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ASCH.DE vs. TSWE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ASCH.DE vs. TSWE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in abrdn Future Supply Chains UCITS ETF (ASCH.DE) and VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE). The values are adjusted to include any dividend payments, if applicable.

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ASCH.DE vs. TSWE.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ASCH.DE achieves a 8.94% return, which is significantly higher than TSWE.DE's 0.83% return.


ASCH.DE

1D
4.09%
1M
-7.43%
YTD
8.94%
6M
13.47%
1Y
3Y*
5Y*
10Y*

TSWE.DE

1D
2.82%
1M
-3.46%
YTD
0.83%
6M
6.51%
1Y
13.99%
3Y*
13.86%
5Y*
9.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ASCH.DE vs. TSWE.DE - Expense Ratio Comparison

ASCH.DE has a 0.60% expense ratio, which is higher than TSWE.DE's 0.20% expense ratio.


Return for Risk

ASCH.DE vs. TSWE.DE — Risk / Return Rank

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

ASCH.DE

TSWE.DE
TSWE.DE Risk / Return Rank: 4949
Overall Rank
TSWE.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
TSWE.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
TSWE.DE Omega Ratio Rank: 4343
Omega Ratio Rank
TSWE.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
TSWE.DE Martin Ratio Rank: 6060
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.

ASCH.DE vs. TSWE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Future Supply Chains UCITS ETF (ASCH.DE) and VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ASCH.DE vs. TSWE.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ASCH.DETSWE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

2.14

0.73

+1.41

Correlation

The correlation between ASCH.DE and TSWE.DE is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ASCH.DE vs. TSWE.DE - Dividend Comparison

ASCH.DE has not paid dividends to shareholders, while TSWE.DE's dividend yield for the trailing twelve months is around 1.93%.


TTM2025202420232022202120202019
ASCH.DE
abrdn Future Supply Chains UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSWE.DE
VanEck Sustainable World Equal Weight UCITS ETF A
1.93%1.94%2.19%2.22%2.37%1.63%1.87%2.32%

Drawdowns

ASCH.DE vs. TSWE.DE - Drawdown Comparison

The maximum ASCH.DE drawdown since its inception was -11.06%, smaller than the maximum TSWE.DE drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for ASCH.DE and TSWE.DE.


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Drawdown Indicators


ASCH.DETSWE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-11.06%

-33.61%

+22.55%

Max Drawdown (1Y)

Largest decline over 1 year

-13.13%

Max Drawdown (5Y)

Largest decline over 5 years

-19.69%

Current Drawdown

Current decline from peak

-7.43%

-4.70%

-2.73%

Average Drawdown

Average peak-to-trough decline

-1.79%

-4.78%

+2.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

Volatility

ASCH.DE vs. TSWE.DE - Volatility Comparison


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Volatility by Period


ASCH.DETSWE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.89%

Volatility (6M)

Calculated over the trailing 6-month period

9.86%

Volatility (1Y)

Calculated over the trailing 1-year period

14.69%

16.45%

-1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.69%

13.58%

+1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.69%

15.93%

-1.24%