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ESGP.DE vs. SXR1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESGP.DE vs. SXR1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.DE) and iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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, ESGP.DE achieves a 6.87% return, which is significantly lower than SXR1.DE's 8.90% return.


ESGP.DE

1D
-0.72%
1M
-0.42%
YTD
6.87%
6M
8.16%
1Y
11.61%
3Y*
9.26%
5Y*
10Y*

SXR1.DE

1D
-0.90%
1M
0.00%
YTD
8.90%
6M
10.33%
1Y
14.04%
3Y*
10.41%
5Y*
5.82%
10Y*
7.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGP.DE vs. SXR1.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ESGP.DE
HANetf AuAg ESG Gold Mining UCITS ETF
6.87%5.79%12.94%2.10%-2.36%2.35%
SXR1.DE
iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)
8.90%7.00%11.91%2.20%-0.86%1.00%

Correlation

The correlation between ESGP.DE and SXR1.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2021

0.97

The correlation between ESGP.DE and SXR1.DE has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

ESGP.DE vs. SXR1.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESGP.DE
ESGP.DE Risk / Return Rank: 3232
Overall Rank
ESGP.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ESGP.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
ESGP.DE Omega Ratio Rank: 2727
Omega Ratio Rank
ESGP.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
ESGP.DE Martin Ratio Rank: 3535
Martin Ratio Rank

SXR1.DE
SXR1.DE Risk / Return Rank: 3838
Overall Rank
SXR1.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SXR1.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
SXR1.DE Omega Ratio Rank: 3333
Omega Ratio Rank
SXR1.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
SXR1.DE Martin Ratio Rank: 4242
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.

ESGP.DE vs. SXR1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.DE) and iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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.


ESGP.DESXR1.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.18

1.22

-0.04

Calmar ratioReturn relative to maximum drawdown

1.83

2.25

-0.42

Martin ratioReturn relative to average drawdown

5.36

6.64

-1.28

ESGP.DE vs. SXR1.DE - Sharpe Ratio Comparison

The current ESGP.DE Sharpe Ratio is 1.02, which is comparable to the SXR1.DE Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of ESGP.DE and SXR1.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


ESGP.DESXR1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.19

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.27

+0.12

Drawdowns

ESGP.DE vs. SXR1.DE - Drawdown Comparison

The maximum ESGP.DE drawdown since its inception was -20.50%, smaller than the maximum SXR1.DE drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for ESGP.DE and SXR1.DE.


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Drawdown Indicators


ESGP.DESXR1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.50%

-38.62%

+18.12%

Max Drawdown (1Y)

Largest decline over 1 year

-6.31%

-6.21%

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-20.50%

-20.28%

-0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-20.28%

Max Drawdown (10Y)

Largest decline over 10 years

-36.91%

Current Drawdown

Current decline from peak

-2.57%

-2.17%

-0.40%

Average Drawdown

Average peak-to-trough decline

-5.31%

-9.79%

+4.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

2.11%

+0.05%

Volatility

ESGP.DE vs. SXR1.DE - Volatility Comparison

HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.DE) has a higher volatility of 3.24% compared to iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) at 3.06%. This indicates that ESGP.DE's price experiences larger fluctuations and is considered to be riskier than SXR1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESGP.DESXR1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.24%

3.06%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

8.68%

9.04%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

11.29%

11.73%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.54%

14.73%

-0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.54%

16.60%

-2.06%

ESGP.DE vs. SXR1.DE - Expense Ratio Comparison

ESGP.DE has a 0.60% expense ratio, which is higher than SXR1.DE's 0.20% expense ratio.


Dividends

ESGP.DE vs. SXR1.DE - Dividend Comparison

Neither ESGP.DE nor SXR1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, ESGP.DE and SXR1.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SXR1.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXR1.DE is cheaper with a 0.20% expense ratio, compared with 0.60% for ESGP.DE.

ESGP.DE tracks MSCI Pacific Ex Japan NR USD, while SXR1.DE tracks MSCI Pacific ex Japan. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.60% for ESGP.DE and 0.20% for SXR1.DE.

Portfolio Optimizer

Find the right allocation for ESGP.DE and SXR1.DE

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