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ANAU.DE vs. AXQE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ANAU.DE vs. AXQE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AXA IM NASDAQ 100 UCITS ETF - USD Acc (ANAU.DE) and AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating (AXQE.DE). The values are adjusted to include any dividend payments, if applicable.

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ANAU.DE vs. AXQE.DE - Yearly Performance Comparison


Different Trading Currencies

ANAU.DE is traded in USD, while AXQE.DE is traded in EUR. To make them comparable, the AXQE.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ANAU.DE achieves a -5.82% return, which is significantly lower than AXQE.DE's 5.82% return.


ANAU.DE

1D
-0.41%
1M
-2.22%
YTD
-5.82%
6M
-3.06%
1Y
23.56%
3Y*
5Y*
10Y*

AXQE.DE

1D
-1.77%
1M
-1.93%
YTD
5.82%
6M
14.71%
1Y
49.34%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ANAU.DE vs. AXQE.DE - Expense Ratio Comparison

ANAU.DE has a 0.14% expense ratio, which is lower than AXQE.DE's 0.30% expense ratio.


Return for Risk

ANAU.DE vs. AXQE.DE — Risk / Return Rank

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

ANAU.DE
ANAU.DE Risk / Return Rank: 6868
Overall Rank
ANAU.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ANAU.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
ANAU.DE Omega Ratio Rank: 6060
Omega Ratio Rank
ANAU.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
ANAU.DE Martin Ratio Rank: 7575
Martin Ratio Rank

AXQE.DE
AXQE.DE Risk / Return Rank: 8080
Overall Rank
AXQE.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
AXQE.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
AXQE.DE Omega Ratio Rank: 8686
Omega Ratio Rank
AXQE.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
AXQE.DE Martin Ratio Rank: 7070
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.

ANAU.DE vs. AXQE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AXA IM NASDAQ 100 UCITS ETF - USD Acc (ANAU.DE) and AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating (AXQE.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.


ANAU.DEAXQE.DEDifference

Sharpe ratio

Return per unit of total volatility

1.18

2.00

-0.81

Sortino ratio

Return per unit of downside risk

1.77

2.60

-0.84

Omega ratio

Gain probability vs. loss probability

1.24

1.36

-0.13

Calmar ratio

Return relative to maximum drawdown

2.68

2.45

+0.23

Martin ratio

Return relative to average drawdown

9.77

9.18

+0.60

ANAU.DE vs. AXQE.DE - Sharpe Ratio Comparison

The current ANAU.DE Sharpe Ratio is 1.18, which is lower than the AXQE.DE Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of ANAU.DE and AXQE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ANAU.DEAXQE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

2.00

-0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

1.88

-0.78

Correlation

The correlation between ANAU.DE and AXQE.DE is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ANAU.DE vs. AXQE.DE - Dividend Comparison

Neither ANAU.DE nor AXQE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ANAU.DE vs. AXQE.DE - Drawdown Comparison

The maximum ANAU.DE drawdown since its inception was -22.35%, which is greater than AXQE.DE's maximum drawdown of -19.02%. Use the drawdown chart below to compare losses from any high point for ANAU.DE and AXQE.DE.


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Drawdown Indicators


ANAU.DEAXQE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.35%

-16.82%

-5.53%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

-16.82%

+5.94%

Current Drawdown

Current decline from peak

-7.86%

-13.69%

+5.83%

Average Drawdown

Average peak-to-trough decline

-3.08%

-2.69%

-0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

4.48%

-1.50%

Volatility

ANAU.DE vs. AXQE.DE - Volatility Comparison

The current volatility for AXA IM NASDAQ 100 UCITS ETF - USD Acc (ANAU.DE) is 5.63%, while AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating (AXQE.DE) has a volatility of 10.10%. This indicates that ANAU.DE experiences smaller price fluctuations and is considered to be less risky than AXQE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ANAU.DEAXQE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

10.10%

-4.47%

Volatility (6M)

Calculated over the trailing 6-month period

12.06%

18.50%

-6.44%

Volatility (1Y)

Calculated over the trailing 1-year period

19.85%

24.60%

-4.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.38%

23.95%

-5.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

23.95%

-5.57%