ASWC.DE vs. 5J50.DE

Last updated Apr 2, 2026

Compare and contrast key facts about HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE) and iShares Global Aerospace & Defence UCITS ETF USD (Acc) (5J50.DE).

ASWC.DE and 5J50.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ASWC.DE is a passively managed fund by HANetf that tracks the performance of the EQM Future of Defence Index. It was launched on Jul 3, 2023. 5J50.DE is a passively managed fund by iShares that tracks the performance of the S&P Developed BMI Select Aerospace & Defense 35/20 Capped Index. It was launched on Feb 1, 2024. Both ASWC.DE and 5J50.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ASWC.DE vs. 5J50.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE) and iShares Global Aerospace & Defence UCITS ETF USD (Acc) (5J50.DE). The values are adjusted to include any dividend payments, if applicable.

ASWC.DE vs. 5J50.DE - Yearly Performance Comparison

	2026 (YTD)	2025
ASWC.DE HANetf Future of Defence UCITS ETF Acc EUR	3.89%	18.61%
5J50.DE iShares Global Aerospace & Defence UCITS ETF USD (Acc)	6.84%	32.25%

Returns By Period

In the year-to-date period, ASWC.DE achieves a 3.89% return, which is significantly lower than 5J50.DE's 6.84% return.

ASWC.DE

• 1D: 0.43%
• 1M: -6.18%
• YTD: 3.89%
• 6M: -2.22%
• 1Y: 22.07%
• 3Y*: —
• 5Y*: —
• 10Y*: —

5J50.DE

• 1D: 4.33%
• 1M: -6.92%
• YTD: 6.84%
• 6M: 6.18%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ASWC.DE vs. 5J50.DE - Expense Ratio Comparison

ASWC.DE has a 0.49% expense ratio, which is higher than 5J50.DE's 0.35% expense ratio.

ASWC.DE

HANetf Future of Defence UCITS ETF Acc EUR

5J50.DE

iShares Global Aerospace & Defence UCITS ETF USD (Acc)

Return for Risk

ASWC.DE vs. 5J50.DE — Risk / Return Rank

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

ASWC.DE

ASWC.DE Risk / Return Rank: 56
ASWC.DE Sharpe Ratio Rank: 59
ASWC.DE Sortino Ratio Rank: 61
ASWC.DE Omega Ratio Rank: 51
ASWC.DE Calmar Ratio Rank: 65
ASWC.DE Martin Ratio Rank: 45

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.

ASWC.DE vs. 5J50.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE) and iShares Global Aerospace & Defence UCITS ETF USD (Acc) (5J50.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.

	ASWC.DE	5J50.DE	Difference
Sharpe ratio Return per unit of total volatility	1.08	—	—
Sortino ratio Return per unit of downside risk	1.62	—	—
Omega ratio Gain probability vs. loss probability	1.20	—	—
Calmar ratio Return relative to maximum drawdown	1.75	—	—
Martin ratio Return relative to average drawdown	4.51	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ASWC.DE	5J50.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.08	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.85	2.41	-0.56

Correlation

The correlation between ASWC.DE and 5J50.DE is 0.85, 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

ASWC.DE vs. 5J50.DE - Dividend Comparison

Neither ASWC.DE nor 5J50.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

ASWC.DE vs. 5J50.DE - Drawdown Comparison

The maximum ASWC.DE drawdown since its inception was -12.58%, which is greater than 5J50.DE's maximum drawdown of -11.37%. Use the drawdown chart below to compare losses from any high point for ASWC.DE and 5J50.DE.

Drawdown Indicators

	ASWC.DE	5J50.DE	Difference
Max Drawdown Largest peak-to-trough decline	-12.58%	-11.37%	-1.21%
Max Drawdown (1Y) Largest decline over 1 year	-12.58%	—	—
Current Drawdown Current decline from peak	-9.16%	-7.19%	-1.97%
Average Drawdown Average peak-to-trough decline	-2.26%	-2.60%	+0.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.90%	—	—

Volatility

Volatility by Period

	ASWC.DE	5J50.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.29%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.47%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	22.59%	18.35%	+4.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.91%	18.35%	+0.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.91%	18.35%	+0.56%