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XFSN.L vs. ITEC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XFSN.L vs. ITEC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Fintech Innovation UCITS ETF 1C (XFSN.L) and SPDR® MSCI Europe Technology UCITS ETF (ITEC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XFSN.L is traded in GBP, while ITEC.L is traded in EUR. To make them comparable, the ITEC.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XFSN.L achieves a -3.47% return, which is significantly lower than ITEC.L's 49.43% return.


XFSN.L

1D
-2.16%
1M
6.48%
YTD
-3.47%
6M
-4.83%
1Y
-1.28%
3Y*
13.55%
5Y*
10Y*

ITEC.L

1D
-0.19%
1M
23.17%
YTD
49.43%
6M
47.19%
1Y
66.35%
3Y*
24.62%
5Y*
15.23%
10Y*
17.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XFSN.L vs. ITEC.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XFSN.L
Xtrackers MSCI Fintech Innovation UCITS ETF 1C
-3.47%2.93%34.89%21.37%-7.30%
ITEC.L
SPDR® MSCI Europe Technology UCITS ETF
49.43%15.55%3.61%32.30%2.30%

Correlation

The correlation between XFSN.L and ITEC.L is 0.53, 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

0.53

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

0.62

Correlation (All Time)
Calculated using the full available price history since Jul 21, 2022

0.64

The correlation between XFSN.L and ITEC.L shifts across timeframes, from 0.53 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XFSN.L vs. ITEC.L — Risk / Return Rank

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

XFSN.L
XFSN.L Risk / Return Rank: 88
Overall Rank
XFSN.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XFSN.L Sortino Ratio Rank: 88
Sortino Ratio Rank
XFSN.L Omega Ratio Rank: 88
Omega Ratio Rank
XFSN.L Calmar Ratio Rank: 88
Calmar Ratio Rank
XFSN.L Martin Ratio Rank: 88
Martin Ratio Rank

ITEC.L
ITEC.L Risk / Return Rank: 7373
Overall Rank
ITEC.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ITEC.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
ITEC.L Omega Ratio Rank: 6565
Omega Ratio Rank
ITEC.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
ITEC.L Martin Ratio Rank: 6868
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.

XFSN.L vs. ITEC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Fintech Innovation UCITS ETF 1C (XFSN.L) and SPDR® MSCI Europe Technology UCITS ETF (ITEC.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.


XFSN.LITEC.LDifference
Sharpe ratioReturn per unit of total volatility

-2.72

Sortino ratioReturn per unit of downside risk

-3.54

Omega ratioGain probability vs. loss probability

1.00

1.43

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.05

5.50

-5.55

Martin ratioReturn relative to average drawdown

-0.11

13.97

-14.08

XFSN.L vs. ITEC.L - Sharpe Ratio Comparison

The current XFSN.L Sharpe Ratio is -0.08, which is lower than the ITEC.L Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of XFSN.L and ITEC.L, 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


XFSN.LITEC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

2.64

-2.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.69

-0.09

Drawdowns

XFSN.L vs. ITEC.L - Drawdown Comparison

The maximum XFSN.L drawdown since its inception was -23.96%, smaller than the maximum ITEC.L drawdown of -37.70%. Use the drawdown chart below to compare losses from any high point for XFSN.L and ITEC.L.


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Drawdown Indicators


XFSN.LITEC.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.96%

-37.70%

+13.74%

Max Drawdown (1Y)

Largest decline over 1 year

-23.96%

-12.01%

-11.95%

Max Drawdown (3Y)

Largest decline over 3 years

-23.96%

-25.71%

+1.75%

Max Drawdown (5Y)

Largest decline over 5 years

-37.70%

Max Drawdown (10Y)

Largest decline over 10 years

-37.70%

Current Drawdown

Current decline from peak

-12.12%

-0.19%

-11.93%

Average Drawdown

Average peak-to-trough decline

-6.18%

-8.32%

+2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.36%

4.74%

+6.62%

Volatility

XFSN.L vs. ITEC.L - Volatility Comparison

The current volatility for Xtrackers MSCI Fintech Innovation UCITS ETF 1C (XFSN.L) is 4.25%, while SPDR® MSCI Europe Technology UCITS ETF (ITEC.L) has a volatility of 10.32%. This indicates that XFSN.L experiences smaller price fluctuations and is considered to be less risky than ITEC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XFSN.LITEC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

10.32%

-6.07%

Volatility (6M)

Calculated over the trailing 6-month period

11.65%

20.33%

-8.68%

Volatility (1Y)

Calculated over the trailing 1-year period

15.60%

25.05%

-9.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.55%

25.41%

-6.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.55%

23.87%

-5.32%

XFSN.L vs. ITEC.L - Expense Ratio Comparison

XFSN.L has a 0.35% expense ratio, which is higher than ITEC.L's 0.18% expense ratio.


Dividends

XFSN.L vs. ITEC.L - Dividend Comparison

Neither XFSN.L nor ITEC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XFSN.L and ITEC.L have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ITEC.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ITEC.L is cheaper with a 0.18% expense ratio, compared with 0.35% for XFSN.L.

Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: DWS and State Street. Their fees differ too: 0.35% for XFSN.L and 0.18% for ITEC.L.

Portfolio Optimizer

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