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DECD.DE vs. ASWA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DECD.DE vs. ASWA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi DAX 50 ESG UCITS ETF (DECD.DE) and HANetf European Green Deal UCITS ETF Acc (ASWA.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, DECD.DE achieves a 6.02% return, which is significantly higher than ASWA.DE's -10.58% return.


DECD.DE

1D
0.95%
1M
5.39%
YTD
6.02%
6M
8.92%
1Y
8.24%
3Y*
15.59%
5Y*
8.61%
10Y*

ASWA.DE

1D
-0.09%
1M
0.41%
YTD
-10.58%
6M
-9.71%
1Y
0.26%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DECD.DE vs. ASWA.DE - Yearly Performance Comparison


2026 (YTD)202520242023
DECD.DE
Amundi DAX 50 ESG UCITS ETF
6.02%20.49%15.14%3.81%
ASWA.DE
HANetf European Green Deal UCITS ETF Acc
-10.58%26.07%-11.37%-2.40%

Correlation

The correlation between DECD.DE and ASWA.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2023

0.66

The correlation between DECD.DE and ASWA.DE shifts across timeframes, from 0.49 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DECD.DE vs. ASWA.DE — Risk / Return Rank

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

DECD.DE
DECD.DE Risk / Return Rank: 1818
Overall Rank
DECD.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
DECD.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
DECD.DE Omega Ratio Rank: 1717
Omega Ratio Rank
DECD.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
DECD.DE Martin Ratio Rank: 1919
Martin Ratio Rank

ASWA.DE
ASWA.DE Risk / Return Rank: 1010
Overall Rank
ASWA.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ASWA.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
ASWA.DE Omega Ratio Rank: 1313
Omega Ratio Rank
ASWA.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
ASWA.DE Martin Ratio Rank: 99
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.

DECD.DE vs. ASWA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi DAX 50 ESG UCITS ETF (DECD.DE) and HANetf European Green Deal UCITS ETF Acc (ASWA.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.


DECD.DEASWA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.11

1.06

+0.04

Calmar ratioReturn relative to maximum drawdown

0.70

0.01

+0.69

Martin ratioReturn relative to average drawdown

2.05

0.03

+2.03

DECD.DE vs. ASWA.DE - Sharpe Ratio Comparison

The current DECD.DE Sharpe Ratio is 0.54, which is higher than the ASWA.DE Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of DECD.DE and ASWA.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


DECD.DEASWA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

0.01

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

-0.04

+0.69

Drawdowns

DECD.DE vs. ASWA.DE - Drawdown Comparison

The maximum DECD.DE drawdown since its inception was -28.60%, smaller than the maximum ASWA.DE drawdown of -30.36%. Use the drawdown chart below to compare losses from any high point for DECD.DE and ASWA.DE.


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Drawdown Indicators


DECD.DEASWA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.60%

-30.36%

+1.76%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-30.36%

+18.61%

Max Drawdown (3Y)

Largest decline over 3 years

-15.80%

Max Drawdown (5Y)

Largest decline over 5 years

-28.60%

Current Drawdown

Current decline from peak

-0.45%

-23.85%

+23.40%

Average Drawdown

Average peak-to-trough decline

-5.72%

-8.15%

+2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.00%

10.54%

-6.54%

Volatility

DECD.DE vs. ASWA.DE - Volatility Comparison

The current volatility for Amundi DAX 50 ESG UCITS ETF (DECD.DE) is 4.50%, while HANetf European Green Deal UCITS ETF Acc (ASWA.DE) has a volatility of 7.52%. This indicates that DECD.DE experiences smaller price fluctuations and is considered to be less risky than ASWA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DECD.DEASWA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

7.52%

-3.02%

Volatility (6M)

Calculated over the trailing 6-month period

11.87%

37.06%

-25.19%

Volatility (1Y)

Calculated over the trailing 1-year period

15.34%

33.68%

-18.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.98%

24.72%

-7.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.78%

24.72%

-7.94%

DECD.DE vs. ASWA.DE - Expense Ratio Comparison

DECD.DE has a 0.15% expense ratio, which is lower than ASWA.DE's 0.60% expense ratio.


Dividends

DECD.DE vs. ASWA.DE - Dividend Comparison

Neither DECD.DE nor ASWA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DECD.DE and ASWA.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DECD.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DECD.DE is cheaper with a 0.15% expense ratio, compared with 0.60% for ASWA.DE.

DECD.DE tracks DAX® 50 ESG, while ASWA.DE tracks SGI European Green Deal ESG Screened. They also come from different issuers: Amundi and HANetf. Their fees differ too: 0.15% for DECD.DE and 0.60% for ASWA.DE.

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