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GACB.DE vs. H41E.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GACB.DE vs. H41E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Goldman Sachs ActiveBeta Emerging Markets Equity UCITS ETF CLASS USD (Acc.) (GACB.DE) and HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) (H41E.DE). The values are adjusted to include any dividend payments, if applicable.

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GACB.DE vs. H41E.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
GACB.DE
Goldman Sachs ActiveBeta Emerging Markets Equity UCITS ETF CLASS USD (Acc.)
4.68%17.61%13.29%6.42%-2.78%
H41E.DE
HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc)
8.50%22.02%17.74%11.43%-2.00%

Returns By Period

In the year-to-date period, GACB.DE achieves a 4.68% return, which is significantly lower than H41E.DE's 8.50% return.


GACB.DE

1D
0.00%
1M
-6.30%
YTD
4.68%
6M
7.92%
1Y
23.15%
3Y*
13.03%
5Y*
4.40%
10Y*

H41E.DE

1D
-1.40%
1M
-1.72%
YTD
8.50%
6M
14.25%
1Y
34.51%
3Y*
18.30%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GACB.DE vs. H41E.DE - Expense Ratio Comparison

GACB.DE has a 0.49% expense ratio, which is higher than H41E.DE's 0.35% expense ratio.


Return for Risk

GACB.DE vs. H41E.DE — Risk / Return Rank

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

GACB.DE
GACB.DE Risk / Return Rank: 6565
Overall Rank
GACB.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
GACB.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
GACB.DE Omega Ratio Rank: 6868
Omega Ratio Rank
GACB.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
GACB.DE Martin Ratio Rank: 6060
Martin Ratio Rank

H41E.DE
H41E.DE Risk / Return Rank: 8888
Overall Rank
H41E.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
H41E.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
H41E.DE Omega Ratio Rank: 8484
Omega Ratio Rank
H41E.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
H41E.DE Martin Ratio Rank: 9191
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.

GACB.DE vs. H41E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta Emerging Markets Equity UCITS ETF CLASS USD (Acc.) (GACB.DE) and HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) (H41E.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.


GACB.DEH41E.DEDifference

Sharpe ratio

Return per unit of total volatility

1.36

1.87

-0.52

Sortino ratio

Return per unit of downside risk

1.81

2.47

-0.66

Omega ratio

Gain probability vs. loss probability

1.27

1.35

-0.08

Calmar ratio

Return relative to maximum drawdown

1.74

4.06

-2.33

Martin ratio

Return relative to average drawdown

6.86

14.53

-7.67

GACB.DE vs. H41E.DE - Sharpe Ratio Comparison

The current GACB.DE Sharpe Ratio is 1.36, which is comparable to the H41E.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of GACB.DE and H41E.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GACB.DEH41E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.87

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

1.12

-0.81

Correlation

The correlation between GACB.DE and H41E.DE is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GACB.DE vs. H41E.DE - Dividend Comparison

Neither GACB.DE nor H41E.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GACB.DE vs. H41E.DE - Drawdown Comparison

The maximum GACB.DE drawdown since its inception was -31.63%, which is greater than H41E.DE's maximum drawdown of -20.92%. Use the drawdown chart below to compare losses from any high point for GACB.DE and H41E.DE.


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Drawdown Indicators


GACB.DEH41E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.63%

-20.92%

-10.71%

Max Drawdown (1Y)

Largest decline over 1 year

-13.31%

-10.87%

-2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-21.46%

Current Drawdown

Current decline from peak

-8.51%

-7.97%

-0.54%

Average Drawdown

Average peak-to-trough decline

-8.69%

-3.19%

-5.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.74%

+0.63%

Volatility

GACB.DE vs. H41E.DE - Volatility Comparison

Goldman Sachs ActiveBeta Emerging Markets Equity UCITS ETF CLASS USD (Acc.) (GACB.DE) has a higher volatility of 7.14% compared to HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) (H41E.DE) at 6.76%. This indicates that GACB.DE's price experiences larger fluctuations and is considered to be riskier than H41E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GACB.DEH41E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

6.76%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

11.90%

12.94%

-1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

17.93%

18.34%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.08%

15.44%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.59%

15.44%

+2.15%