AE50.DE vs. ASWA.DE
AE50.DE (Amundi ETF STOXX Europe 50 UCITS ETF EUR) and ASWA.DE (HANetf European Green Deal UCITS ETF Acc) are both Europe Equities funds - AE50.DE tracks the STOXX® Europe 50 while ASWA.DE tracks the SGI European Green Deal ESG Screened. Both are passively managed. Over the past year, AE50.DE returned 16.71% vs 0.26% for ASWA.DE. A 0.61 correlation means they provide meaningful diversification when combined. AE50.DE charges 0.15%/yr vs 0.60%/yr for ASWA.DE.
Performance
AE50.DE vs. ASWA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AE50.DE achieves a 7.47% return, which is significantly higher than ASWA.DE's -10.58% return.
AE50.DE
- 1D
- 0.82%
- 1M
- 3.36%
- YTD
- 7.47%
- 6M
- 9.70%
- 1Y
- 16.71%
- 3Y*
- 12.27%
- 5Y*
- 11.33%
- 10Y*
- 9.32%
ASWA.DE
- 1D
- -0.09%
- 1M
- 0.41%
- YTD
- -10.58%
- 6M
- -9.71%
- 1Y
- 0.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AE50.DE vs. ASWA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AE50.DE Amundi ETF STOXX Europe 50 UCITS ETF EUR | 7.47% | 18.08% | 7.63% | 3.31% |
ASWA.DE HANetf European Green Deal UCITS ETF Acc | -10.58% | 26.07% | -11.37% | -2.40% |
Correlation
The correlation between AE50.DE and ASWA.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2023 | 0.61 |
The correlation between AE50.DE and ASWA.DE shifts across timeframes, from 0.47 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AE50.DE vs. ASWA.DE — Risk / Return Rank
AE50.DE
ASWA.DE
AE50.DE vs. ASWA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) and HANetf European Green Deal UCITS ETF Acc (ASWA.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.
| AE50.DE | ASWA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.06 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 0.01 | +1.74 |
| Martin ratioReturn relative to average drawdown | 6.15 | 0.03 | +6.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AE50.DE | ASWA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.01 | +1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | -0.04 | +0.52 |
Drawdowns
AE50.DE vs. ASWA.DE - Drawdown Comparison
The maximum AE50.DE drawdown since its inception was -32.20%, which is greater than ASWA.DE's maximum drawdown of -30.36%. Use the drawdown chart below to compare losses from any high point for AE50.DE and ASWA.DE.
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Drawdown Indicators
| AE50.DE | ASWA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.20% | -30.36% | -1.84% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -30.36% | +20.82% |
Max Drawdown (3Y)Largest decline over 3 years | -17.29% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.29% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.20% | — | — |
Current DrawdownCurrent decline from peak | -1.65% | -23.85% | +22.20% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -8.15% | +2.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 10.54% | -7.83% |
Volatility
AE50.DE vs. ASWA.DE - Volatility Comparison
The current volatility for Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) is 4.34%, while HANetf European Green Deal UCITS ETF Acc (ASWA.DE) has a volatility of 7.52%. This indicates that AE50.DE experiences smaller price fluctuations and is considered to be less risky than ASWA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AE50.DE | ASWA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 7.52% | -3.18% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 37.06% | -26.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.25% | 33.68% | -20.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.93% | 24.72% | -10.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.11% | 24.72% | -9.61% |
AE50.DE vs. ASWA.DE - Expense Ratio Comparison
AE50.DE has a 0.15% expense ratio, which is lower than ASWA.DE's 0.60% expense ratio.
Dividends
AE50.DE vs. ASWA.DE - Dividend Comparison
Neither AE50.DE nor ASWA.DE has paid dividends to shareholders.
Frequently Asked Questions
AE50.DE and ASWA.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AE50.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AE50.DE is cheaper with a 0.15% expense ratio, compared with 0.60% for ASWA.DE.
AE50.DE tracks STOXX® Europe 50, while ASWA.DE tracks SGI European Green Deal ESG Screened. They also come from different issuers: Amundi and HANetf. Their fees differ too: 0.15% for AE50.DE and 0.60% for ASWA.DE.
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