PortfoliosLab logoPortfoliosLab logo
GC40.DE vs. ASWA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GC40.DE vs. ASWA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi CAC 40 ESG UCITS ETF - EUR (GC40.DE) and HANetf European Green Deal UCITS ETF Acc (ASWA.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GC40.DE achieves a 0.95% return, which is significantly higher than ASWA.DE's -10.58% return.


GC40.DE

1D
1.36%
1M
3.87%
YTD
0.95%
6M
1.40%
1Y
5.23%
3Y*
7.56%
5Y*
7.78%
10Y*
9.36%

ASWA.DE

1D
-0.09%
1M
0.41%
YTD
-10.58%
6M
-9.71%
1Y
0.26%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GC40.DE vs. ASWA.DE - Yearly Performance Comparison


2026 (YTD)202520242023
GC40.DE
Amundi CAC 40 ESG UCITS ETF - EUR
0.95%15.22%2.62%0.86%
ASWA.DE
HANetf European Green Deal UCITS ETF Acc
-10.58%26.07%-11.37%-2.40%

Correlation

The correlation between GC40.DE and ASWA.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2023

0.66

The correlation between GC40.DE and ASWA.DE shifts across timeframes, from 0.48 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.

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

GC40.DE vs. ASWA.DE — Risk / Return Rank

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

GC40.DE
GC40.DE Risk / Return Rank: 1414
Overall Rank
GC40.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
GC40.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
GC40.DE Omega Ratio Rank: 1414
Omega Ratio Rank
GC40.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
GC40.DE Martin Ratio Rank: 1515
Martin Ratio Rank

ASWA.DE
ASWA.DE Risk / Return Rank: 1010
Overall Rank
ASWA.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ASWA.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
ASWA.DE Omega Ratio Rank: 1313
Omega Ratio Rank
ASWA.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
ASWA.DE Martin Ratio Rank: 99
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.

GC40.DE vs. ASWA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi CAC 40 ESG UCITS ETF - EUR (GC40.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.


GC40.DEASWA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.07

1.06

+0.01

Calmar ratioReturn relative to maximum drawdown

0.41

0.01

+0.40

Martin ratioReturn relative to average drawdown

1.24

0.03

+1.21

GC40.DE vs. ASWA.DE - Sharpe Ratio Comparison

The current GC40.DE Sharpe Ratio is 0.34, which is higher than the ASWA.DE Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of GC40.DE and ASWA.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...

Sharpe Ratios by Period


GC40.DEASWA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

0.01

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

-0.04

+0.47

Drawdowns

GC40.DE vs. ASWA.DE - Drawdown Comparison

The maximum GC40.DE drawdown since its inception was -38.73%, 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 GC40.DE and ASWA.DE.


Loading charts...

Drawdown Indicators


GC40.DEASWA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.73%

-30.36%

-8.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.68%

-30.36%

+17.68%

Max Drawdown (3Y)

Largest decline over 3 years

-15.90%

Max Drawdown (5Y)

Largest decline over 5 years

-22.17%

Max Drawdown (10Y)

Largest decline over 10 years

-38.73%

Current Drawdown

Current decline from peak

-2.92%

-23.85%

+20.93%

Average Drawdown

Average peak-to-trough decline

-6.59%

-8.15%

+1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.22%

10.54%

-6.32%

Volatility

GC40.DE vs. ASWA.DE - Volatility Comparison

The current volatility for Amundi CAC 40 ESG UCITS ETF - EUR (GC40.DE) is 4.84%, while HANetf European Green Deal UCITS ETF Acc (ASWA.DE) has a volatility of 7.52%. This indicates that GC40.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


GC40.DEASWA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

7.52%

-2.68%

Volatility (6M)

Calculated over the trailing 6-month period

12.50%

37.06%

-24.56%

Volatility (1Y)

Calculated over the trailing 1-year period

15.56%

33.68%

-18.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.92%

24.72%

-7.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.96%

24.72%

-6.76%

GC40.DE vs. ASWA.DE - Expense Ratio Comparison

GC40.DE has a 0.25% expense ratio, which is lower than ASWA.DE's 0.60% expense ratio.


Dividends

GC40.DE vs. ASWA.DE - Dividend Comparison

Neither GC40.DE nor ASWA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GC40.DE and ASWA.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GC40.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GC40.DE is cheaper with a 0.25% expense ratio, compared with 0.60% for ASWA.DE.

GC40.DE tracks CAC 40® ESG, while ASWA.DE tracks SGI European Green Deal ESG Screened. They also come from different issuers: Amundi and HANetf. Their fees differ too: 0.25% for GC40.DE and 0.60% for ASWA.DE.

Portfolio Optimizer

Find the right allocation for GC40.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