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HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.DE) Sharpe Ratio: 1.02

ETF · Currency in EUR · Last updated Jun 5, 2026

ESGP.DE is a passive ETF by Invesco tracking the investment results of the MSCI Pacific Ex Japan NR USD. ESGP.DE launched on Jan 8, 2021 and has a 0.60% expense ratio.

ESGP.DE's Sharpe Ratio of 1.02 indicates that for each unit of volatility, it generates 1.02 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

ESGP.DE Sharpe Ratio Rank

ESGP.DE Sharpe Ratio Rank: 29.129
Below Average

ESGP.DE ranks above 29.1% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

ESGP.DE Sharpe Ratio Market Positioning

The chart shows ESGP.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.39
  • Green zone (top 25%): 2.39 or higher
  • Top 1%: 7.70+
  • Median: 1.69 — half of all investments score higher

How it compares to other similar ETFs

The table compares HANetf AuAg ESG Gold Mining UCITS ETF's Sharpe Ratio with other ETFs in the Asia Pacific Equities category across multiple time periods, showing how ESGP.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LKOR.DEAmundi MSCI Korea UCITS ETF Acc6.00
IQQK.DEiShares MSCI Korea UCITS ETF (Dist)5.92
FLXK.DEFranklin FTSE Korea UCITS ETF5.91
DBX8.DEXtrackers MSCI Korea UCITS ETF 1C5.17
FLXT.DEFranklin FTSE Taiwan UCITS ETF USD Capitalisation4.92
IQQT.DEiShares MSCI Taiwan UCITS ETF4.62
DBX5.DEXtrackers MSCI Taiwan UCITS ETF 1C4.62
VGEJ.DEVanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing3.80
VGEK.DEVanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating3.77
FVSJ.DEFranklin FTSE Asia ex China ex Japan UCITS ETF3.60
ESGP.DEHANetf AuAg ESG Gold Mining UCITS ETF1.02

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ESGP.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ESGP.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does ESGP.DE fit in your portfolio?

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