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ECLM.DE vs. M37R.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ECLM.DE vs. M37R.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 HANetf ETC Group Global Metaverse UCITS ETF (M37R.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 M37R.DE's -6.38% 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*

M37R.DE

1D
1.15%
1M
5.28%
YTD
-6.38%
6M
-12.87%
1Y
-5.22%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECLM.DE vs. M37R.DE - Yearly Performance Comparison


2026 (YTD)20252024
ECLM.DE
HANetf iClima Global Decarbonisation Enablers UCITS ETF
18.15%12.83%-8.70%
M37R.DE
HANetf ETC Group Global Metaverse UCITS ETF
-6.38%-10.17%28.74%

Correlation

The correlation between ECLM.DE and M37R.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2024

0.52

The correlation between ECLM.DE and M37R.DE has been stable across timeframes, ranging from 0.46 to 0.52 - a consistent structural relationship.

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Return for Risk

ECLM.DE vs. M37R.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

M37R.DE
M37R.DE Risk / Return Rank: 77
Overall Rank
M37R.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
M37R.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
M37R.DE Omega Ratio Rank: 77
Omega Ratio Rank
M37R.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
M37R.DE Martin Ratio Rank: 88
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. M37R.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 HANetf ETC Group Global Metaverse UCITS ETF (M37R.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.DEM37R.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.47

Sortino ratioReturn per unit of downside risk

+2.08

Omega ratioGain probability vs. loss probability

1.32

0.99

+0.33

Calmar ratioReturn relative to maximum drawdown

1.87

-0.13

+2.00

Martin ratioReturn relative to average drawdown

3.63

-0.27

+3.90

ECLM.DE vs. M37R.DE - Sharpe Ratio Comparison

The current ECLM.DE Sharpe Ratio is 1.29, which is higher than the M37R.DE Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of ECLM.DE and M37R.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.DEM37R.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

-0.18

+1.47

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

0.15

-0.05

Drawdowns

ECLM.DE vs. M37R.DE - Drawdown Comparison

The maximum ECLM.DE drawdown since its inception was -49.88%, which is greater than M37R.DE's maximum drawdown of -38.85%. Use the drawdown chart below to compare losses from any high point for ECLM.DE and M37R.DE.


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Drawdown Indicators


ECLM.DEM37R.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.88%

-38.85%

-11.03%

Max Drawdown (1Y)

Largest decline over 1 year

-19.77%

-38.85%

+19.08%

Max Drawdown (3Y)

Largest decline over 3 years

-36.17%

Max Drawdown (5Y)

Largest decline over 5 years

-49.88%

Current Drawdown

Current decline from peak

-16.23%

-24.62%

+8.39%

Average Drawdown

Average peak-to-trough decline

-24.19%

-14.24%

-9.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.19%

18.99%

-8.80%

Volatility

ECLM.DE vs. M37R.DE - Volatility Comparison

The current volatility for HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.DE) is 6.50%, while HANetf ETC Group Global Metaverse UCITS ETF (M37R.DE) has a volatility of 10.35%. This indicates that ECLM.DE experiences smaller price fluctuations and is considered to be less risky than M37R.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.DEM37R.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

10.35%

-3.85%

Volatility (6M)

Calculated over the trailing 6-month period

13.35%

20.98%

-7.63%

Volatility (1Y)

Calculated over the trailing 1-year period

28.64%

28.65%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.04%

32.04%

-9.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.35%

32.04%

-8.69%

ECLM.DE vs. M37R.DE - Expense Ratio Comparison

Both ECLM.DE and M37R.DE have an expense ratio of 0.65%.


Dividends

ECLM.DE vs. M37R.DE - Dividend Comparison

Neither ECLM.DE nor M37R.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ECLM.DE and M37R.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ECLM.DE and M37R.DE have the same expense ratio: 0.65% per year.

ECLM.DE is categorized as Global Equities, while M37R.DE is Technology Equities. ECLM.DE tracks iClima Global Decarbonisation Enablers, while M37R.DE tracks Solactive ETC Group Global Metaverse.

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