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ECLM.DE vs. ENGW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ECLM.DE vs. ENGW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.DE) and SPDR MSCI World Energy UCITS ETF (ENGW.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ECLM.DE is traded in EUR, while ENGW.L is traded in GBP. To make them comparable, the ENGW.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ECLM.DE achieves a 18.15% return, which is significantly lower than ENGW.L's 31.96% return.


ECLM.DE

1D
-1.47%
1M
5.70%
YTD
18.15%
6M
17.28%
1Y
37.06%
3Y*
4.30%
5Y*
-0.34%
10Y*

ENGW.L

1D
-0.61%
1M
-1.01%
YTD
31.96%
6M
29.35%
1Y
44.95%
3Y*
15.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECLM.DE vs. ENGW.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
ECLM.DE
HANetf iClima Global Decarbonisation Enablers UCITS ETF
18.15%12.83%-11.47%1.02%-19.03%
ENGW.L
SPDR MSCI World Energy UCITS ETF
31.96%1.60%8.55%0.01%13.99%

Correlation

The correlation between ECLM.DE and ENGW.L is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

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

0.18

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2022

0.23

The correlation between ECLM.DE and ENGW.L shifts across timeframes, from -0.05 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ECLM.DE vs. ENGW.L — Risk / Return Rank

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

ECLM.DE
ECLM.DE Risk / Return Rank: 3939
Overall Rank
ECLM.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ECLM.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
ECLM.DE Omega Ratio Rank: 5353
Omega Ratio Rank
ECLM.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
ECLM.DE Martin Ratio Rank: 2727
Martin Ratio Rank

ENGW.L
ENGW.L Risk / Return Rank: 6666
Overall Rank
ENGW.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ENGW.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
ENGW.L Omega Ratio Rank: 7070
Omega Ratio Rank
ENGW.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
ENGW.L Martin Ratio Rank: 6262
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.

ECLM.DE vs. ENGW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.DE) and SPDR MSCI World Energy UCITS ETF (ENGW.L). 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.


ECLM.DEENGW.LDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.32

1.37

-0.04

Calmar ratioReturn relative to maximum drawdown

1.87

3.04

-1.18

Martin ratioReturn relative to average drawdown

3.63

10.18

-6.55

ECLM.DE vs. ENGW.L - Sharpe Ratio Comparison

The current ECLM.DE Sharpe Ratio is 1.29, which is lower than the ENGW.L Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of ECLM.DE and ENGW.L, 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


ECLM.DEENGW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

2.10

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.56

-0.46

Drawdowns

ECLM.DE vs. ENGW.L - Drawdown Comparison

The maximum ECLM.DE drawdown since its inception was -49.88%, which is greater than ENGW.L's maximum drawdown of -23.64%. Use the drawdown chart below to compare losses from any high point for ECLM.DE and ENGW.L.


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Drawdown Indicators


ECLM.DEENGW.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.88%

-23.64%

-26.24%

Max Drawdown (1Y)

Largest decline over 1 year

-19.77%

-14.70%

-5.07%

Max Drawdown (3Y)

Largest decline over 3 years

-36.17%

-23.64%

-12.53%

Max Drawdown (5Y)

Largest decline over 5 years

-49.88%

Current Drawdown

Current decline from peak

-16.23%

-7.14%

-9.09%

Average Drawdown

Average peak-to-trough decline

-24.19%

-8.84%

-15.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.19%

4.40%

+5.79%

Volatility

ECLM.DE vs. ENGW.L - Volatility Comparison

The current volatility for HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.DE) is 6.50%, while SPDR MSCI World Energy UCITS ETF (ENGW.L) has a volatility of 8.18%. This indicates that ECLM.DE experiences smaller price fluctuations and is considered to be less risky than ENGW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECLM.DEENGW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

8.18%

-1.68%

Volatility (6M)

Calculated over the trailing 6-month period

13.35%

18.25%

-4.90%

Volatility (1Y)

Calculated over the trailing 1-year period

28.64%

21.39%

+7.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.04%

23.29%

-0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.35%

23.29%

+0.06%

ECLM.DE vs. ENGW.L - Expense Ratio Comparison

ECLM.DE has a 0.65% expense ratio, which is higher than ENGW.L's 0.30% expense ratio.


Dividends

ECLM.DE vs. ENGW.L - Dividend Comparison

Neither ECLM.DE nor ENGW.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ECLM.DE and ENGW.L have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ENGW.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ENGW.L is cheaper with a 0.30% expense ratio, compared with 0.65% for ECLM.DE.

ECLM.DE is categorized as Global Equities, while ENGW.L is Energy Equities. ECLM.DE tracks iClima Global Decarbonisation Enablers, while ENGW.L tracks MSCI World/Energy NR USD. They also come from different issuers: HANetf and State Street. Their fees differ too: 0.65% for ECLM.DE and 0.30% for ENGW.L.

Portfolio Optimizer

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