ECLM.DE vs. XWEB.DE
ECLM.DE (HANetf iClima Global Decarbonisation Enablers UCITS ETF) and XWEB.DE (Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C) are both Global Equities funds - ECLM.DE tracks the iClima Global Decarbonisation Enablers while XWEB.DE tracks the MSCI World Minimum Volatility Low Carbon SRI Screened Select. Both are passively managed. Over the past year, ECLM.DE returned 37.06% vs 3.21% for XWEB.DE. At a 0.38 correlation, their price movements are largely independent. ECLM.DE charges 0.65%/yr vs 0.25%/yr for XWEB.DE.
Performance
ECLM.DE vs. XWEB.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 XWEB.DE's 1.64% 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*
- —
XWEB.DE
- 1D
- 0.38%
- 1M
- 1.45%
- YTD
- 1.64%
- 6M
- 1.85%
- 1Y
- 3.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ECLM.DE vs. XWEB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ECLM.DE HANetf iClima Global Decarbonisation Enablers UCITS ETF | 18.15% | 12.83% | -11.47% | -6.02% |
XWEB.DE Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C | 1.64% | 1.61% | 16.94% | 4.70% |
Correlation
The correlation between ECLM.DE and XWEB.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2023 | 0.38 |
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Return for Risk
ECLM.DE vs. XWEB.DE — Risk / Return Rank
ECLM.DE
XWEB.DE
ECLM.DE vs. XWEB.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 World Minimum Volatility ESG UCITS ETF 1C (XWEB.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 | XWEB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.07 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 0.63 | +1.23 |
| Martin ratioReturn relative to average drawdown | 3.63 | 1.53 | +2.10 |
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 | XWEB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 0.41 | +0.88 |
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 | 0.89 | -0.79 |
Drawdowns
ECLM.DE vs. XWEB.DE - Drawdown Comparison
The maximum ECLM.DE drawdown since its inception was -49.88%, which is greater than XWEB.DE's maximum drawdown of -14.46%. Use the drawdown chart below to compare losses from any high point for ECLM.DE and XWEB.DE.
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Drawdown Indicators
| ECLM.DE | XWEB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.88% | -14.46% | -35.42% |
Max Drawdown (1Y)Largest decline over 1 year | -19.77% | -5.03% | -14.74% |
Max Drawdown (3Y)Largest decline over 3 years | -36.17% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -49.88% | — | — |
Current DrawdownCurrent decline from peak | -16.23% | -3.10% | -13.13% |
Average DrawdownAverage peak-to-trough decline | -24.19% | -3.02% | -21.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.19% | 2.10% | +8.09% |
Volatility
ECLM.DE vs. XWEB.DE - Volatility Comparison
HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.DE) has a higher volatility of 6.50% compared to Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.DE) at 2.21%. This indicates that ECLM.DE's price experiences larger fluctuations and is considered to be riskier than XWEB.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 | XWEB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 2.21% | +4.29% |
Volatility (6M)Calculated over the trailing 6-month period | 13.35% | 5.37% | +7.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.64% | 7.78% | +20.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.04% | 9.49% | +13.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.35% | 9.49% | +13.86% |
ECLM.DE vs. XWEB.DE - Expense Ratio Comparison
ECLM.DE has a 0.65% expense ratio, which is higher than XWEB.DE's 0.25% expense ratio.
Dividends
ECLM.DE vs. XWEB.DE - Dividend Comparison
Neither ECLM.DE nor XWEB.DE has paid dividends to shareholders.
Frequently Asked Questions
ECLM.DE and XWEB.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XWEB.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XWEB.DE is cheaper with a 0.25% expense ratio, compared with 0.65% for ECLM.DE.
ECLM.DE tracks iClima Global Decarbonisation Enablers, while XWEB.DE tracks MSCI World Minimum Volatility Low Carbon SRI Screened Select. They also come from different issuers: HANetf and Xtrackers. Their fees differ too: 0.65% for ECLM.DE and 0.25% for XWEB.DE.
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