PortfoliosLab logoPortfoliosLab logo
ASWA.DE vs. RM8U.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASWA.DE vs. RM8U.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 HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RM8U.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ASWA.DE achieves a -10.58% return, which is significantly lower than RM8U.DE's 2.70% return.


ASWA.DE

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

RM8U.DE

1D
0.59%
1M
-1.56%
YTD
2.70%
6M
6.33%
1Y
30.06%
3Y*
27.86%
5Y*
19.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASWA.DE vs. RM8U.DE - Yearly Performance Comparison


2026 (YTD)202520242023
ASWA.DE
HANetf European Green Deal UCITS ETF Acc
-10.58%26.07%-11.37%-2.40%
RM8U.DE
HANetf The Royal Mint Responsibly Sourced Physical Gold ETC
2.70%48.89%34.03%5.42%

Correlation

The correlation between ASWA.DE and RM8U.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.08

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ASWA.DE vs. RM8U.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

RM8U.DE
RM8U.DE Risk / Return Rank: 3636
Overall Rank
RM8U.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
RM8U.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
RM8U.DE Omega Ratio Rank: 4040
Omega Ratio Rank
RM8U.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
RM8U.DE Martin Ratio Rank: 3131
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. RM8U.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 HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RM8U.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.DERM8U.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.29

Sortino ratioReturn per unit of downside risk

-1.52

Omega ratioGain probability vs. loss probability

1.06

1.26

-0.20

Calmar ratioReturn relative to maximum drawdown

0.01

1.81

-1.80

Martin ratioReturn relative to average drawdown

0.03

4.58

-4.55

ASWA.DE vs. RM8U.DE - Sharpe Ratio Comparison

The current ASWA.DE Sharpe Ratio is 0.01, which is lower than the RM8U.DE Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of ASWA.DE and RM8U.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.


Loading charts...

Sharpe Ratios by Period


ASWA.DERM8U.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

1.30

-1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

1.01

-1.04

Drawdowns

ASWA.DE vs. RM8U.DE - Drawdown Comparison

The maximum ASWA.DE drawdown since its inception was -30.36%, which is greater than RM8U.DE's maximum drawdown of -18.51%. Use the drawdown chart below to compare losses from any high point for ASWA.DE and RM8U.DE.


Loading charts...

Drawdown Indicators


ASWA.DERM8U.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.36%

-18.51%

-11.85%

Max Drawdown (1Y)

Largest decline over 1 year

-30.36%

-16.54%

-13.82%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

Max Drawdown (5Y)

Largest decline over 5 years

-16.54%

Current Drawdown

Current decline from peak

-23.85%

-15.01%

-8.84%

Average Drawdown

Average peak-to-trough decline

-8.15%

-6.13%

-2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.54%

6.55%

+3.99%

Volatility

ASWA.DE vs. RM8U.DE - Volatility Comparison

HANetf European Green Deal UCITS ETF Acc (ASWA.DE) has a higher volatility of 7.52% compared to HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RM8U.DE) at 5.04%. This indicates that ASWA.DE's price experiences larger fluctuations and is considered to be riskier than RM8U.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ASWA.DERM8U.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.52%

5.04%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

37.06%

20.04%

+17.02%

Volatility (1Y)

Calculated over the trailing 1-year period

33.68%

23.03%

+10.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.72%

15.99%

+8.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.72%

16.17%

+8.55%

ASWA.DE vs. RM8U.DE - Expense Ratio Comparison

ASWA.DE has a 0.60% expense ratio, which is higher than RM8U.DE's 0.22% expense ratio.


Dividends

ASWA.DE vs. RM8U.DE - Dividend Comparison

Neither ASWA.DE nor RM8U.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ASWA.DE and RM8U.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RM8U.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RM8U.DE is cheaper with a 0.22% expense ratio, compared with 0.60% for ASWA.DE.

ASWA.DE is categorized as Europe Equities, while RM8U.DE is Precious Metals. ASWA.DE tracks SGI European Green Deal ESG Screened, while RM8U.DE tracks Gold. Their fees differ too: 0.60% for ASWA.DE and 0.22% for RM8U.DE.

Portfolio Optimizer

Find the right allocation for ASWA.DE and RM8U.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer