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ECLM.DE vs. ESGP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ECLM.DE vs. ESGP.DE - 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 Gold Miners Screened UCITS ETF (ESGP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with ECLM.DE having a 11.85% return and ESGP.DE slightly lower at 11.48%.


ECLM.DE

1D
0.00%
1M
-3.85%
6M
5.54%
YTD
11.85%
1Y
24.86%
3Y*
1.64%
5Y*
-2.06%
10Y*

ESGP.DE

1D
0.00%
1M
3.54%
6M
8.31%
YTD
11.48%
1Y
16.66%
3Y*
11.24%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECLM.DE vs. ESGP.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ECLM.DE
HANetf iClima Global Decarbonisation Enablers UCITS ETF
11.85%12.83%-11.47%1.02%-23.37%-0.28%
ESGP.DE
Gold Miners Screened UCITS ETF
11.48%5.79%12.94%2.10%-2.36%2.90%

Correlation

The correlation between ECLM.DE and ESGP.DE is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

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

0.65

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2021

0.66

The correlation between ECLM.DE and ESGP.DE has been stable across timeframes, ranging from 0.56 to 0.66 - a consistent structural relationship.

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Return for Risk

ECLM.DE vs. ESGP.DE — 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: 3131
Overall Rank
ECLM.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ECLM.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
ECLM.DE Omega Ratio Rank: 4141
Omega Ratio Rank
ECLM.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
ECLM.DE Martin Ratio Rank: 2424
Martin Ratio Rank

ESGP.DE
ESGP.DE Risk / Return Rank: 5656
Overall Rank
ESGP.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ESGP.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
ESGP.DE Omega Ratio Rank: 4949
Omega Ratio Rank
ESGP.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
ESGP.DE Martin Ratio Rank: 5555
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. ESGP.DE - 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 Gold Miners Screened UCITS ETF (ESGP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ECLM.DEESGP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.72

Omega ratioGain probability vs. loss probability

1.22

1.25

-0.03

Calmar ratioReturn relative to maximum drawdown

1.26

2.65

-1.39

Martin ratioReturn relative to average drawdown

2.42

7.50

-5.08

ECLM.DE vs. ESGP.DE - Sharpe Ratio Comparison

The current ECLM.DE Sharpe Ratio is 0.85, which is lower than the ESGP.DE Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of ECLM.DE and ESGP.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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Drawdowns

ECLM.DE vs. ESGP.DE - Drawdown Comparison

The maximum ECLM.DE drawdown since its inception was -49.88%, which is greater than ESGP.DE's maximum drawdown of -20.50%. Use the drawdown chart below to compare losses from any high point for ECLM.DE and ESGP.DE.


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Drawdown Indicators


ECLM.DEESGP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.88%

-20.50%

-29.38%

Max Drawdown (1Y)

Largest decline over 1 year

-19.77%

-6.31%

-13.46%

Max Drawdown (3Y)

Largest decline over 3 years

-36.17%

-20.50%

-15.67%

Max Drawdown (5Y)

Largest decline over 5 years

-49.88%

Current Drawdown

Current decline from peak

-20.70%

0.00%

-20.70%

Average Drawdown

Average peak-to-trough decline

-24.09%

-5.23%

-18.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.26%

2.23%

+8.03%

Volatility

ECLM.DE vs. ESGP.DE - Volatility Comparison

HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.DE) has a higher volatility of 6.41% compared to Gold Miners Screened UCITS ETF (ESGP.DE) at 2.13%. This indicates that ECLM.DE's price experiences larger fluctuations and is considered to be riskier than ESGP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECLM.DEESGP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

2.13%

+4.28%

Volatility (6M)

Calculated over the trailing 6-month period

14.84%

8.96%

+5.88%

Volatility (1Y)

Calculated over the trailing 1-year period

29.30%

11.59%

+17.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.23%

14.44%

+8.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.37%

14.44%

+9.93%

ECLM.DE vs. ESGP.DE - Expense Ratio Comparison

ECLM.DE has a 0.65% expense ratio, which is higher than ESGP.DE's 0.60% expense ratio.


Dividends

ECLM.DE vs. ESGP.DE - Dividend Comparison

Neither ECLM.DE nor ESGP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ECLM.DE and ESGP.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESGP.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESGP.DE is cheaper with a 0.60% expense ratio, compared with 0.65% for ECLM.DE.

ECLM.DE is categorized as Global Equities, while ESGP.DE is Gold. ECLM.DE tracks iClima Global Decarbonisation Enablers, while ESGP.DE tracks VettaFi Gold Miners Screened Index. Their fees differ too: 0.65% for ECLM.DE and 0.60% for ESGP.DE.

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