Megatrend Returns

Last Update: 30 April 2024

The best Megatrend in the last 6 months is Cyber Security, that granded a +37.51% return.

The worst is Global Clean Energy, with a -28.22% 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 April 2024
Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Apr 2024. Current inflation (annualized) is 1Y: 3.36% , 3Y: 5.50% , 5Y: 4.18% , 10Y: 2.85%
Returns over 1 year are annualized. Last update: 30 April 2024.
Risk is represented as the annualized Standard Deviation of monthly returns.
High values of Standard Deviation mean high fluctuations in prices.
Last update: 30 April 2024.
The maximum Drawdown is calculated considering the end of month prices.
Low Risk Assets usually grant less severe drawdowns.
Last update: 30 April 2024.
Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Apr 2024. 2024: 1.45%, 2023: 3.32%, 2022: 6.41%, 2021: 7.18%
Last update: 30 April 2024.
Swipe left to see all data
Return (%) - Apr 30, 2024
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 2024 2023 2022 2021 2024 2023 2022 2021
HACK
Cyber Security
-3.88
-1.38
21.09
37.51
2.76
8.65
-
15.98 19.41 21.38 - 2.35 0.14 0.40 - -33.99 -33.99 - 0.08 0.25 - 20.02 16.05 -
2.00
37.44
-28.15
7.00
0.00 0.28 0.17 0.24
METV
Metaverse
-4.51
4.67
27.16
33.29
-
-
-
22.59 - - - 1.47 - - - - - - - - - - - -
3.13
60.57
-52.66
0.40
0.00 0.26 0.04 0.00
QQQ
[Benchmark] US Nasdaq
-4.37
1.96
21.47
32.51
8.59
18.27
18.09
16.59 22.35 21.77 18.39 1.96 0.38 0.84 0.98 -32.58 -32.58 -32.58 0.26 0.56 0.56 15.82 12.57 9.41
3.82
54.85
-32.58
27.42
0.14 0.95 0.54 0.54
EBIZ
Global E-Commerce
-4.40
13.58
34.53
31.89
-12.78
4.34
-
31.05 30.31 30.13 - 1.03 -0.42 0.14 - -56.08 -56.66 - -0.23 0.08 - 39.36 31.39 -
7.74
30.88
-40.96
-13.27
0.00 0.00 0.06 0.49
BOTZ
Robotics and Artificial Intelligence
-6.07
4.55
31.24
20.19
-4.34
7.17
-
26.71 29.03 27.26 - 0.76 -0.15 0.26 - -51.91 -51.91 - -0.08 0.14 - 29.42 23.21 -
4.84
38.97
-42.69
8.65
0.00 0.28 0.13 0.18
BLCN
Blockchain
-12.75
7.18
32.09
17.19
-19.64
1.77
-
34.00 30.63 29.61 - 0.51 -0.64 0.06 - -62.01 -62.01 - -0.32 0.03 - 43.98 34.37 -
0.82
21.10
-51.76
4.86
0.00 0.65 0.61 0.59
IFRA
US Infrastructure
-2.61
9.53
21.41
16.18
7.81
11.57
-
18.51 19.76 21.30 - 0.87 0.40 0.54 - -16.45 -28.74 - 0.47 0.40 - 5.39 7.82 -
5.26
13.43
-3.31
29.81
0.40 2.21 1.89 2.09
SNSR
Internet Of Things
-4.09
3.89
23.47
13.89
1.26
12.63
-
24.37 25.32 25.29 - 0.57 0.05 0.50 - -36.31 -36.31 - 0.03 0.35 - 17.82 14.36 -
-1.59
23.05
-25.51
23.66
0.00 0.90 0.61 0.53
CGW
Global Water
-1.31
7.60
22.75
12.03
3.32
10.20
8.35
18.82 21.18 19.72 16.12 0.64 0.16 0.52 0.52 -32.28 -32.28 -32.28 0.10 0.32 0.26 15.99 13.07 9.86
3.38
15.51
-21.99
31.71
0.00 1.76 1.12 2.06
XT
Exponential Techonologies
-6.42
-2.26
14.07
10.31
-2.46
8.36
-
21.96 21.42 20.99 - 0.47 -0.11 0.40 - -32.25 -32.25 - -0.08 0.26 - 17.04 13.54 -
-6.81
27.03
-27.82
16.43
0.00 0.52 0.56 0.97
EMQQ
Emerging Markets E-Commerce
3.74
12.66
15.05
8.94
-20.14
-0.75
-
24.40 32.12 30.37 - 0.37 -0.63 -0.02 - -64.20 -67.75 - -0.31 -0.01 - 46.05 39.73 -
5.42
3.63
-30.70
-32.53
0.00 0.00 0.00 0.00
EMIF
Emerging Markets Infrastructure
0.55
5.41
15.96
4.26
0.09
-2.15
-1.56
15.00 17.46 21.67 18.57 0.28 0.00 -0.10 -0.08 -22.13 -37.28 -39.25 0.00 -0.06 -0.04 10.07 23.19 20.63
2.85
5.71
-12.57
3.72
0.00 2.74 2.63 3.97
IGF
Global Infrastructure
-0.65
4.28
14.50
-0.07
3.31
3.68
4.15
15.23 15.94 18.65 15.12 0.00 0.21 0.20 0.27 -17.00 -29.59 -29.59 0.19 0.12 0.14 6.06 9.50 7.96
0.55
6.17
-1.23
11.58
0.00 3.48 2.59 2.65
IDNA
Genomics Immunology and Healthcare
-6.19
1.35
25.63
-2.60
-21.61
-
-
27.03 25.86 - - -0.10 -0.84 - - -65.91 - - -0.33 - - 45.25 - -
-1.83
-7.61
-42.27
-3.99
0.00 0.96 0.31 0.67
IDRV
Self-Driving EV and Tech
-5.73
-1.04
-4.02
-16.75
-12.64
4.95
-
35.35 31.30 30.93 - -0.47 -0.40 0.16 - -43.45 -43.45 - -0.29 0.11 - 26.40 20.95 -
-17.08
7.87
-36.57
27.00
0.00 2.31 1.43 1.41
ICLN
Global Clean Energy
-5.36
-4.20
2.53
-28.22
-16.15
6.60
4.14
25.17 28.22 32.18 26.61 -1.12 -0.57 0.21 0.16 -47.41 -55.16 -55.16 -0.34 0.12 0.08 26.05 28.47 25.02
-15.03
-20.38
-5.41
-24.19
0.00 1.25 0.83 0.89
Return over 1 year are annualized.

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 April 2024
Swipe left to see all data
IDNA
IDRV
XT
BOTZ
HACK
IGF
IFRA
EMIF
ICLN
SNSR
CGW
BLCN
EBIZ
EMQQ
QQQ
METV
IDNA
-
0.72
0.92
0.90
0.79
0.71
0.74
0.77
0.90
0.89
0.82
0.84
0.78
0.49
0.84
0.86
IDRV
0.72
-
0.83
0.72
0.50
0.64
0.81
0.85
0.83
0.83
0.75
0.75
0.87
0.72
0.69
0.75
XT
0.92
0.83
-
0.93
0.84
0.73
0.78
0.78
0.91
0.96
0.85
0.85
0.84
0.57
0.93
0.95
BOTZ
0.90
0.72
0.93
-
0.86
0.64
0.71
0.74
0.84
0.94
0.79
0.78
0.75
0.44
0.95
0.96
HACK
0.79
0.50
0.84
0.86
-
0.35
0.38
0.41
0.61
0.74
0.52
0.56
0.48
0.16
0.91
0.85
IGF
0.71
0.64
0.73
0.64
0.35
-
0.88
0.86
0.84
0.79
0.95
0.79
0.84
0.78
0.58
0.64
IFRA
0.74
0.81
0.78
0.71
0.38
0.88
-
0.87
0.86
0.85
0.94
0.86
0.89
0.69
0.68
0.69
EMIF
0.77
0.85
0.78
0.74
0.41
0.86
0.87
-
0.90
0.87
0.86
0.76
0.88
0.73
0.62
0.71
ICLN
0.90
0.83
0.91
0.84
0.61
0.84
0.86
0.90
-
0.95
0.90
0.85
0.81
0.59
0.75
0.84
SNSR
0.89
0.83
0.96
0.94
0.74
0.79
0.85
0.87
0.95
-
0.89
0.82
0.83
0.55
0.89
0.92
CGW
0.82
0.75
0.85
0.79
0.52
0.95
0.94
0.86
0.90
0.89
-
0.86
0.90
0.74
0.75
0.79
BLCN
0.84
0.75
0.85
0.78
0.56
0.79
0.86
0.76
0.85
0.82
0.86
-
0.88
0.61
0.74
0.83
EBIZ
0.78
0.87
0.84
0.75
0.48
0.84
0.89
0.88
0.81
0.83
0.90
0.88
-
0.85
0.72
0.76
EMQQ
0.49
0.72
0.57
0.44
0.16
0.78
0.69
0.73
0.59
0.55
0.74
0.61
0.85
-
0.41
0.48
QQQ
0.84
0.69
0.93
0.95
0.91
0.58
0.68
0.62
0.75
0.89
0.75
0.74
0.72
0.41
-
0.94
METV
0.86
0.75
0.95
0.96
0.85
0.64
0.69
0.71
0.84
0.92
0.79
0.83
0.76
0.48
0.94
-
IDNA
IDRV
XT
BOTZ
HACK
IGF
IFRA
EMIF
ICLN
SNSR
CGW
BLCN
EBIZ
EMQQ
QQQ
METV
IDNA
-
0.68
0.83
0.79
0.68
0.51
0.60
0.45
0.69
0.74
0.72
0.77
0.73
0.42
0.76
-
IDRV
0.68
-
0.88
0.76
0.51
0.65
0.78
0.59
0.70
0.85
0.78
0.78
0.81
0.48
0.76
-
XT
0.83
0.88
-
0.93
0.76
0.73
0.82
0.59
0.75
0.96
0.90
0.85
0.83
0.46
0.92
-
BOTZ
0.79
0.76
0.93
-
0.76
0.66
0.75
0.57
0.69
0.92
0.83
0.82
0.77
0.40
0.89
-
HACK
0.68
0.51
0.76
0.76
-
0.43
0.59
0.24
0.57
0.71
0.67
0.69
0.54
0.13
0.78
-
IGF
0.51
0.65
0.73
0.66
0.43
-
0.88
0.76
0.68
0.72
0.81
0.69
0.65
0.43
0.62
-
IFRA
0.60
0.78
0.82
0.75
0.59
0.88
-
0.62
0.70
0.85
0.91
0.78
0.69
0.29
0.73
-
EMIF
0.45
0.59
0.59
0.57
0.24
0.76
0.62
-
0.42
0.58
0.56
0.50
0.65
0.60
0.40
-
ICLN
0.69
0.70
0.75
0.69
0.57
0.68
0.70
0.42
-
0.72
0.68
0.75
0.62
0.44
0.67
-
SNSR
0.74
0.85
0.96
0.92
0.71
0.72
0.85
0.58
0.72
-
0.92
0.79
0.76
0.38
0.88
-
CGW
0.72
0.78
0.90
0.83
0.67
0.81
0.91
0.56
0.68
0.92
-
0.79
0.73
0.34
0.83
-
BLCN
0.77
0.78
0.85
0.82
0.69
0.69
0.78
0.50
0.75
0.79
0.79
-
0.86
0.47
0.82
-
EBIZ
0.73
0.81
0.83
0.77
0.54
0.65
0.69
0.65
0.62
0.76
0.73
0.86
-
0.75
0.72
-
EMQQ
0.42
0.48
0.46
0.40
0.13
0.43
0.29
0.60
0.44
0.38
0.34
0.47
0.75
-
0.34
-
QQQ
0.76
0.76
0.92
0.89
0.78
0.62
0.73
0.40
0.67
0.88
0.83
0.82
0.72
0.34
-
-
METV
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
IDNA
IDRV
XT
BOTZ
HACK
IGF
IFRA
EMIF
ICLN
SNSR
CGW
BLCN
EBIZ
EMQQ
QQQ
METV
IDNA
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
IDRV
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
XT
-
-
-
0.93
0.79
0.76
0.82
0.66
0.73
0.96
0.89
0.86
0.86
0.57
0.92
-
BOTZ
-
-
0.93
-
0.75
0.66
0.74
0.59
0.67
0.91
0.83
0.80
0.80
0.52
0.87
-
HACK
-
-
0.79
0.75
-
0.53
0.59
0.43
0.62
0.74
0.67
0.67
0.64
0.34
0.79
-
IGF
-
-
0.76
0.66
0.53
-
0.89
0.84
0.63
0.74
0.83
0.66
0.65
0.42
0.65
-
IFRA
-
-
0.82
0.74
0.59
0.89
-
0.75
0.60
0.84
0.89
0.75
0.69
0.36
0.72
-
EMIF
-
-
0.66
0.59
0.43
0.84
0.75
-
0.48
0.67
0.66
0.54
0.61
0.48
0.51
-
ICLN
-
-
0.73
0.67
0.62
0.63
0.60
0.48
-
0.69
0.65
0.68
0.64
0.53
0.64
-
SNSR
-
-
0.96
0.91
0.74
0.74
0.84
0.67
0.69
-
0.89
0.81
0.81
0.52
0.88
-
CGW
-
-
0.89
0.83
0.67
0.83
0.89
0.66
0.65
0.89
-
0.77
0.73
0.41
0.82
-
BLCN
-
-
0.86
0.80
0.67
0.66
0.75
0.54
0.68
0.81
0.77
-
0.87
0.56
0.82
-
EBIZ
-
-
0.86
0.80
0.64
0.65
0.69
0.61
0.64
0.81
0.73
0.87
-
0.79
0.78
-
EMQQ
-
-
0.57
0.52
0.34
0.42
0.36
0.48
0.53
0.52
0.41
0.56
0.79
-
0.47
-
QQQ
-
-
0.92
0.87
0.79
0.65
0.72
0.51
0.64
0.88
0.82
0.82
0.78
0.47
-
-
METV
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-