ASWC.DE vs. O
ASWC.DE (HANetf Future of Defence UCITS ETF Acc EUR) is Aerospace & Defense fund tracking the EQM Future of Defence Index, while O (Realty Income Corporation) is a stock. Over the past year, ASWC.DE returned 16.04% vs 13.43% for O. At a 0.04 correlation, their price movements are largely independent.
Performance
ASWC.DE vs. O - Performance Comparison
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Different Trading Currencies
ASWC.DE is traded in EUR, while O is traded in USD. To make them comparable, the O values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with ASWC.DE having a 13.04% return and O slightly lower at 12.45%.
ASWC.DE
- 1D
- -0.80%
- 1M
- 8.64%
- YTD
- 13.04%
- 6M
- 15.13%
- 1Y
- 16.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
O
- 1D
- 0.00%
- 1M
- 0.96%
- YTD
- 12.45%
- 6M
- 10.08%
- 1Y
- 13.43%
- 3Y*
- 3.27%
- 5Y*
- 3.84%
- 10Y*
- 4.32%
ASWC.DE vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ASWC.DE HANetf Future of Defence UCITS ETF Acc EUR | 13.04% | 38.30% | 39.36% | 14.35% |
O Realty Income Corporation | 12.45% | -1.11% | 4.35% | -2.96% |
Correlation
The correlation between ASWC.DE and O is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2023 | 0.04 |
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Return for Risk
ASWC.DE vs. O — Risk / Return Rank
ASWC.DE
O
ASWC.DE vs. O - 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 Realty Income Corporation (O). 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 | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.15 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.31 | +0.04 |
| Martin ratioReturn relative to average drawdown | 3.10 | 3.09 | +0.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ASWC.DE | O | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.85 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.20 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.17 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.91 | 0.35 | +1.56 |
Drawdowns
ASWC.DE vs. O - Drawdown Comparison
The maximum ASWC.DE drawdown since its inception was -12.58%, smaller than the maximum O drawdown of -48.59%. Use the drawdown chart below to compare losses from any high point for ASWC.DE and O.
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Drawdown Indicators
| ASWC.DE | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.58% | -48.59% | +36.01% |
Max Drawdown (1Y)Largest decline over 1 year | -12.58% | -10.26% | -2.32% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.22% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.26% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.59% | — |
Current DrawdownCurrent decline from peak | -2.83% | -11.71% | +8.88% |
Average DrawdownAverage peak-to-trough decline | -2.47% | -14.59% | +12.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.51% | 4.35% | +1.16% |
Volatility
ASWC.DE vs. O - Volatility Comparison
HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE) has a higher volatility of 5.89% compared to Realty Income Corporation (O) at 4.89%. This indicates that ASWC.DE's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASWC.DE | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.89% | 4.89% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 15.89% | 12.09% | +3.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.35% | 15.95% | +4.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.12% | 18.85% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.12% | 25.94% | -6.82% |
Dividends
ASWC.DE vs. O - Dividend Comparison
ASWC.DE has not paid dividends to shareholders, while O's dividend yield for the trailing twelve months is around 5.39%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
O Realty Income Corporation | 5.39% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
Frequently Asked Questions
ASWC.DE and O have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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