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ECLM.DE vs. EXI2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ECLM.DE vs. EXI2.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 iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.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, ECLM.DE achieves a 18.15% return, which is significantly higher than EXI2.DE's 12.23% 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*

EXI2.DE

1D
-0.27%
1M
5.25%
YTD
12.23%
6M
12.47%
1Y
34.12%
3Y*
22.85%
5Y*
17.19%
10Y*
16.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECLM.DE vs. EXI2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ECLM.DE
HANetf iClima Global Decarbonisation Enablers UCITS ETF
18.15%12.83%-11.47%1.02%-23.37%14.89%7.80%
EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)
12.23%10.38%38.84%33.44%-21.53%35.62%2.70%

Correlation

The correlation between ECLM.DE and EXI2.DE is 0.61, 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

0.61

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

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2020

0.63

The correlation between ECLM.DE and EXI2.DE has been stable across timeframes, ranging from 0.53 to 0.63 - a consistent structural relationship.

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Return for Risk

ECLM.DE vs. EXI2.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: 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

EXI2.DE
EXI2.DE Risk / Return Rank: 7979
Overall Rank
EXI2.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
EXI2.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
EXI2.DE Omega Ratio Rank: 7676
Omega Ratio Rank
EXI2.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
EXI2.DE Martin Ratio Rank: 8181
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. EXI2.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 iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.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.


ECLM.DEEXI2.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.32

1.44

-0.12

Calmar ratioReturn relative to maximum drawdown

1.87

4.21

-2.34

Martin ratioReturn relative to average drawdown

3.63

15.84

-12.21

ECLM.DE vs. EXI2.DE - Sharpe Ratio Comparison

The current ECLM.DE Sharpe Ratio is 1.29, which is lower than the EXI2.DE Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of ECLM.DE and EXI2.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


ECLM.DEEXI2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

2.52

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

1.02

-1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.41

-0.31

Drawdowns

ECLM.DE vs. EXI2.DE - Drawdown Comparison

The maximum ECLM.DE drawdown since its inception was -49.88%, smaller than the maximum EXI2.DE drawdown of -59.21%. Use the drawdown chart below to compare losses from any high point for ECLM.DE and EXI2.DE.


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Drawdown Indicators


ECLM.DEEXI2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.88%

-59.21%

+9.33%

Max Drawdown (1Y)

Largest decline over 1 year

-19.77%

-8.07%

-11.70%

Max Drawdown (3Y)

Largest decline over 3 years

-36.17%

-24.75%

-11.42%

Max Drawdown (5Y)

Largest decline over 5 years

-49.88%

-24.75%

-25.13%

Max Drawdown (10Y)

Largest decline over 10 years

-30.00%

Current Drawdown

Current decline from peak

-16.23%

-1.11%

-15.12%

Average Drawdown

Average peak-to-trough decline

-24.19%

-17.44%

-6.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.19%

2.15%

+8.04%

Volatility

ECLM.DE vs. EXI2.DE - Volatility Comparison

HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.DE) has a higher volatility of 6.50% compared to iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE) at 3.46%. This indicates that ECLM.DE's price experiences larger fluctuations and is considered to be riskier than EXI2.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.DEEXI2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

3.46%

+3.04%

Volatility (6M)

Calculated over the trailing 6-month period

13.35%

9.18%

+4.17%

Volatility (1Y)

Calculated over the trailing 1-year period

28.64%

13.50%

+15.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.04%

16.60%

+6.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.35%

16.57%

+6.78%

ECLM.DE vs. EXI2.DE - Expense Ratio Comparison

ECLM.DE has a 0.65% expense ratio, which is higher than EXI2.DE's 0.51% expense ratio.


Dividends

ECLM.DE vs. EXI2.DE - Dividend Comparison

ECLM.DE has not paid dividends to shareholders, while EXI2.DE's dividend yield for the trailing twelve months is around 0.33%.


PositionTTM20252024202320222021202020192018201720162015
ECLM.DE
HANetf iClima Global Decarbonisation Enablers UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)
0.33%0.41%0.42%0.61%0.84%0.55%0.99%1.28%1.29%2.56%1.77%2.56%

Frequently Asked Questions


ECLM.DE and EXI2.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXI2.DE is cheaper at 0.51% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXI2.DE is cheaper with a 0.51% expense ratio, compared with 0.65% for ECLM.DE.

ECLM.DE tracks iClima Global Decarbonisation Enablers, while EXI2.DE tracks Dow Jones Global Titans 50. They also come from different issuers: HANetf and iShares. Their fees differ too: 0.65% for ECLM.DE and 0.51% for EXI2.DE.

Portfolio Optimizer

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