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AW14.DE vs. H41C.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AW14.DE vs. H41C.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 HSBC Developed World Sustainable Equity UCITS ETF USD (H41C.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AW14.DE achieves a 9.73% return, which is significantly lower than H41C.DE's 15.35% return.


AW14.DE

1D
0.00%
1M
0.74%
YTD
9.73%
6M
10.14%
1Y
22.36%
3Y*
16.19%
5Y*
10Y*

H41C.DE

1D
0.00%
1M
2.16%
YTD
15.35%
6M
16.03%
1Y
31.49%
3Y*
18.40%
5Y*
12.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AW14.DE vs. H41C.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AW14.DE
UBS ETF (IE) MSCI ACWI Climate Paris Aligned UCITS ETF (USD) Acc
9.73%6.83%23.93%18.70%-16.33%8.23%
H41C.DE
HSBC Developed World Sustainable Equity UCITS ETF USD
15.35%10.36%21.66%16.26%-12.60%9.85%

Correlation

The correlation between AW14.DE and H41C.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2021

0.94

The correlation between AW14.DE and H41C.DE has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

AW14.DE vs. H41C.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: 6363
Overall Rank
AW14.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
AW14.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
AW14.DE Omega Ratio Rank: 6464
Omega Ratio Rank
AW14.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
AW14.DE Martin Ratio Rank: 6565
Martin Ratio Rank

H41C.DE
H41C.DE Risk / Return Rank: 9393
Overall Rank
H41C.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
H41C.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
H41C.DE Omega Ratio Rank: 9393
Omega Ratio Rank
H41C.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
H41C.DE Martin Ratio Rank: 9494
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.

AW14.DE vs. H41C.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 HSBC Developed World Sustainable Equity UCITS ETF USD (H41C.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.

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.


AW14.DEH41C.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-1.48

Omega ratioGain probability vs. loss probability

1.34

1.55

-0.21

Calmar ratioReturn relative to maximum drawdown

2.73

5.36

-2.63

Martin ratioReturn relative to average drawdown

10.36

22.15

-11.80

AW14.DE vs. H41C.DE - Sharpe Ratio Comparison

The current AW14.DE Sharpe Ratio is 1.83, which is lower than the H41C.DE Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of AW14.DE and H41C.DE, 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

AW14.DE vs. H41C.DE - Drawdown Comparison

The maximum AW14.DE drawdown since its inception was -21.21%, roughly equal to the maximum H41C.DE drawdown of -20.76%. Use the drawdown chart below to compare losses from any high point for AW14.DE and H41C.DE.


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Drawdown Indicators


AW14.DEH41C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.21%

-20.76%

-0.45%

Max Drawdown (1Y)

Largest decline over 1 year

-8.23%

-5.90%

-2.33%

Max Drawdown (3Y)

Largest decline over 3 years

-21.21%

-20.76%

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-20.76%

Current Drawdown

Current decline from peak

-0.70%

0.00%

-0.70%

Average Drawdown

Average peak-to-trough decline

-5.46%

-3.77%

-1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

1.42%

+0.74%

Volatility

AW14.DE vs. H41C.DE - Volatility Comparison

UBS ETF (IE) MSCI ACWI Climate Paris Aligned UCITS ETF (USD) Acc (AW14.DE) has a higher volatility of 3.57% compared to HSBC Developed World Sustainable Equity UCITS ETF USD (H41C.DE) at 3.10%. This indicates that AW14.DE's price experiences larger fluctuations and is considered to be riskier than H41C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AW14.DEH41C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

3.10%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

8.94%

8.08%

+0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

12.30%

10.84%

+1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.39%

13.35%

+1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.39%

13.31%

+1.08%

AW14.DE vs. H41C.DE - Expense Ratio Comparison

Both AW14.DE and H41C.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

AW14.DE vs. H41C.DE - Dividend Comparison

Neither AW14.DE nor H41C.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, AW14.DE and H41C.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

AW14.DE and H41C.DE have the same expense ratio: 0.18% per year.

AW14.DE tracks MSCI ACWI Climate Paris Aligned, while H41C.DE tracks FTSE Developed ESG Low Carbon Select. They also come from different issuers: UBS and HSBC.

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