk / Return Rank: 8686
Overall Rank
SCHF Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SCHF Sortino Ratio Rank: 8686
Sortino Ratio Rank
SCHF Omega Ratio Rank: 8686
Omega Ratio Rank
SCHF Calmar Ratio Rank: 8787
Calmar Ratio Rank
SCHF 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.

WTEC.L vs. SCHF - 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 Schwab International Equity ETF (SCHF). 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.LSCHFDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.76

-0.56

Sortino ratio

Return per unit of downside risk

1.77

2.40

-0.63

Omega ratio

Gain probability vs. loss probability

1.23

1.35

-0.12

Calmar ratio

Return relative to maximum drawdown

1.65

2.75

-1.10

Martin ratio

Return relative to average drawdown

5.07

10.59

-5.53

WTEC.L vs. SCHF - Sharpe Ratio Comparison

The current WTEC.L Sharpe Ratio is 1.20, which is lower than the SCHF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of WTEC.L and SCHF, 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.LSCHFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.76

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.56

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.40

+0.58

Correlation

The correlation between WTEC.L and SCHF is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WTEC.L vs. SCHF - Dividend Comparison

WTEC.L has not paid dividends to shareholders, while SCHF's dividend yield for the trailing twelve months is around 3.27%.


TTM20252024202320222021202020192018201720162015
WTEC.L
SPDR MSCI World Technology UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHF
Schwab International Equity ETF
3.27%3.42%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%

Drawdowns

WTEC.L vs. SCHF - Drawdown Comparison

The maximum WTEC.L drawdown since its inception was -35.96%, roughly equal to the maximum SCHF drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for WTEC.L and SCHF.


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Drawdown Indicators


WTEC.LSCHFDifference

Max Drawdown

Largest peak-to-trough decline

-35.96%

-34.87%

-1.09%

Max Drawdown (1Y)

Largest decline over 1 year

-16.86%

-11.48%

-5.38%

Max Drawdown (5Y)

Largest decline over 5 years

-35.96%

-29.14%

-6.82%

Max Drawdown (10Y)

Largest decline over 10 years

-34.87%

Current Drawdown

Current decline from peak

-12.90%

-7.16%

-5.74%

Average Drawdown

Average peak-to-trough decline

-6.38%

-7.44%

+1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.48%

2.98%

+2.50%

Volatility

WTEC.L vs. SCHF - Volatility Comparison

The current volatility for SPDR MSCI World Technology UCITS ETF USD Acc (WTEC.L) is 6.86%, while Schwab International Equity ETF (SCHF) has a volatility of 7.94%. This indicates that WTEC.L experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTEC.LSCHFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

7.94%

-1.08%

Volatility (6M)

Calculated over the trailing 6-month period

15.27%

11.79%

+3.48%

Volatility (1Y)

Calculated over the trailing 1-year period

23.96%

17.75%

+6.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.33%

16.14%

+7.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.76%

17.09%

+4.67%