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ASWA.DE vs. EUPE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASWA.DE vs. EUPE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf European Green Deal UCITS ETF Acc (ASWA.DE) and Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.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, ASWA.DE achieves a -10.58% return, which is significantly lower than EUPE.DE's 15.44% return.


ASWA.DE

1D
-0.09%
1M
0.41%
YTD
-10.58%
6M
-9.71%
1Y
0.26%
3Y*
5Y*
10Y*

EUPE.DE

1D
0.35%
1M
2.78%
YTD
15.44%
6M
15.60%
1Y
24.52%
3Y*
11.71%
5Y*
8.60%
10Y*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASWA.DE vs. EUPE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
ASWA.DE
HANetf European Green Deal UCITS ETF Acc
-10.58%26.07%-11.37%-2.40%
EUPE.DE
Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)
15.44%12.45%2.14%2.88%

Correlation

The correlation between ASWA.DE and EUPE.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2023

0.61

Over the past year, the correlation between ASWA.DE and EUPE.DE has dropped to 0.39 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.

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Return for Risk

ASWA.DE vs. EUPE.DE — Risk / Return Rank

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

ASWA.DE
ASWA.DE Risk / Return Rank: 1010
Overall Rank
ASWA.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ASWA.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
ASWA.DE Omega Ratio Rank: 1313
Omega Ratio Rank
ASWA.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
ASWA.DE Martin Ratio Rank: 99
Martin Ratio Rank

EUPE.DE
EUPE.DE Risk / Return Rank: 6969
Overall Rank
EUPE.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
EUPE.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
EUPE.DE Omega Ratio Rank: 6363
Omega Ratio Rank
EUPE.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
EUPE.DE Martin Ratio Rank: 6464
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.

ASWA.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf European Green Deal UCITS ETF Acc (ASWA.DE) and Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.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.


ASWA.DEEUPE.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.16

Sortino ratioReturn per unit of downside risk

-2.86

Omega ratioGain probability vs. loss probability

1.06

1.37

-0.31

Calmar ratioReturn relative to maximum drawdown

0.01

4.19

-4.18

Martin ratioReturn relative to average drawdown

0.03

11.50

-11.47

ASWA.DE vs. EUPE.DE - Sharpe Ratio Comparison

The current ASWA.DE Sharpe Ratio is 0.01, which is lower than the EUPE.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of ASWA.DE and EUPE.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


ASWA.DEEUPE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

2.17

-2.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.46

-0.50

Drawdowns

ASWA.DE vs. EUPE.DE - Drawdown Comparison

The maximum ASWA.DE drawdown since its inception was -30.36%, smaller than the maximum EUPE.DE drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for ASWA.DE and EUPE.DE.


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Drawdown Indicators


ASWA.DEEUPE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.36%

-32.64%

+2.28%

Max Drawdown (1Y)

Largest decline over 1 year

-30.36%

-5.82%

-24.54%

Max Drawdown (3Y)

Largest decline over 3 years

-15.63%

Max Drawdown (5Y)

Largest decline over 5 years

-15.63%

Max Drawdown (10Y)

Largest decline over 10 years

-32.64%

Current Drawdown

Current decline from peak

-23.85%

-3.04%

-20.81%

Average Drawdown

Average peak-to-trough decline

-8.15%

-4.95%

-3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.54%

2.13%

+8.41%

Volatility

ASWA.DE vs. EUPE.DE - Volatility Comparison

HANetf European Green Deal UCITS ETF Acc (ASWA.DE) has a higher volatility of 7.52% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that ASWA.DE's price experiences larger fluctuations and is considered to be riskier than EUPE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASWA.DEEUPE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.52%

3.64%

+3.88%

Volatility (6M)

Calculated over the trailing 6-month period

37.06%

8.56%

+28.50%

Volatility (1Y)

Calculated over the trailing 1-year period

33.68%

11.27%

+22.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.72%

13.17%

+11.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.72%

14.99%

+9.73%

ASWA.DE vs. EUPE.DE - Expense Ratio Comparison

ASWA.DE has a 0.60% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.


Dividends

ASWA.DE vs. EUPE.DE - Dividend Comparison

Neither ASWA.DE nor EUPE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ASWA.DE and EUPE.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ASWA.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ASWA.DE is cheaper with a 0.60% expense ratio, compared with 0.65% for EUPE.DE.

ASWA.DE tracks SGI European Green Deal ESG Screened, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: HANetf and Natixis. Their fees differ too: 0.60% for ASWA.DE and 0.65% for EUPE.DE.

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