ASWA.DE vs. EUPE.DE
ASWA.DE (HANetf European Green Deal UCITS ETF Acc) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - ASWA.DE tracks the SGI European Green Deal ESG Screened while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past year, ASWA.DE returned 0.26% vs 24.52% for EUPE.DE. A 0.61 correlation means they provide meaningful diversification when combined. ASWA.DE charges 0.60%/yr vs 0.65%/yr for EUPE.DE.
Performance
ASWA.DE vs. EUPE.DE - Performance Comparison
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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%
ASWA.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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
ASWA.DE
EUPE.DE
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.DE | EUPE.DE | Difference | |
|---|---|---|---|
| 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 |
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
| ASWA.DE | EUPE.DE | Difference | |
|---|---|---|---|
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.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -23.85% | -3.04% | -20.81% |
Average DrawdownAverage peak-to-trough decline | -8.15% | -4.95% | -3.20% |
Ulcer IndexDepth 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.DE | EUPE.DE | Difference | |
|---|---|---|---|
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.
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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