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B41J.DE vs. CAUT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

B41J.DE vs. CAUT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.DE) and Global X China Electric Vehicle and Battery UCITS ETF USD Accumulating (CAUT.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, B41J.DE achieves a 7.25% return, which is significantly higher than CAUT.DE's 0.51% return.


B41J.DE

1D
0.02%
1M
-2.78%
YTD
7.25%
6M
8.50%
1Y
8.67%
3Y*
5Y*
10Y*

CAUT.DE

1D
-2.17%
1M
-14.37%
YTD
0.51%
6M
4.39%
1Y
34.47%
3Y*
1.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

B41J.DE vs. CAUT.DE - Yearly Performance Comparison


Correlation

The correlation between B41J.DE and CAUT.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2024

0.08

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Return for Risk

B41J.DE vs. CAUT.DE — Risk / Return Rank

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

B41J.DE
B41J.DE Risk / Return Rank: 2020
Overall Rank
B41J.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
B41J.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
B41J.DE Omega Ratio Rank: 1818
Omega Ratio Rank
B41J.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
B41J.DE Martin Ratio Rank: 2222
Martin Ratio Rank

CAUT.DE
CAUT.DE Risk / Return Rank: 3434
Overall Rank
CAUT.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CAUT.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
CAUT.DE Omega Ratio Rank: 3232
Omega Ratio Rank
CAUT.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
CAUT.DE Martin Ratio Rank: 3131
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.

B41J.DE vs. CAUT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.DE) and Global X China Electric Vehicle and Battery UCITS ETF USD Accumulating (CAUT.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.


B41J.DECAUT.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.11

1.21

-0.10

Calmar ratioReturn relative to maximum drawdown

0.94

2.08

-1.14

Martin ratioReturn relative to average drawdown

2.70

4.42

-1.72

B41J.DE vs. CAUT.DE - Sharpe Ratio Comparison

The current B41J.DE Sharpe Ratio is 0.58, which is lower than the CAUT.DE Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of B41J.DE and CAUT.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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Sharpe Ratios by Period


B41J.DECAUT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.18

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

-0.27

+1.39

Drawdowns

B41J.DE vs. CAUT.DE - Drawdown Comparison

The maximum B41J.DE drawdown since its inception was -12.00%, smaller than the maximum CAUT.DE drawdown of -69.24%. Use the drawdown chart below to compare losses from any high point for B41J.DE and CAUT.DE.


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Drawdown Indicators


B41J.DECAUT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.00%

-69.24%

+57.24%

Max Drawdown (1Y)

Largest decline over 1 year

-9.34%

-15.89%

+6.55%

Max Drawdown (3Y)

Largest decline over 3 years

-42.32%

Current Drawdown

Current decline from peak

-4.55%

-43.96%

+39.41%

Average Drawdown

Average peak-to-trough decline

-2.45%

-45.53%

+43.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

7.51%

-4.27%

Volatility

B41J.DE vs. CAUT.DE - Volatility Comparison

The current volatility for Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.DE) is 4.95%, while Global X China Electric Vehicle and Battery UCITS ETF USD Accumulating (CAUT.DE) has a volatility of 6.05%. This indicates that B41J.DE experiences smaller price fluctuations and is considered to be less risky than CAUT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


B41J.DECAUT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

6.05%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

12.73%

18.36%

-5.63%

Volatility (1Y)

Calculated over the trailing 1-year period

15.27%

28.22%

-12.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.11%

33.13%

-17.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

33.13%

-17.02%

B41J.DE vs. CAUT.DE - Expense Ratio Comparison

B41J.DE has a 0.47% expense ratio, which is lower than CAUT.DE's 0.68% expense ratio.


Dividends

B41J.DE vs. CAUT.DE - Dividend Comparison

Neither B41J.DE nor CAUT.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


B41J.DE and CAUT.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, B41J.DE is cheaper at 0.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.

B41J.DE is cheaper with a 0.47% expense ratio, compared with 0.68% for CAUT.DE.

B41J.DE is categorized as Europe Equities, while CAUT.DE is Technology Equities. B41J.DE tracks Mirae Asset European Infrastructure Development Index, while CAUT.DE tracks Solactive China Electric Vehicle and Battery. Their fees differ too: 0.47% for B41J.DE and 0.68% for CAUT.DE.

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