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

Performance

ASCH.DE vs. UEEH.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 iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE). The values are adjusted to include any dividend payments, if applicable.

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ASCH.DE vs. UEEH.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 UEEH.DE's 1.53% return.


ASCH.DE

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

UEEH.DE

1D
0.36%
1M
-2.96%
YTD
1.53%
6M
1.23%
1Y
-4.32%
3Y*
6.79%
5Y*
6.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ASCH.DE has a 0.60% expense ratio, which is higher than UEEH.DE's 0.30% expense ratio.


Return for Risk

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

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

ASCH.DE

UEEH.DE
UEEH.DE Risk / Return Rank: 55
Overall Rank
UEEH.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
UEEH.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
UEEH.DE Omega Ratio Rank: 55
Omega Ratio Rank
UEEH.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
UEEH.DE Martin Ratio Rank: 33
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. UEEH.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 iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.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. UEEH.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ASCH.DEUEEH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

2.14

0.66

+1.48

Correlation

The correlation between ASCH.DE and UEEH.DE is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ASCH.DE vs. UEEH.DE - Dividend Comparison

ASCH.DE has not paid dividends to shareholders, while UEEH.DE's dividend yield for the trailing twelve months is around 1.47%.


TTM20252024202320222021
ASCH.DE
abrdn Future Supply Chains UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%
UEEH.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist
1.47%1.49%1.59%1.76%1.70%1.37%

Drawdowns

ASCH.DE vs. UEEH.DE - Drawdown Comparison

The maximum ASCH.DE drawdown since its inception was -11.06%, smaller than the maximum UEEH.DE drawdown of -12.82%. Use the drawdown chart below to compare losses from any high point for ASCH.DE and UEEH.DE.


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Drawdown Indicators


ASCH.DEUEEH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-11.06%

-12.82%

+1.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.85%

Max Drawdown (5Y)

Largest decline over 5 years

-12.82%

Current Drawdown

Current decline from peak

-7.43%

-6.94%

-0.49%

Average Drawdown

Average peak-to-trough decline

-1.79%

-4.31%

+2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

Volatility

ASCH.DE vs. UEEH.DE - Volatility Comparison


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Volatility by Period


ASCH.DEUEEH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

Volatility (6M)

Calculated over the trailing 6-month period

5.59%

Volatility (1Y)

Calculated over the trailing 1-year period

14.69%

11.25%

+3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.69%

10.13%

+4.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.69%

10.32%

+4.37%