E903.DE vs. ASWA.DE
E903.DE (Amundi DivDAX II UCITS ETF Dist) and ASWA.DE (HANetf European Green Deal UCITS ETF Acc) are both Europe Equities funds - E903.DE tracks the DivDAX® while ASWA.DE tracks the SGI European Green Deal ESG Screened. Both are passively managed. Over the past year, E903.DE returned 8.07% vs 0.26% for ASWA.DE. A 0.60 correlation means they provide meaningful diversification when combined. E903.DE charges 0.25%/yr vs 0.60%/yr for ASWA.DE.
Performance
E903.DE vs. ASWA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, E903.DE achieves a 1.54% return, which is significantly higher than ASWA.DE's -10.58% return.
E903.DE
- 1D
- -0.69%
- 1M
- -2.94%
- YTD
- 1.54%
- 6M
- 3.05%
- 1Y
- 8.07%
- 3Y*
- 9.49%
- 5Y*
- 5.65%
- 10Y*
- 7.64%
ASWA.DE
- 1D
- -0.09%
- 1M
- -2.46%
- YTD
- -10.58%
- 6M
- -9.85%
- 1Y
- 0.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
E903.DE vs. ASWA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
E903.DE Amundi DivDAX II UCITS ETF Dist | 1.54% | 21.96% | 4.36% | -0.76% |
ASWA.DE HANetf European Green Deal UCITS ETF Acc | -10.58% | 26.07% | -11.37% | -2.40% |
Correlation
The correlation between E903.DE and ASWA.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2023 | 0.60 |
The correlation between E903.DE and ASWA.DE shifts across timeframes, from 0.40 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
E903.DE vs. ASWA.DE — Risk / Return Rank
E903.DE
ASWA.DE
E903.DE vs. ASWA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi DivDAX II UCITS ETF Dist (E903.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.
| E903.DE | ASWA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.06 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.84 | 0.01 | +0.83 |
| Martin ratioReturn relative to average drawdown | 2.33 | 0.03 | +2.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| E903.DE | ASWA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.01 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | -0.04 | +0.38 |
Drawdowns
E903.DE vs. ASWA.DE - Drawdown Comparison
The maximum E903.DE drawdown since its inception was -41.56%, which is greater than ASWA.DE's maximum drawdown of -30.36%. Use the drawdown chart below to compare losses from any high point for E903.DE and ASWA.DE.
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Drawdown Indicators
| E903.DE | ASWA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.56% | -30.36% | -11.20% |
Max Drawdown (1Y)Largest decline over 1 year | -9.92% | -30.36% | +20.44% |
Max Drawdown (3Y)Largest decline over 3 years | -15.78% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.37% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.56% | — | — |
Current DrawdownCurrent decline from peak | -5.02% | -23.85% | +18.83% |
Average DrawdownAverage peak-to-trough decline | -6.52% | -8.15% | +1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 10.54% | -6.99% |
Volatility
E903.DE vs. ASWA.DE - Volatility Comparison
The current volatility for Amundi DivDAX II UCITS ETF Dist (E903.DE) is 3.68%, while HANetf European Green Deal UCITS ETF Acc (ASWA.DE) has a volatility of 7.52%. This indicates that E903.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
| E903.DE | ASWA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 7.52% | -3.84% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 37.06% | -25.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.37% | 33.68% | -19.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.11% | 24.72% | -7.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.68% | 24.72% | -6.04% |
E903.DE vs. ASWA.DE - Expense Ratio Comparison
E903.DE has a 0.25% expense ratio, which is lower than ASWA.DE's 0.60% expense ratio.
Dividends
E903.DE vs. ASWA.DE - Dividend Comparison
E903.DE's dividend yield for the trailing twelve months is around 3.61%, while ASWA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ASWA.DE HANetf European Green Deal UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
E903.DE Amundi DivDAX II UCITS ETF Dist | 3.61% | 3.66% | 4.20% | 5.26% | 3.88% | 2.62% | 3.28% | 3.24% | 3.74% | 2.45% | 2.97% |
Frequently Asked Questions
E903.DE and ASWA.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, E903.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
E903.DE is cheaper with a 0.25% expense ratio, compared with 0.60% for ASWA.DE.
E903.DE tracks DivDAX®, while ASWA.DE tracks SGI European Green Deal ESG Screened. They also come from different issuers: Amundi and HANetf. Their fees differ too: 0.25% for E903.DE and 0.60% for ASWA.DE.
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