PortfoliosLab logoPortfoliosLab logo
ESGP.DE vs. W311.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESGP.DE vs. W311.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Gold Miners Screened UCITS ETF (ESGP.DE) and HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (W311.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ESGP.DE achieves a 11.07% return, which is significantly higher than W311.DE's 5.72% return.


ESGP.DE

1D
0.00%
1M
3.62%
6M
9.14%
YTD
11.07%
1Y
15.42%
3Y*
10.79%
5Y*
10Y*

W311.DE

1D
0.14%
1M
8.42%
6M
2.56%
YTD
5.72%
1Y
19.57%
3Y*
1.48%
5Y*
-5.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGP.DE vs. W311.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ESGP.DE
Gold Miners Screened UCITS ETF
11.07%5.79%12.94%2.10%-2.36%2.90%
W311.DE
HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF
5.72%7.06%-4.78%-0.30%-25.94%-6.50%

Correlation

The correlation between ESGP.DE and W311.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.46

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2021

0.51

Over the past year, the correlation between ESGP.DE and W311.DE has dropped to 0.26 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ESGP.DE vs. W311.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: 5050
Overall Rank
ESGP.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
ESGP.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
ESGP.DE Omega Ratio Rank: 4343
Omega Ratio Rank
ESGP.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
ESGP.DE Martin Ratio Rank: 5050
Martin Ratio Rank

W311.DE
W311.DE Risk / Return Rank: 3030
Overall Rank
W311.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
W311.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
W311.DE Omega Ratio Rank: 2929
Omega Ratio Rank
W311.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
W311.DE Martin Ratio Rank: 2525
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. W311.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Miners Screened UCITS ETF (ESGP.DE) and HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (W311.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ESGP.DEW311.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.23

1.17

+0.06

Calmar ratioReturn relative to maximum drawdown

2.45

1.22

+1.24

Martin ratioReturn relative to average drawdown

6.94

2.74

+4.20

ESGP.DE vs. W311.DE - Sharpe Ratio Comparison

The current ESGP.DE Sharpe Ratio is 1.34, which is higher than the W311.DE Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of ESGP.DE and W311.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.


Loading charts...

Drawdowns

ESGP.DE vs. W311.DE - Drawdown Comparison

The maximum ESGP.DE drawdown since its inception was -20.50%, smaller than the maximum W311.DE drawdown of -48.92%. Use the drawdown chart below to compare losses from any high point for ESGP.DE and W311.DE.


Loading charts...

Drawdown Indicators


ESGP.DEW311.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.50%

-48.92%

+28.42%

Max Drawdown (1Y)

Largest decline over 1 year

-6.31%

-16.00%

+9.69%

Max Drawdown (3Y)

Largest decline over 3 years

-20.50%

-26.45%

+5.95%

Max Drawdown (5Y)

Largest decline over 5 years

-48.92%

Current Drawdown

Current decline from peak

0.00%

-29.17%

+29.17%

Average Drawdown

Average peak-to-trough decline

-5.23%

-23.85%

+18.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

7.13%

-4.90%

Volatility

ESGP.DE vs. W311.DE - Volatility Comparison

The current volatility for Gold Miners Screened UCITS ETF (ESGP.DE) is 2.19%, while HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (W311.DE) has a volatility of 6.06%. This indicates that ESGP.DE experiences smaller price fluctuations and is considered to be less risky than W311.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ESGP.DEW311.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.19%

6.06%

-3.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.02%

14.01%

-4.99%

Volatility (1Y)

Calculated over the trailing 1-year period

11.58%

19.17%

-7.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.44%

22.46%

-8.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.44%

23.05%

-8.61%

ESGP.DE vs. W311.DE - Expense Ratio Comparison

ESGP.DE has a 0.60% expense ratio, which is higher than W311.DE's 0.59% expense ratio.


Dividends

ESGP.DE vs. W311.DE - Dividend Comparison

Neither ESGP.DE nor W311.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ESGP.DE and W311.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, W311.DE is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

W311.DE is cheaper with a 0.59% expense ratio, compared with 0.60% for ESGP.DE.

ESGP.DE is categorized as Gold, while W311.DE is Health & Biotech Equities. ESGP.DE tracks VettaFi Gold Miners Screened Index, while W311.DE tracks Indxx Global NextGen Healthcare. Their fees differ too: 0.60% for ESGP.DE and 0.59% for W311.DE.

Portfolio Optimizer

Find the right allocation for ESGP.DE and W311.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer