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

Performance

ASWC.DE vs. FICO - 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 Fair Isaac Corporation (FICO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ASWC.DE is traded in EUR, while FICO is traded in USD. To make them comparable, the FICO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ASWC.DE achieves a 13.04% return, which is significantly higher than FICO's -29.18% return.


ASWC.DE

1D
-0.80%
1M
8.50%
YTD
13.04%
6M
13.30%
1Y
18.25%
3Y*
5Y*
10Y*

FICO

1D
-0.44%
1M
12.16%
YTD
-29.18%
6M
-35.14%
1Y
-33.80%
3Y*
11.12%
5Y*
19.58%
10Y*
26.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASWC.DE vs. FICO - Yearly Performance Comparison


2026 (YTD)202520242023
ASWC.DE
HANetf Future of Defence UCITS ETF Acc EUR
13.04%38.30%39.36%14.37%
FICO
Fair Isaac Corporation
-29.18%-25.16%82.33%44.77%

Correlation

The correlation between ASWC.DE and FICO is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

Correlation (All Time)
Calculated using the full available price history since Jul 4, 2023

0.21

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Return for Risk

ASWC.DE vs. FICO — 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

FICO
FICO Risk / Return Rank: 1616
Overall Rank
FICO Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FICO Sortino Ratio Rank: 1616
Sortino Ratio Rank
FICO Omega Ratio Rank: 1616
Omega Ratio Rank
FICO Calmar Ratio Rank: 1919
Calmar Ratio Rank
FICO Martin Ratio Rank: 1515
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. FICO - 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 Fair Isaac Corporation (FICO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ASWC.DEFICODifference
Sharpe ratioReturn per unit of total volatility

+1.51

Sortino ratioReturn per unit of downside risk

+2.05

Omega ratioGain probability vs. loss probability

1.16

0.90

+0.26

Calmar ratioReturn relative to maximum drawdown

1.36

-0.64

+2.00

Martin ratioReturn relative to average drawdown

3.10

-1.22

+4.32

ASWC.DE vs. FICO - Sharpe Ratio Comparison

The current ASWC.DE Sharpe Ratio is 0.84, which is higher than the FICO Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of ASWC.DE and FICO, 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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Drawdowns

ASWC.DE vs. FICO - Drawdown Comparison

The maximum ASWC.DE drawdown since its inception was -12.58%, smaller than the maximum FICO drawdown of -71.48%. Use the drawdown chart below to compare losses from any high point for ASWC.DE and FICO.


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Drawdown Indicators


ASWC.DEFICODifference

Max Drawdown

Largest peak-to-trough decline

-12.58%

-71.48%

+58.90%

Max Drawdown (1Y)

Largest decline over 1 year

-12.58%

-52.58%

+40.00%

Max Drawdown (3Y)

Largest decline over 3 years

-65.37%

Max Drawdown (5Y)

Largest decline over 5 years

-65.37%

Max Drawdown (10Y)

Largest decline over 10 years

-65.37%

Current Drawdown

Current decline from peak

-2.83%

-55.13%

+52.30%

Average Drawdown

Average peak-to-trough decline

-2.47%

-16.32%

+13.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.51%

27.78%

-22.27%

Volatility

ASWC.DE vs. FICO - Volatility Comparison

The current volatility for HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE) is 5.89%, while Fair Isaac Corporation (FICO) has a volatility of 13.99%. This indicates that ASWC.DE experiences smaller price fluctuations and is considered to be less risky than FICO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASWC.DEFICODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.89%

13.99%

-8.10%

Volatility (6M)

Calculated over the trailing 6-month period

15.89%

39.57%

-23.68%

Volatility (1Y)

Calculated over the trailing 1-year period

20.35%

50.79%

-30.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.11%

40.24%

-21.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.11%

38.11%

-19.00%

Dividends

ASWC.DE vs. FICO - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
ASWC.DE
HANetf Future of Defence UCITS ETF Acc EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FICO
Fair Isaac Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.07%0.08%

Frequently Asked Questions


ASWC.DE and FICO have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ASWC.DE and FICO

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

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