ECLM.DE vs. VGWD.DE
ECLM.DE (HANetf iClima Global Decarbonisation Enablers UCITS ETF) and VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) are both Global Equities funds - ECLM.DE tracks the iClima Global Decarbonisation Enablers while VGWD.DE tracks the FTSE All-World High Dividend Yield index. Both are passively managed. Over the past 5 years, ECLM.DE returned -0.34%/yr vs 11.49%/yr for VGWD.DE. A 0.67 correlation means they provide meaningful diversification when combined. ECLM.DE charges 0.65%/yr vs 0.29%/yr for VGWD.DE.
Performance
ECLM.DE vs. VGWD.DE - Performance Comparison
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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 VGWD.DE's 12.49% 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*
- —
VGWD.DE
- 1D
- 0.19%
- 1M
- 3.35%
- YTD
- 12.49%
- 6M
- 14.15%
- 1Y
- 25.00%
- 3Y*
- 15.87%
- 5Y*
- 11.49%
- 10Y*
- —
ECLM.DE vs. VGWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ECLM.DE HANetf iClima Global Decarbonisation Enablers UCITS ETF | 18.15% | 12.83% | -11.47% | 1.02% | -23.37% | 14.89% | 7.80% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 12.49% | 13.16% | 15.75% | 7.29% | 0.08% | 27.90% | 0.43% |
Correlation
The correlation between ECLM.DE and VGWD.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2020 | 0.67 |
The correlation between ECLM.DE and VGWD.DE has been stable across timeframes, ranging from 0.66 to 0.68 - a consistent structural relationship.
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Return for Risk
ECLM.DE vs. VGWD.DE — Risk / Return Rank
ECLM.DE
VGWD.DE
ECLM.DE vs. VGWD.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.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.DE | VGWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.50 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 4.28 | -2.41 |
| Martin ratioReturn relative to average drawdown | 3.63 | 16.37 | -12.74 |
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
| ECLM.DE | VGWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 2.70 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.99 | -1.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.64 | -0.54 |
Drawdowns
ECLM.DE vs. VGWD.DE - Drawdown Comparison
The maximum ECLM.DE drawdown since its inception was -49.88%, which is greater than VGWD.DE's maximum drawdown of -34.57%. Use the drawdown chart below to compare losses from any high point for ECLM.DE and VGWD.DE.
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Drawdown Indicators
| ECLM.DE | VGWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.88% | -34.57% | -15.31% |
Max Drawdown (1Y)Largest decline over 1 year | -19.77% | -5.82% | -13.95% |
Max Drawdown (3Y)Largest decline over 3 years | -36.17% | -16.86% | -19.31% |
Max Drawdown (5Y)Largest decline over 5 years | -49.88% | -16.86% | -33.02% |
Current DrawdownCurrent decline from peak | -16.23% | -0.32% | -15.91% |
Average DrawdownAverage peak-to-trough decline | -24.19% | -4.05% | -20.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.19% | 1.52% | +8.67% |
Volatility
ECLM.DE vs. VGWD.DE - Volatility Comparison
HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.DE) has a higher volatility of 6.50% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) at 2.33%. This indicates that ECLM.DE's price experiences larger fluctuations and is considered to be riskier than VGWD.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.DE | VGWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 2.33% | +4.17% |
Volatility (6M)Calculated over the trailing 6-month period | 13.35% | 6.95% | +6.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.64% | 9.21% | +19.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.04% | 11.52% | +11.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.35% | 14.23% | +9.12% |
ECLM.DE vs. VGWD.DE - Expense Ratio Comparison
ECLM.DE has a 0.65% expense ratio, which is higher than VGWD.DE's 0.29% expense ratio.
Dividends
ECLM.DE vs. VGWD.DE - Dividend Comparison
ECLM.DE has not paid dividends to shareholders, while VGWD.DE's dividend yield for the trailing twelve months is around 2.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.49% | 2.84% | 3.05% | 3.39% | 3.78% | 3.03% | 3.08% | 3.21% | 3.70% | 0.58% |
Frequently Asked Questions
ECLM.DE and VGWD.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGWD.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGWD.DE is cheaper with a 0.29% expense ratio, compared with 0.65% for ECLM.DE.
ECLM.DE tracks iClima Global Decarbonisation Enablers, while VGWD.DE tracks FTSE All-World High Dividend Yield index. They also come from different issuers: HANetf and Vanguard. Their fees differ too: 0.65% for ECLM.DE and 0.29% for VGWD.DE.
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