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0B2.DE vs. GERD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

0B2.DE vs. GERD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BAWAG Group AG (0B2.DE) and L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 0B2.DE achieves a 23.06% return, which is significantly higher than GERD.DE's 14.41% return.


0B2.DE

1D
2.92%
1M
4.04%
YTD
23.06%
6M
34.68%
1Y
46.26%
3Y*
62.56%
5Y*
35.83%
10Y*

GERD.DE

1D
-0.18%
1M
5.63%
YTD
14.41%
6M
15.59%
1Y
26.06%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

0B2.DE vs. GERD.DE - Yearly Performance Comparison


2026 (YTD)202520242023
0B2.DE
BAWAG Group AG
23.06%70.86%82.66%9.57%
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc
14.41%10.26%18.54%7.85%

Correlation

The correlation between 0B2.DE and GERD.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2023

0.33

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Return for Risk

0B2.DE vs. GERD.DE — Risk / Return Rank

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

0B2.DE
0B2.DE Risk / Return Rank: 8383
Overall Rank
0B2.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
0B2.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
0B2.DE Omega Ratio Rank: 7979
Omega Ratio Rank
0B2.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
0B2.DE Martin Ratio Rank: 8787
Martin Ratio Rank

GERD.DE
GERD.DE Risk / Return Rank: 7171
Overall Rank
GERD.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GERD.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
GERD.DE Omega Ratio Rank: 6767
Omega Ratio Rank
GERD.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
GERD.DE Martin Ratio Rank: 8080
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.

0B2.DE vs. GERD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BAWAG Group AG (0B2.DE) and L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE). 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.


0B2.DEGERD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.30

1.39

-0.09

Calmar ratioReturn relative to maximum drawdown

3.01

3.92

-0.91

Martin ratioReturn relative to average drawdown

10.04

15.42

-5.38

0B2.DE vs. GERD.DE - Sharpe Ratio Comparison

The current 0B2.DE Sharpe Ratio is 1.74, which is comparable to the GERD.DE Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of 0B2.DE and GERD.DE, 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


0B2.DEGERD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

2.18

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

1.35

-0.40

Drawdowns

0B2.DE vs. GERD.DE - Drawdown Comparison

The maximum 0B2.DE drawdown since its inception was -53.63%, which is greater than GERD.DE's maximum drawdown of -19.22%. Use the drawdown chart below to compare losses from any high point for 0B2.DE and GERD.DE.


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Drawdown Indicators


0B2.DEGERD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-53.63%

-19.22%

-34.41%

Max Drawdown (1Y)

Largest decline over 1 year

-15.89%

-6.61%

-9.28%

Max Drawdown (3Y)

Largest decline over 3 years

-19.84%

Max Drawdown (5Y)

Largest decline over 5 years

-30.88%

Current Drawdown

Current decline from peak

-2.19%

-0.19%

-2.00%

Average Drawdown

Average peak-to-trough decline

-10.33%

-2.24%

-8.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.73%

1.69%

+3.04%

Volatility

0B2.DE vs. GERD.DE - Volatility Comparison

BAWAG Group AG (0B2.DE) has a higher volatility of 7.37% compared to L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) at 3.18%. This indicates that 0B2.DE's price experiences larger fluctuations and is considered to be riskier than GERD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


0B2.DEGERD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.37%

3.18%

+4.19%

Volatility (6M)

Calculated over the trailing 6-month period

21.15%

8.49%

+12.66%

Volatility (1Y)

Calculated over the trailing 1-year period

27.45%

11.92%

+15.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.31%

12.95%

+20.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.10%

12.95%

+28.15%

Dividends

0B2.DE vs. GERD.DE - Dividend Comparison

0B2.DE's dividend yield for the trailing twelve months is around 4.12%, while GERD.DE has not paid dividends to shareholders.


PositionTTM2025202420232022
0B2.DE
BAWAG Group AG
4.12%4.28%6.21%7.69%6.11%
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


0B2.DE and GERD.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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