Megatrend Returns

Last Update: 30 November 2023

The best Megatrend in the last 6 months is Metaverse, that granded a +35.26% return.

The worst is Global Clean Energy, with a -32.28% return in the last 6 months.

The main Megatrends can be easily replicated by ETFs.

Megatrend Metrics

Columns are sortable, assets are pre-ordered by 1 year return.

MEGATRENDS
Metrics: Return - Risk - Drawdown
Last Update: 30 November 2023
Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Oct 2023. Waiting for updates, inflation of Nov 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.35% , 3Y: 5.74% , 5Y: 4.07% , 10Y: 2.82%
Returns over 1 year are annualized. Last update: 30 November 2023.
Risk is represented as the annualized Standard Deviation of monthly returns.
High values of Standard Deviation mean high fluctuations in prices.
Last update: 30 November 2023.
The maximum Drawdown is calculated considering the end of month prices.
Low Risk Assets usually grant less severe drawdowns.
Last update: 30 November 2023.
Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Oct 2023. Waiting for updates, inflation of Nov 2023 is set to 0%. 2023: 3.66%, 2022: 6.45%, 2021: 7.04%, 2020: 1.36%
Last update: 30 November 2023.
Swipe left to see all data
Return (%) - Nov 30, 2023
St.Dev. (%)
Ann. Return / St.Dev.
Max Drawdown (%)
Return / Drawdown
Ulcer Index
YTD(%)
Yearly Returns (%)
Dividend Yield (%)
Ticker Asset 1M 3M 6M 1Y ▾ 3Y 5Y 10Y 1Y 3Y 5Y 10Y 1Y 3Y 5Y 10Y 3Y 5Y 10Y 3Y 5Y 10Y 3Y 5Y 10Y 2023 2022 2021 2020 2023 2022 2021 2020
METV
Metaverse
13.90
6.50
8.45
35.26
-
-
-
 30.95 - - - 1.14 - - - - - - - - - - - -
48.33
-52.66
-
-
 0.00 0.04 - -
QQQ
[Benchmark] US Nasdaq
10.82
3.02
12.05
33.45
9.74
18.87
17.35
 21.64 22.14 22.30 18.35 1.55 0.44 0.85 0.95 -32.58 -32.58 -32.58 0.30 0.58 0.53 15.80 12.61 9.41
46.66
-32.58
27.42
48.40
 0.57 0.54 0.54 0.64
HACK
Cyber Security
11.38
7.46
14.92
23.71
4.37
9.79
-
 17.22 21.01 22.06 - 1.38 0.21 0.44 - -33.99 -33.99 - 0.13 0.29 - 20.03 16.02 -
28.96
-28.15
7.00
41.33
 0.09 0.17 0.24 1.54
BOTZ
Robotics and Artificial Intelligence
16.07
-1.12
-2.93
23.56
-5.65
6.71
-
 29.28 28.19 28.01 - 0.80 -0.20 0.24 - -51.91 -51.91 - -0.11 0.13 - 28.46 22.54 -
28.85
-42.69
8.65
51.92
 0.26 0.13 0.18 0.29
EBIZ
Global E-Commerce
17.15
4.27
20.27
15.96
-13.33
5.31
-
 37.58 29.00 30.68 - 0.42 -0.46 0.17 - -56.66 -56.66 - -0.24 0.09 - 37.71 29.62 -
22.79
-40.96
-13.27
74.37
 0.00 0.06 0.49 1.45
XT
Exponential Techonologies
13.29
0.16
4.36
9.37
1.57
9.90
-
 23.75 20.65 21.00 - 0.39 0.08 0.47 - -32.25 -32.25 - 0.05 0.31 - 16.57 13.22 -
17.56
-27.82
16.43
35.09
 0.30 0.56 0.97 1.03
SNSR
Internet Of Things
14.79
0.06
1.20
6.64
3.34
13.48
-
 25.70 24.60 25.84 - 0.26 0.14 0.52 - -36.31 -36.31 - 0.09 0.37 - 17.48 14.16 -
12.58
-25.51
23.66
35.05
 0.39 0.61 0.53 0.28
EMQQ
Emerging Markets E-Commerce
10.66
0.51
12.74
5.33
-19.58
1.55
-
 30.30 32.76 31.11 - 0.18 -0.60 0.05 - -67.75 -67.75 - -0.29 0.02 - 46.41 36.29 -
5.08
-30.70
-32.53
80.46
 0.00 0.00 0.00 0.32
CGW
Global Water
11.44
0.40
4.38
4.60
5.36
10.32
8.19
 18.98 20.96 19.81 16.11 0.24 0.26 0.52 0.51 -32.28 -32.28 -32.28 0.17 0.32 0.25 15.61 12.80 9.68
8.41
-21.99
31.71
15.42
 0.00 1.12 2.06 1.60
IFRA
US Infrastructure
7.23
-2.75
5.72
0.82
11.81
-
-
 17.12 19.85 - - 0.05 0.60 - - -16.45 - - 0.72 - - 5.34 - -
5.46
-3.31
29.81
7.35
 1.56 1.89 2.09 2.19
IGF
Global Infrastructure
9.33
1.36
0.92
-1.41
4.99
5.07
4.71
 15.74 15.91 18.85 15.08 -0.09 0.31 0.27 0.31 -17.00 -29.59 -29.59 0.29 0.17 0.16 5.92 9.45 7.92
1.94
-1.23
11.58
-6.50
 1.47 2.59 2.65 2.14
EMIF
Emerging Markets Infrastructure
6.79
-1.62
-1.40
-2.89
-0.69
-3.28
-2.50
 16.22 18.10 21.80 18.63 -0.18 -0.04 -0.15 -0.13 -22.13 -37.28 -39.25 -0.03 -0.09 -0.06 9.70 22.31 20.00
0.12
-12.57
3.72
-19.97
 1.08 2.63 3.97 1.99
BLCN
Blockchain
13.83
2.69
3.14
-8.72
-17.38
0.86
-
 29.82 28.21 28.08 - -0.29 -0.62 0.03 - -62.01 -62.01 - -0.28 0.01 - 40.19 31.45 -
5.22
-51.76
4.86
60.55
 0.62 0.61 0.59 0.92
IDRV
Self-Driving EV and Tech
7.09
-15.96
-8.08
-13.41
-4.85
-
-
 38.99 29.36 - - -0.34 -0.17 - - -41.09 - - -0.12 - - 22.05 - -
-0.20
-36.57
27.00
61.90
 1.30 1.43 1.41 1.09
IDNA
Genomics Immunology and Healthcare
13.85
-8.30
-13.22
-26.48
-22.33
-
-
 26.06 25.13 - - -1.02 -0.89 - - -65.91 - - -0.34 - - 40.37 - -
-17.80
-42.27
-3.99
64.73
 0.28 0.31 0.67 0.40
ICLN
Global Clean Energy
9.22
-11.63
-22.00
-32.28
-14.67
10.91
5.05
 21.95 30.59 32.12 26.24 -1.47 -0.48 0.34 0.19 -55.16 -55.16 -55.16 -0.27 0.20 0.09 31.01 24.44 22.77
-27.93
-5.41
-24.19
141.80
 0.63 0.83 0.89 0.83
Return over 1 year are annualized.
Readings that may interest you

Megatrend Correlations

Monthly correlations of Megatrend, over different timeframes.

If your screen resolution is not wide enough, scroll table horizzontally to explore the full dataset. You can click on header columns to sort them and hover on cells for tooltip details.

MEGATREND MONTHLY CORRELATIONS
Monthly correlations as of 30 November 2023
Swipe left to see all data
IDNA
IDRV
XT
BOTZ
HACK
IGF
IFRA
EMIF
ICLN
SNSR
CGW
BLCN
EBIZ
EMQQ
QQQ
METV
IDNA
-
0.75
0.91
0.83
0.69
0.80
0.76
0.81
0.84
0.78
0.84
0.85
0.80
0.66
0.81
0.76
IDRV
0.75
-
0.87
0.80
0.55
0.68
0.87
0.87
0.80
0.83
0.79
0.84
0.91
0.78
0.77
0.81
XT
0.91
0.87
-
0.95
0.82
0.77
0.82
0.83
0.93
0.94
0.89
0.90
0.88
0.77
0.92
0.94
BOTZ
0.83
0.80
0.95
-
0.78
0.72
0.73
0.78
0.94
0.95
0.84
0.80
0.77
0.65
0.90
0.94
HACK
0.69
0.55
0.82
0.78
-
0.37
0.48
0.40
0.69
0.82
0.58
0.61
0.52
0.43
0.79
0.78
IGF
0.80
0.68
0.77
0.72
0.37
-
0.84
0.89
0.85
0.70
0.94
0.87
0.84
0.77
0.68
0.66
IFRA
0.76
0.87
0.82
0.73
0.48
0.84
-
0.87
0.79
0.81
0.93
0.85
0.91
0.76
0.71
0.69
EMIF
0.81
0.87
0.83
0.78
0.40
0.89
0.87
-
0.89
0.78
0.87
0.85
0.91
0.80
0.70
0.72
ICLN
0.84
0.80
0.93
0.94
0.69
0.85
0.79
0.89
-
0.92
0.91
0.85
0.84
0.78
0.84
0.87
SNSR
0.78
0.83
0.94
0.95
0.82
0.70
0.81
0.78
0.92
-
0.86
0.80
0.81
0.67
0.85
0.89
CGW
0.84
0.79
0.89
0.84
0.58
0.94
0.93
0.87
0.91
0.86
-
0.91
0.90
0.81
0.80
0.79
BLCN
0.85
0.84
0.90
0.80
0.61
0.87
0.85
0.85
0.85
0.80
0.91
-
0.91
0.82
0.83
0.85
EBIZ
0.80
0.91
0.88
0.77
0.52
0.84
0.91
0.91
0.84
0.81
0.90
0.91
-
0.92
0.71
0.78
EMQQ
0.66
0.78
0.77
0.65
0.43
0.77
0.76
0.80
0.78
0.67
0.81
0.82
0.92
-
0.58
0.69
QQQ
0.81
0.77
0.92
0.90
0.79
0.68
0.71
0.70
0.84
0.85
0.80
0.83
0.71
0.58
-
0.94
METV
0.76
0.81
0.94
0.94
0.78
0.66
0.69
0.72
0.87
0.89
0.79
0.85
0.78
0.69
0.94
-
IDNA
IDRV
XT
BOTZ
HACK
IGF
IFRA
EMIF
ICLN
SNSR
CGW
BLCN
EBIZ
EMQQ
QQQ
METV
IDNA
-
0.67
0.80
0.76
0.66
0.46
0.49
0.33
0.66
0.70
0.69
0.64
0.69
0.46
0.74
-
IDRV
0.67
-
0.88
0.79
0.53
0.65
0.77
0.58
0.64
0.85
0.79
0.79
0.82
0.49
0.79
-
XT
0.80
0.88
-
0.93
0.74
0.73
0.79
0.56
0.68
0.95
0.90
0.83
0.83
0.49
0.93
-
BOTZ
0.76
0.79
0.93
-
0.72
0.65
0.70
0.53
0.65
0.92
0.83
0.78
0.76
0.41
0.88
-
HACK
0.66
0.53
0.74
0.72
-
0.42
0.51
0.24
0.67
0.68
0.66
0.59
0.51
0.19
0.74
-
IGF
0.46
0.65
0.73
0.65
0.42
-
0.87
0.74
0.57
0.70
0.81
0.69
0.62
0.37
0.63
-
IFRA
0.49
0.77
0.79
0.70
0.51
0.87
-
0.62
0.54
0.80
0.88
0.76
0.63
0.23
0.71
-
EMIF
0.33
0.58
0.56
0.53
0.24
0.74
0.62
-
0.37
0.54
0.52
0.48
0.59
0.53
0.38
-
ICLN
0.66
0.64
0.68
0.65
0.67
0.57
0.54
0.37
-
0.64
0.59
0.61
0.56
0.45
0.62
-
SNSR
0.70
0.85
0.95
0.92
0.68
0.70
0.80
0.54
0.64
-
0.90
0.77
0.76
0.41
0.88
-
CGW
0.69
0.79
0.90
0.83
0.66
0.81
0.88
0.52
0.59
0.90
-
0.77
0.70
0.31
0.85
-
BLCN
0.64
0.79
0.83
0.78
0.59
0.69
0.76
0.48
0.61
0.77
0.77
-
0.84
0.49
0.80
-
EBIZ
0.69
0.82
0.83
0.76
0.51
0.62
0.63
0.59
0.56
0.76
0.70
0.84
-
0.78
0.71
-
EMQQ
0.46
0.49
0.49
0.41
0.19
0.37
0.23
0.53
0.45
0.41
0.31
0.49
0.78
-
0.34
-
QQQ
0.74
0.79
0.93
0.88
0.74
0.63
0.71
0.38
0.62
0.88
0.85
0.80
0.71
0.34
-
-
METV
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
IDNA
IDRV
XT
BOTZ
HACK
IGF
IFRA
EMIF
ICLN
SNSR
CGW
BLCN
EBIZ
EMQQ
QQQ
METV
IDNA
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
IDRV
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
XT
-
-
-
0.93
0.81
0.77
-
0.66
0.73
0.96
0.90
0.87
-
0.62
0.93
-
BOTZ
-
-
0.93
-
0.77
0.68
-
0.56
0.69
0.91
0.83
0.81
-
0.56
0.88
-
HACK
-
-
0.81
0.77
-
0.57
-
0.43
0.65
0.77
0.70
0.71
-
0.41
0.79
-
IGF
-
-
0.77
0.68
0.57
-
-
0.84
0.65
0.74
0.84
0.69
-
0.45
0.67
-
IFRA
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
EMIF
-
-
0.66
0.56
0.43
0.84
-
-
0.49
0.65
0.65
0.54
-
0.49
0.50
-
ICLN
-
-
0.73
0.69
0.65
0.65
-
0.49
-
0.69
0.66
0.70
-
0.56
0.66
-
SNSR
-
-
0.96
0.91
0.77
0.74
-
0.65
0.69
-
0.89
0.82
-
0.55
0.88
-
CGW
-
-
0.90
0.83
0.70
0.84
-
0.65
0.66
0.89
-
0.79
-
0.44
0.83
-
BLCN
-
-
0.87
0.81
0.71
0.69
-
0.54
0.70
0.82
0.79
-
-
0.63
0.85
-
EBIZ
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
EMQQ
-
-
0.62
0.56
0.41
0.45
-
0.49
0.56
0.55
0.44
0.63
-
-
0.52
-
QQQ
-
-
0.93
0.88
0.79
0.67
-
0.50
0.66
0.88
0.83
0.85
-
0.52
-
-
METV
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-