PortfoliosLab logoPortfoliosLab logo
RKT.L vs. ASWC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RKT.L vs. ASWC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Reckitt Benckiser Group plc (RKT.L) and HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

RKT.L is traded in GBp, while ASWC.DE is traded in EUR. To make them comparable, the ASWC.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, RKT.L achieves a -25.78% return, which is significantly lower than ASWC.DE's 12.10% return.


RKT.L

1D
-0.29%
1M
-2.89%
YTD
-25.78%
6M
-24.52%
1Y
-11.49%
3Y*
-6.65%
5Y*
-4.27%
10Y*
-1.40%

ASWC.DE

1D
-0.72%
1M
8.70%
YTD
12.10%
6M
14.01%
1Y
19.17%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RKT.L vs. ASWC.DE - Yearly Performance Comparison


2026 (YTD)202520242023
RKT.L
Reckitt Benckiser Group plc
-25.78%29.18%-6.74%-7.01%
ASWC.DE
HANetf Future of Defence UCITS ETF Acc EUR
12.10%45.49%33.28%15.86%

Correlation

The correlation between RKT.L and ASWC.DE is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2023

0.01

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

RKT.L vs. ASWC.DE — Risk / Return Rank

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

RKT.L
RKT.L Risk / Return Rank: 2121
Overall Rank
RKT.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
RKT.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
RKT.L Omega Ratio Rank: 1818
Omega Ratio Rank
RKT.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
RKT.L Martin Ratio Rank: 2323
Martin Ratio Rank

ASWC.DE
ASWC.DE Risk / Return Rank: 2525
Overall Rank
ASWC.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ASWC.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
ASWC.DE Omega Ratio Rank: 2424
Omega Ratio Rank
ASWC.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
ASWC.DE Martin Ratio Rank: 2424
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.

RKT.L vs. ASWC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Reckitt Benckiser Group plc (RKT.L) and HANetf Future of Defence UCITS ETF Acc EUR (ASWC.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.


RKT.LASWC.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.53

Sortino ratioReturn per unit of downside risk

-2.17

Omega ratioGain probability vs. loss probability

0.92

1.18

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.38

1.74

-2.12

Martin ratioReturn relative to average drawdown

-0.95

3.82

-4.78

RKT.L vs. ASWC.DE - Sharpe Ratio Comparison

The current RKT.L Sharpe Ratio is -0.53, which is lower than the ASWC.DE Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of RKT.L and ASWC.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


RKT.LASWC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.53

1.01

-1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

1.98

-1.68

Drawdowns

RKT.L vs. ASWC.DE - Drawdown Comparison

The maximum RKT.L drawdown since its inception was -42.08%, which is greater than ASWC.DE's maximum drawdown of -11.61%. Use the drawdown chart below to compare losses from any high point for RKT.L and ASWC.DE.


Loading charts...

Drawdown Indicators


RKT.LASWC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.08%

-11.61%

-30.47%

Max Drawdown (1Y)

Largest decline over 1 year

-30.10%

-11.61%

-18.49%

Max Drawdown (3Y)

Largest decline over 3 years

-30.10%

Max Drawdown (5Y)

Largest decline over 5 years

-35.84%

Max Drawdown (10Y)

Largest decline over 10 years

-42.08%

Current Drawdown

Current decline from peak

-33.20%

-2.76%

-30.44%

Average Drawdown

Average peak-to-trough decline

-11.71%

-2.38%

-9.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.02%

5.28%

+6.74%

Volatility

RKT.L vs. ASWC.DE - Volatility Comparison

Reckitt Benckiser Group plc (RKT.L) has a higher volatility of 7.09% compared to HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE) at 5.91%. This indicates that RKT.L's price experiences larger fluctuations and is considered to be riskier than ASWC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RKT.LASWC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

5.91%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

16.98%

15.42%

+1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

21.85%

19.97%

+1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.51%

18.66%

+3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.37%

18.66%

+3.71%

Dividends

RKT.L vs. ASWC.DE - Dividend Comparison

RKT.L's dividend yield for the trailing twelve months is around 10.15%, while ASWC.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ASWC.DE
HANetf Future of Defence UCITS ETF Acc EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RKT.L
Reckitt Benckiser Group plc
10.15%3.30%3.90%3.31%2.91%2.64%2.56%2.71%2.69%2.24%2.05%1.98%

Frequently Asked Questions


RKT.L and ASWC.DE have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for RKT.L and ASWC.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