EXS2.DE vs. ASWA.DE
EXS2.DE (iShares TecDAX UCITS ETF (DE)) and ASWA.DE (HANetf European Green Deal UCITS ETF Acc) are both Europe Equities funds - EXS2.DE tracks the TecDAX® while ASWA.DE tracks the SGI European Green Deal ESG Screened. Both are passively managed. Over the past year, EXS2.DE returned 6.46% vs 0.26% for ASWA.DE. A 0.61 correlation means they provide meaningful diversification when combined. EXS2.DE charges 0.51%/yr vs 0.60%/yr for ASWA.DE.
Performance
EXS2.DE vs. ASWA.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EXS2.DE achieves a 15.70% return, which is significantly higher than ASWA.DE's -10.58% return.
EXS2.DE
- 1D
- 0.52%
- 1M
- 10.51%
- YTD
- 15.70%
- 6M
- 16.91%
- 1Y
- 6.46%
- 3Y*
- 8.54%
- 5Y*
- 3.72%
- 10Y*
- 9.01%
ASWA.DE
- 1D
- -0.09%
- 1M
- 0.41%
- YTD
- -10.58%
- 6M
- -9.71%
- 1Y
- 0.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EXS2.DE vs. ASWA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EXS2.DE iShares TecDAX UCITS ETF (DE) | 15.70% | 5.33% | 1.63% | 3.00% |
ASWA.DE HANetf European Green Deal UCITS ETF Acc | -10.58% | 26.07% | -11.37% | -2.40% |
Correlation
The correlation between EXS2.DE and ASWA.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2023 | 0.61 |
Over the past year, the correlation between EXS2.DE and ASWA.DE has dropped to 0.40 - well below their long-term average of 0.61, 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
EXS2.DE vs. ASWA.DE — Risk / Return Rank
EXS2.DE
ASWA.DE
EXS2.DE vs. ASWA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares TecDAX UCITS ETF (DE) (EXS2.DE) and HANetf European Green Deal UCITS ETF Acc (ASWA.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.
| EXS2.DE | ASWA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.06 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 0.01 | +0.39 |
| Martin ratioReturn relative to average drawdown | 0.80 | 0.03 | +0.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EXS2.DE | ASWA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 0.01 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | -0.04 | +0.17 |
Drawdowns
EXS2.DE vs. ASWA.DE - Drawdown Comparison
The maximum EXS2.DE drawdown since its inception was -84.49%, which is greater than ASWA.DE's maximum drawdown of -30.36%. Use the drawdown chart below to compare losses from any high point for EXS2.DE and ASWA.DE.
Loading charts...
Drawdown Indicators
| EXS2.DE | ASWA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.49% | -30.36% | -54.13% |
Max Drawdown (1Y)Largest decline over 1 year | -16.12% | -30.36% | +14.24% |
Max Drawdown (3Y)Largest decline over 3 years | -17.93% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -34.97% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | — | — |
Current DrawdownCurrent decline from peak | -0.81% | -23.85% | +23.04% |
Average DrawdownAverage peak-to-trough decline | -39.46% | -8.15% | -31.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.07% | 10.54% | -2.47% |
Volatility
EXS2.DE vs. ASWA.DE - Volatility Comparison
The current volatility for iShares TecDAX UCITS ETF (DE) (EXS2.DE) is 5.29%, while HANetf European Green Deal UCITS ETF Acc (ASWA.DE) has a volatility of 7.52%. This indicates that EXS2.DE experiences smaller price fluctuations and is considered to be less risky than ASWA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EXS2.DE | ASWA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 7.52% | -2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 14.25% | 37.06% | -22.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.83% | 33.68% | -15.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.80% | 24.72% | -5.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.47% | 24.72% | -5.25% |
EXS2.DE vs. ASWA.DE - Expense Ratio Comparison
EXS2.DE has a 0.51% expense ratio, which is lower than ASWA.DE's 0.60% expense ratio.
Dividends
EXS2.DE vs. ASWA.DE - Dividend Comparison
Neither EXS2.DE nor ASWA.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASWA.DE HANetf European Green Deal UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXS2.DE iShares TecDAX UCITS ETF (DE) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.15% | 0.25% | 0.36% |
Frequently Asked Questions
EXS2.DE and ASWA.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXS2.DE is cheaper at 0.51% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXS2.DE is cheaper with a 0.51% expense ratio, compared with 0.60% for ASWA.DE.
EXS2.DE tracks TecDAX®, while ASWA.DE tracks SGI European Green Deal ESG Screened. They also come from different issuers: iShares and HANetf. Their fees differ too: 0.51% for EXS2.DE and 0.60% for ASWA.DE.
Find the right allocation for EXS2.DE and ASWA.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