AW14.DE vs. ASCH.DE

Last updated Apr 2, 2026

Compare and contrast key facts about UBS ETF (IE) MSCI ACWI Climate Paris Aligned UCITS ETF (USD) Acc (AW14.DE) and abrdn Future Supply Chains UCITS ETF (ASCH.DE).

AW14.DE and ASCH.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AW14.DE is a passively managed fund by UBS that tracks the performance of the MSCI ACWI Climate Paris Aligned. It was launched on Aug 4, 2021. ASCH.DE is an actively managed fund by abrdn. It was launched on May 9, 2025.

Performance

AW14.DE vs. ASCH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI ACWI Climate Paris Aligned UCITS ETF (USD) Acc (AW14.DE) and abrdn Future Supply Chains UCITS ETF (ASCH.DE). The values are adjusted to include any dividend payments, if applicable.

AW14.DE vs. ASCH.DE - Yearly Performance Comparison

	2026 (YTD)	2025
AW14.DE UBS ETF (IE) MSCI ACWI Climate Paris Aligned UCITS ETF (USD) Acc	-3.56%	11.08%
ASCH.DE abrdn Future Supply Chains UCITS ETF	8.94%	17.25%

Returns By Period

In the year-to-date period, AW14.DE achieves a -3.56% return, which is significantly lower than ASCH.DE's 8.94% return.

AW14.DE

• 1D: 2.13%
• 1M: -3.57%
• YTD: -3.56%
• 6M: -1.17%
• 1Y: 9.94%
• 3Y*: 12.34%
• 5Y*: —
• 10Y*: —

ASCH.DE

• 1D: 4.09%
• 1M: -7.43%
• YTD: 8.94%
• 6M: 13.47%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AW14.DE vs. ASCH.DE - Expense Ratio Comparison

AW14.DE has a 0.18% expense ratio, which is lower than ASCH.DE's 0.60% expense ratio.

ASCH.DE

abrdn Future Supply Chains UCITS ETF

AW14.DE

UBS ETF (IE) MSCI ACWI Climate Paris Aligned UCITS ETF (USD) Acc

Return for Risk

AW14.DE vs. ASCH.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AW14.DE

AW14.DE Risk / Return Rank: 34
AW14.DE Sharpe Ratio Rank: 30
AW14.DE Sortino Ratio Rank: 29
AW14.DE Omega Ratio Rank: 31
AW14.DE Calmar Ratio Rank: 39
AW14.DE Martin Ratio Rank: 40

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.

AW14.DE vs. ASCH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI ACWI Climate Paris Aligned UCITS ETF (USD) Acc (AW14.DE) and abrdn Future Supply Chains UCITS ETF (ASCH.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.

	AW14.DE	ASCH.DE	Difference
Sharpe ratio Return per unit of total volatility	0.62	—	—
Sortino ratio Return per unit of downside risk	0.94	—	—
Omega ratio Gain probability vs. loss probability	1.14	—	—
Calmar ratio Return relative to maximum drawdown	1.15	—	—
Martin ratio Return relative to average drawdown	4.32	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	AW14.DE	ASCH.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.62	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	2.14	-1.66

Correlation

The correlation between AW14.DE and ASCH.DE is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

AW14.DE vs. ASCH.DE - Dividend Comparison

Neither AW14.DE nor ASCH.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

AW14.DE vs. ASCH.DE - Drawdown Comparison

The maximum AW14.DE drawdown since its inception was -21.21%, which is greater than ASCH.DE's maximum drawdown of -11.06%. Use the drawdown chart below to compare losses from any high point for AW14.DE and ASCH.DE.

Drawdown Indicators

	AW14.DE	ASCH.DE	Difference
Max Drawdown Largest peak-to-trough decline	-21.21%	-11.06%	-10.15%
Max Drawdown (1Y) Largest decline over 1 year	-12.74%	—	—
Current Drawdown Current decline from peak	-5.62%	-7.43%	+1.81%
Average Drawdown Average peak-to-trough decline	-5.67%	-1.79%	-3.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.34%	—	—

Volatility

Volatility by Period

	AW14.DE	ASCH.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.58%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.99%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.06%	14.69%	+1.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.44%	14.69%	-0.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.44%	14.69%	-0.25%