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LOWD.DE vs. ASCH.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LOWD.DE vs. ASCH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy Low Carbon 300 World PAB UCITS ETF Acc (LOWD.DE) and abrdn Future Supply Chains UCITS ETF (ASCH.DE). The values are adjusted to include any dividend payments, if applicable.

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LOWD.DE vs. ASCH.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, LOWD.DE achieves a -2.58% return, which is significantly lower than ASCH.DE's 8.94% return.


LOWD.DE

1D
-0.07%
1M
-1.67%
YTD
-2.58%
6M
-0.51%
1Y
5.10%
3Y*
13.75%
5Y*
10Y*

ASCH.DE

1D
4.09%
1M
-7.43%
YTD
8.94%
6M
13.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LOWD.DE vs. ASCH.DE - Expense Ratio Comparison

LOWD.DE has a 0.30% expense ratio, which is lower than ASCH.DE's 0.60% expense ratio.


Return for Risk

LOWD.DE vs. ASCH.DE — Risk / Return Rank

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

LOWD.DE
LOWD.DE Risk / Return Rank: 2525
Overall Rank
LOWD.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
LOWD.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
LOWD.DE Omega Ratio Rank: 1919
Omega Ratio Rank
LOWD.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
LOWD.DE Martin Ratio Rank: 3333
Martin Ratio Rank

ASCH.DE
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.

LOWD.DE vs. ASCH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy Low Carbon 300 World PAB UCITS ETF Acc (LOWD.DE) and abrdn Future Supply Chains UCITS ETF (ASCH.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.


LOWD.DEASCH.DEDifference

Sharpe ratio

Return per unit of total volatility

0.34

Sortino ratio

Return per unit of downside risk

0.56

Omega ratio

Gain probability vs. loss probability

1.08

Calmar ratio

Return relative to maximum drawdown

1.11

Martin ratio

Return relative to average drawdown

3.83

LOWD.DE vs. ASCH.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LOWD.DEASCH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

2.14

-1.33

Correlation

The correlation between LOWD.DE and ASCH.DE is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LOWD.DE vs. ASCH.DE - Dividend Comparison

Neither LOWD.DE nor ASCH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LOWD.DE vs. ASCH.DE - Drawdown Comparison

The maximum LOWD.DE drawdown since its inception was -19.08%, which is greater than ASCH.DE's maximum drawdown of -11.06%. Use the drawdown chart below to compare losses from any high point for LOWD.DE and ASCH.DE.


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Drawdown Indicators


LOWD.DEASCH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.08%

-11.06%

-8.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.41%

Current Drawdown

Current decline from peak

-5.11%

-7.43%

+2.32%

Average Drawdown

Average peak-to-trough decline

-4.05%

-1.79%

-2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

Volatility

LOWD.DE vs. ASCH.DE - Volatility Comparison


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Volatility by Period


LOWD.DEASCH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.08%

Volatility (1Y)

Calculated over the trailing 1-year period

14.95%

14.69%

+0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.12%

14.69%

-0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.12%

14.69%

-0.57%