PortfoliosLab logoPortfoliosLab logo
ASWC.DE vs. PEP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASWC.DE vs. PEP - 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 PepsiCo, Inc. (PEP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

ASWC.DE is traded in EUR, while PEP is traded in USD. To make them comparable, the PEP 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 PEP's 4.06% return.


ASWC.DE

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

PEP

1D
0.46%
1M
-1.10%
YTD
4.06%
6M
-0.92%
1Y
13.56%
3Y*
-6.29%
5Y*
3.68%
10Y*
6.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASWC.DE vs. PEP - Yearly Performance Comparison


2026 (YTD)202520242023
ASWC.DE
HANetf Future of Defence UCITS ETF Acc EUR
13.04%38.30%39.36%14.37%
PEP
PepsiCo, Inc.
4.06%-13.49%-1.50%-8.19%

Correlation

The correlation between ASWC.DE and PEP is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.18

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

-0.03

The correlation between ASWC.DE and PEP shifts across timeframes, from -0.18 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

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

ASWC.DE vs. PEP — 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

PEP
PEP Risk / Return Rank: 6060
Overall Rank
PEP Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PEP Sortino Ratio Rank: 5959
Sortino Ratio Rank
PEP Omega Ratio Rank: 5555
Omega Ratio Rank
PEP Calmar Ratio Rank: 6060
Calmar Ratio Rank
PEP Martin Ratio Rank: 6363
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. PEP - 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 PepsiCo, Inc. (PEP). 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.DEPEPDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.16

1.13

+0.03

Calmar ratioReturn relative to maximum drawdown

1.36

0.91

+0.44

Martin ratioReturn relative to average drawdown

3.10

2.31

+0.79

ASWC.DE vs. PEP - Sharpe Ratio Comparison

The current ASWC.DE Sharpe Ratio is 0.84, which is higher than the PEP Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of ASWC.DE and PEP, 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...

Drawdowns

ASWC.DE vs. PEP - Drawdown Comparison

The maximum ASWC.DE drawdown since its inception was -12.58%, smaller than the maximum PEP drawdown of -35.00%. Use the drawdown chart below to compare losses from any high point for ASWC.DE and PEP.


Loading charts...

Drawdown Indicators


ASWC.DEPEPDifference

Max Drawdown

Largest peak-to-trough decline

-12.58%

-35.00%

+22.42%

Max Drawdown (1Y)

Largest decline over 1 year

-12.58%

-14.95%

+2.37%

Max Drawdown (3Y)

Largest decline over 3 years

-32.35%

Max Drawdown (5Y)

Largest decline over 5 years

-35.00%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

Current Drawdown

Current decline from peak

-2.83%

-23.12%

+20.29%

Average Drawdown

Average peak-to-trough decline

-2.47%

-9.07%

+6.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.51%

5.89%

-0.38%

Volatility

ASWC.DE vs. PEP - Volatility Comparison

HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE) and PepsiCo, Inc. (PEP) have volatilities of 5.89% and 6.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ASWC.DEPEPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.89%

6.03%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

15.89%

15.47%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

20.35%

22.13%

-1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.11%

19.14%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.11%

20.58%

-1.47%

Dividends

ASWC.DE vs. PEP - Dividend Comparison

ASWC.DE has not paid dividends to shareholders, while PEP's dividend yield for the trailing twelve months is around 3.98%.


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%
PEP
PepsiCo, Inc.
3.98%3.92%3.51%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%

Frequently Asked Questions


ASWC.DE and PEP have a correlation of -0.18, 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 PEP

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