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ASWC.DE vs. ETL2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASWC.DE vs. ETL2.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 L&G Longer Dated All Commodities UCITS ETF (ETL2.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, ASWC.DE achieves a 13.04% return, which is significantly lower than ETL2.DE's 18.23% return.


ASWC.DE

1D
-0.80%
1M
8.16%
YTD
13.04%
6M
14.70%
1Y
17.13%
3Y*
5Y*
10Y*

ETL2.DE

1D
-1.24%
1M
-1.51%
YTD
18.23%
6M
19.58%
1Y
28.45%
3Y*
10.87%
5Y*
13.12%
10Y*
8.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASWC.DE vs. ETL2.DE - Yearly Performance Comparison


2026 (YTD)202520242023
ASWC.DE
HANetf Future of Defence UCITS ETF Acc EUR
13.04%38.30%39.36%14.35%
ETL2.DE
L&G Longer Dated All Commodities UCITS ETF
18.23%4.89%11.54%-1.15%

Correlation

The correlation between ASWC.DE and ETL2.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 5, 2023

0.17

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Return for Risk

ASWC.DE vs. ETL2.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: 2525
Overall Rank
ASWC.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ASWC.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
ASWC.DE Omega Ratio Rank: 2424
Omega Ratio Rank
ASWC.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
ASWC.DE Martin Ratio Rank: 2424
Martin Ratio Rank

ETL2.DE
ETL2.DE Risk / Return Rank: 5757
Overall Rank
ETL2.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ETL2.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
ETL2.DE Omega Ratio Rank: 5454
Omega Ratio Rank
ETL2.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
ETL2.DE Martin Ratio Rank: 4949
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.

ASWC.DE vs. ETL2.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 L&G Longer Dated All Commodities UCITS ETF (ETL2.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.DEETL2.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

1.16

1.33

-0.17

Calmar ratioReturn relative to maximum drawdown

1.36

3.59

-2.23

Martin ratioReturn relative to average drawdown

3.10

8.20

-5.10

ASWC.DE vs. ETL2.DE - Sharpe Ratio Comparison

The current ASWC.DE Sharpe Ratio is 0.84, which is lower than the ETL2.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of ASWC.DE and ETL2.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


ASWC.DEETL2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.87

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

1.91

0.25

+1.65

Drawdowns

ASWC.DE vs. ETL2.DE - Drawdown Comparison

The maximum ASWC.DE drawdown since its inception was -12.58%, smaller than the maximum ETL2.DE drawdown of -47.04%. Use the drawdown chart below to compare losses from any high point for ASWC.DE and ETL2.DE.


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Drawdown Indicators


ASWC.DEETL2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.58%

-47.04%

+34.46%

Max Drawdown (1Y)

Largest decline over 1 year

-12.58%

-7.90%

-4.68%

Max Drawdown (3Y)

Largest decline over 3 years

-15.06%

Max Drawdown (5Y)

Largest decline over 5 years

-23.27%

Max Drawdown (10Y)

Largest decline over 10 years

-26.50%

Current Drawdown

Current decline from peak

-2.83%

-3.57%

+0.74%

Average Drawdown

Average peak-to-trough decline

-2.47%

-21.90%

+19.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.51%

3.46%

+2.05%

Volatility

ASWC.DE vs. ETL2.DE - Volatility Comparison

HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE) has a higher volatility of 5.89% compared to L&G Longer Dated All Commodities UCITS ETF (ETL2.DE) at 4.60%. This indicates that ASWC.DE's price experiences larger fluctuations and is considered to be riskier than ETL2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASWC.DEETL2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.89%

4.60%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

15.89%

12.74%

+3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

20.35%

15.15%

+5.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.12%

15.44%

+3.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.12%

13.69%

+5.43%

ASWC.DE vs. ETL2.DE - Expense Ratio Comparison

ASWC.DE has a 0.49% expense ratio, which is higher than ETL2.DE's 0.30% expense ratio.


Dividends

ASWC.DE vs. ETL2.DE - Dividend Comparison

Neither ASWC.DE nor ETL2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ASWC.DE and ETL2.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, ETL2.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ETL2.DE is cheaper with a 0.30% expense ratio, compared with 0.49% for ASWC.DE.

ASWC.DE is categorized as Aerospace & Defense, while ETL2.DE is Commodities. ASWC.DE tracks EQM Future of Defence Index, while ETL2.DE tracks Bloomberg Commodity 3 Month Forward. They also come from different issuers: HANetf and Legal & General. Their fees differ too: 0.49% for ASWC.DE and 0.30% for ETL2.DE.

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