ECLM.DE vs. XG12.DE
ECLM.DE (HANetf iClima Global Decarbonisation Enablers UCITS ETF) and XG12.DE (Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C) are both Global Equities funds - ECLM.DE tracks the iClima Global Decarbonisation Enablers while XG12.DE tracks the MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. Both are passively managed. Over the past 3 years, ECLM.DE returned 4.30%/yr vs 12.73%/yr for XG12.DE. Their correlation of 0.88 suggests significant overlap in exposure. ECLM.DE charges 0.65%/yr vs 0.35%/yr for XG12.DE.
Performance
ECLM.DE vs. XG12.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 lower than XG12.DE's 39.92% 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*
- —
XG12.DE
- 1D
- -0.39%
- 1M
- 10.62%
- YTD
- 39.92%
- 6M
- 38.31%
- 1Y
- 54.12%
- 3Y*
- 12.73%
- 5Y*
- —
- 10Y*
- —
ECLM.DE vs. XG12.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ECLM.DE HANetf iClima Global Decarbonisation Enablers UCITS ETF | 18.15% | 12.83% | -11.47% | 1.02% | -8.24% |
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 39.92% | 8.69% | -4.44% | -8.34% | -5.33% |
Correlation
The correlation between ECLM.DE and XG12.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2022 | 0.88 |
The correlation between ECLM.DE and XG12.DE has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.
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Return for Risk
ECLM.DE vs. XG12.DE — Risk / Return Rank
ECLM.DE
XG12.DE
ECLM.DE vs. XG12.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 Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.04 | ||
| Sortino ratioReturn per unit of downside risk | -2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.59 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 7.95 | -6.09 |
| Martin ratioReturn relative to average drawdown | 3.63 | 25.46 | -21.83 |
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 | XG12.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 3.33 | -2.04 |
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 | 0.39 | -0.30 |
Drawdowns
ECLM.DE vs. XG12.DE - Drawdown Comparison
The maximum ECLM.DE drawdown since its inception was -49.88%, which is greater than XG12.DE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for ECLM.DE and XG12.DE.
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Drawdown Indicators
| ECLM.DE | XG12.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.88% | -32.01% | -17.87% |
Max Drawdown (1Y)Largest decline over 1 year | -19.77% | -6.77% | -13.00% |
Max Drawdown (3Y)Largest decline over 3 years | -36.17% | -24.98% | -11.19% |
Max Drawdown (5Y)Largest decline over 5 years | -49.88% | — | — |
Current DrawdownCurrent decline from peak | -16.23% | -1.67% | -14.56% |
Average DrawdownAverage peak-to-trough decline | -24.19% | -14.28% | -9.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.19% | 2.12% | +8.07% |
Volatility
ECLM.DE vs. XG12.DE - Volatility Comparison
The current volatility for HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.DE) is 6.50%, while Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a volatility of 6.86%. This indicates that ECLM.DE experiences smaller price fluctuations and is considered to be less risky than XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 6.86% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 13.35% | 12.62% | +0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.64% | 16.18% | +12.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.04% | 17.44% | +5.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.35% | 17.44% | +5.91% |
ECLM.DE vs. XG12.DE - Expense Ratio Comparison
ECLM.DE has a 0.65% expense ratio, which is higher than XG12.DE's 0.35% expense ratio.
Dividends
ECLM.DE vs. XG12.DE - Dividend Comparison
Neither ECLM.DE nor XG12.DE has paid dividends to shareholders.
Frequently Asked Questions
ECLM.DE and XG12.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XG12.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XG12.DE is cheaper with a 0.35% expense ratio, compared with 0.65% for ECLM.DE.
ECLM.DE tracks iClima Global Decarbonisation Enablers, while XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. They also come from different issuers: HANetf and Xtrackers. Their fees differ too: 0.65% for ECLM.DE and 0.35% for XG12.DE.
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