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AXQE.DE vs. H4Z3.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AXQE.DE vs. H4Z3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating (AXQE.DE) and HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (H4Z3.DE). The values are adjusted to include any dividend payments, if applicable.

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AXQE.DE vs. H4Z3.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, AXQE.DE achieves a 9.19% return, which is significantly higher than H4Z3.DE's 6.71% return.


AXQE.DE

1D
5.15%
1M
-6.29%
YTD
9.19%
6M
15.46%
1Y
42.81%
3Y*
5Y*
10Y*

H4Z3.DE

1D
3.39%
1M
-5.14%
YTD
6.71%
6M
10.20%
1Y
25.57%
3Y*
13.81%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AXQE.DE vs. H4Z3.DE - Expense Ratio Comparison

AXQE.DE has a 0.30% expense ratio, which is higher than H4Z3.DE's 0.15% expense ratio.


Return for Risk

AXQE.DE vs. H4Z3.DE — Risk / Return Rank

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

AXQE.DE
AXQE.DE Risk / Return Rank: 8484
Overall Rank
AXQE.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
AXQE.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
AXQE.DE Omega Ratio Rank: 8888
Omega Ratio Rank
AXQE.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
AXQE.DE Martin Ratio Rank: 7777
Martin Ratio Rank

H4Z3.DE
H4Z3.DE Risk / Return Rank: 7474
Overall Rank
H4Z3.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
H4Z3.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
H4Z3.DE Omega Ratio Rank: 7070
Omega Ratio Rank
H4Z3.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
H4Z3.DE Martin Ratio Rank: 7373
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.

AXQE.DE vs. H4Z3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating (AXQE.DE) and HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (H4Z3.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.


AXQE.DEH4Z3.DEDifference

Sharpe ratio

Return per unit of total volatility

1.99

1.40

+0.59

Sortino ratio

Return per unit of downside risk

2.58

1.93

+0.65

Omega ratio

Gain probability vs. loss probability

1.38

1.27

+0.11

Calmar ratio

Return relative to maximum drawdown

2.51

2.51

+0.01

Martin ratio

Return relative to average drawdown

9.32

8.49

+0.84

AXQE.DE vs. H4Z3.DE - Sharpe Ratio Comparison

The current AXQE.DE Sharpe Ratio is 1.99, which is higher than the H4Z3.DE Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of AXQE.DE and H4Z3.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AXQE.DEH4Z3.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

1.40

+0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

1.68

0.63

+1.04

Correlation

The correlation between AXQE.DE and H4Z3.DE is 0.78, 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

AXQE.DE vs. H4Z3.DE - Dividend Comparison

Neither AXQE.DE nor H4Z3.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AXQE.DE vs. H4Z3.DE - Drawdown Comparison

The maximum AXQE.DE drawdown since its inception was -16.82%, smaller than the maximum H4Z3.DE drawdown of -18.86%. Use the drawdown chart below to compare losses from any high point for AXQE.DE and H4Z3.DE.


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Drawdown Indicators


AXQE.DEH4Z3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.82%

-18.86%

+2.04%

Max Drawdown (1Y)

Largest decline over 1 year

-16.82%

-13.45%

-3.37%

Current Drawdown

Current decline from peak

-12.54%

-7.43%

-5.11%

Average Drawdown

Average peak-to-trough decline

-2.65%

-5.10%

+2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

3.09%

+1.45%

Volatility

AXQE.DE vs. H4Z3.DE - Volatility Comparison

AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating (AXQE.DE) has a higher volatility of 9.00% compared to HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (H4Z3.DE) at 7.31%. This indicates that AXQE.DE's price experiences larger fluctuations and is considered to be riskier than H4Z3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AXQE.DEH4Z3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.00%

7.31%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

17.33%

12.83%

+4.50%

Volatility (1Y)

Calculated over the trailing 1-year period

21.48%

18.21%

+3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.83%

15.21%

+5.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.83%

15.21%

+5.62%