ASWC.DE vs. WELD.DE
Compare and contrast key facts about HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE) and Amundi S&P Global Utilities ESG UCITS ETF EUR Acc (WELD.DE).
ASWC.DE and WELD.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. WELD.DE is a passively managed fund by Amundi that tracks the performance of the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Utilities. It was launched on Sep 20, 2022. Both ASWC.DE and WELD.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. WELD.DE - Performance Comparison
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ASWC.DE vs. WELD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ASWC.DE HANetf Future of Defence UCITS ETF Acc EUR | 3.89% | 38.30% | 39.36% | 14.35% |
WELD.DE Amundi S&P Global Utilities ESG UCITS ETF EUR Acc | 11.75% | 18.60% | 10.09% | -2.20% |
Returns By Period
In the year-to-date period, ASWC.DE achieves a 3.89% return, which is significantly lower than WELD.DE's 11.75% return.
ASWC.DE
- 1D
- 0.43%
- 1M
- -6.18%
- YTD
- 3.89%
- 6M
- -2.22%
- 1Y
- 22.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WELD.DE
- 1D
- 0.87%
- 1M
- -1.12%
- YTD
- 11.75%
- 6M
- 15.67%
- 1Y
- 24.96%
- 3Y*
- 13.07%
- 5Y*
- —
- 10Y*
- —
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ASWC.DE vs. WELD.DE - Expense Ratio Comparison
ASWC.DE has a 0.49% expense ratio, which is higher than WELD.DE's 0.18% expense ratio.
Return for Risk
ASWC.DE vs. WELD.DE — Risk / Return Rank
ASWC.DE
WELD.DE
ASWC.DE vs. WELD.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 Amundi S&P Global Utilities ESG UCITS ETF EUR Acc (WELD.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 | WELD.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.72 | -0.64 |
Sortino ratioReturn per unit of downside risk | 1.62 | 2.23 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.31 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 2.53 | -0.77 |
Martin ratioReturn relative to average drawdown | 4.51 | 10.14 | -5.63 |
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 | WELD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.72 | -0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.85 | 1.11 | +0.74 |
Correlation
The correlation between ASWC.DE and WELD.DE is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ASWC.DE vs. WELD.DE - Dividend Comparison
Neither ASWC.DE nor WELD.DE has paid dividends to shareholders.
Drawdowns
ASWC.DE vs. WELD.DE - Drawdown Comparison
The maximum ASWC.DE drawdown since its inception was -12.58%, smaller than the maximum WELD.DE drawdown of -14.07%. Use the drawdown chart below to compare losses from any high point for ASWC.DE and WELD.DE.
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Drawdown Indicators
| ASWC.DE | WELD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.58% | -14.07% | +1.49% |
Max Drawdown (1Y)Largest decline over 1 year | -12.58% | -9.74% | -2.84% |
Current DrawdownCurrent decline from peak | -9.16% | -2.20% | -6.96% |
Average DrawdownAverage peak-to-trough decline | -2.26% | -3.19% | +0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.90% | 2.43% | +2.47% |
Volatility
ASWC.DE vs. WELD.DE - Volatility Comparison
HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE) has a higher volatility of 6.29% compared to Amundi S&P Global Utilities ESG UCITS ETF EUR Acc (WELD.DE) at 5.39%. This indicates that ASWC.DE's price experiences larger fluctuations and is considered to be riskier than WELD.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.DE | WELD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 5.39% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 15.47% | 8.98% | +6.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.59% | 14.45% | +8.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 13.30% | +5.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.91% | 13.30% | +5.61% |