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

Performance

ASWA.DE vs. EXSC.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 iShares STOXX Europe Large 200 UCITS ETF (DE) (EXSC.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023
ASWA.DE
HANetf European Green Deal UCITS ETF Acc
14.24%26.07%-11.37%-2.40%
EXSC.DE
iShares STOXX Europe Large 200 UCITS ETF (DE)
1.70%21.17%8.82%3.85%

Returns By Period

In the year-to-date period, ASWA.DE achieves a 14.24% return, which is significantly higher than EXSC.DE's 1.70% return.


ASWA.DE

1D
1.06%
1M
-1.15%
YTD
14.24%
6M
17.71%
1Y
38.73%
3Y*
5Y*
10Y*

EXSC.DE

1D
2.81%
1M
-3.49%
YTD
1.70%
6M
6.97%
1Y
13.42%
3Y*
12.85%
5Y*
10.97%
10Y*
9.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ASWA.DE has a 0.60% expense ratio, which is higher than EXSC.DE's 0.21% expense ratio.


Return for Risk

ASWA.DE vs. EXSC.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: 9393
Overall Rank
ASWA.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ASWA.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
ASWA.DE Omega Ratio Rank: 9191
Omega Ratio Rank
ASWA.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
ASWA.DE Martin Ratio Rank: 9595
Martin Ratio Rank

EXSC.DE
EXSC.DE Risk / Return Rank: 4444
Overall Rank
EXSC.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
EXSC.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
EXSC.DE Omega Ratio Rank: 4141
Omega Ratio Rank
EXSC.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
EXSC.DE Martin Ratio Rank: 5050
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. EXSC.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 iShares STOXX Europe Large 200 UCITS ETF (DE) (EXSC.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.DEEXSC.DEDifference

Sharpe ratio

Return per unit of total volatility

2.36

0.86

+1.51

Sortino ratio

Return per unit of downside risk

3.03

1.20

+1.83

Omega ratio

Gain probability vs. loss probability

1.41

1.18

+0.24

Calmar ratio

Return relative to maximum drawdown

3.47

1.43

+2.04

Martin ratio

Return relative to average drawdown

16.42

5.52

+10.90

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

The current ASWA.DE Sharpe Ratio is 2.36, which is higher than the EXSC.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of ASWA.DE and EXSC.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


ASWA.DEEXSC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

0.86

+1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.43

+0.07

Correlation

The correlation between ASWA.DE and EXSC.DE is 0.71, 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

ASWA.DE vs. EXSC.DE - Dividend Comparison

ASWA.DE has not paid dividends to shareholders, while EXSC.DE's dividend yield for the trailing twelve months is around 2.42%.


TTM20252024202320222021202020192018201720162015
ASWA.DE
HANetf European Green Deal UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXSC.DE
iShares STOXX Europe Large 200 UCITS ETF (DE)
2.42%2.44%2.76%2.71%2.76%2.54%1.95%2.90%3.13%4.57%3.62%3.26%

Drawdowns

ASWA.DE vs. EXSC.DE - Drawdown Comparison

The maximum ASWA.DE drawdown since its inception was -22.09%, smaller than the maximum EXSC.DE drawdown of -58.17%. Use the drawdown chart below to compare losses from any high point for ASWA.DE and EXSC.DE.


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Drawdown Indicators


ASWA.DEEXSC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.09%

-58.17%

+36.08%

Max Drawdown (1Y)

Largest decline over 1 year

-11.15%

-12.58%

+1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-17.59%

Max Drawdown (10Y)

Largest decline over 10 years

-34.65%

Current Drawdown

Current decline from peak

-1.70%

-4.92%

+3.22%

Average Drawdown

Average peak-to-trough decline

-7.10%

-9.67%

+2.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

2.62%

-0.26%

Volatility

ASWA.DE vs. EXSC.DE - Volatility Comparison

The current volatility for HANetf European Green Deal UCITS ETF Acc (ASWA.DE) is 4.86%, while iShares STOXX Europe Large 200 UCITS ETF (DE) (EXSC.DE) has a volatility of 5.86%. This indicates that ASWA.DE experiences smaller price fluctuations and is considered to be less risky than EXSC.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.DEEXSC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

5.86%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.51%

9.64%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

16.63%

15.61%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.04%

14.49%

+2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.04%

15.54%

+1.50%