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W311.DE vs. FCO2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

W311.DE vs. FCO2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (W311.DE) and HANetf SparkChange Physical Carbon EUA ETC (FCO2.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, W311.DE achieves a -3.63% return, which is significantly higher than FCO2.DE's -10.46% return.


W311.DE

1D
3.38%
1M
1.14%
YTD
-3.63%
6M
-7.26%
1Y
11.36%
3Y*
-2.49%
5Y*
-5.98%
10Y*

FCO2.DE

1D
-2.02%
1M
2.15%
YTD
-10.46%
6M
-8.03%
1Y
4.93%
3Y*
-3.01%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

W311.DE vs. FCO2.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
W311.DE
HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF
-3.63%7.18%-4.84%-0.30%4.39%
FCO2.DE
HANetf SparkChange Physical Carbon EUA ETC
-10.46%20.70%-11.00%-5.14%-0.32%

Correlation

The correlation between W311.DE and FCO2.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Jun 8, 2022

0.05

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Return for Risk

W311.DE vs. FCO2.DE — Risk / Return Rank

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

W311.DE
W311.DE Risk / Return Rank: 1818
Overall Rank
W311.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
W311.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
W311.DE Omega Ratio Rank: 1818
Omega Ratio Rank
W311.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
W311.DE Martin Ratio Rank: 1717
Martin Ratio Rank

FCO2.DE
FCO2.DE Risk / Return Rank: 1212
Overall Rank
FCO2.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FCO2.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
FCO2.DE Omega Ratio Rank: 1212
Omega Ratio Rank
FCO2.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
FCO2.DE Martin Ratio Rank: 1111
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.

W311.DE vs. FCO2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (W311.DE) and HANetf SparkChange Physical Carbon EUA ETC (FCO2.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.


W311.DEFCO2.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.11

1.06

+0.05

Calmar ratioReturn relative to maximum drawdown

0.69

0.16

+0.53

Martin ratioReturn relative to average drawdown

1.61

0.41

+1.20

W311.DE vs. FCO2.DE - Sharpe Ratio Comparison

The current W311.DE Sharpe Ratio is 0.59, which is higher than the FCO2.DE Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of W311.DE and FCO2.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.


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Sharpe Ratios by Period


W311.DEFCO2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.19

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

-0.07

+0.05

Drawdowns

W311.DE vs. FCO2.DE - Drawdown Comparison

The maximum W311.DE drawdown since its inception was -48.92%, roughly equal to the maximum FCO2.DE drawdown of -48.49%. Use the drawdown chart below to compare losses from any high point for W311.DE and FCO2.DE.


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Drawdown Indicators


W311.DEFCO2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-48.92%

-48.49%

-0.43%

Max Drawdown (1Y)

Largest decline over 1 year

-16.09%

-31.46%

+15.37%

Max Drawdown (3Y)

Largest decline over 3 years

-28.36%

-45.60%

+17.24%

Max Drawdown (5Y)

Largest decline over 5 years

-48.92%

Current Drawdown

Current decline from peak

-35.40%

-24.40%

-11.00%

Average Drawdown

Average peak-to-trough decline

-23.20%

-23.38%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.93%

12.41%

-5.48%

Volatility

W311.DE vs. FCO2.DE - Volatility Comparison

HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (W311.DE) has a higher volatility of 6.31% compared to HANetf SparkChange Physical Carbon EUA ETC (FCO2.DE) at 5.99%. This indicates that W311.DE's price experiences larger fluctuations and is considered to be riskier than FCO2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


W311.DEFCO2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

5.99%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

13.92%

22.94%

-9.02%

Volatility (1Y)

Calculated over the trailing 1-year period

18.96%

26.69%

-7.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.38%

34.04%

-11.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.73%

34.04%

-11.31%

W311.DE vs. FCO2.DE - Expense Ratio Comparison

W311.DE has a 0.59% expense ratio, which is lower than FCO2.DE's 0.89% expense ratio.


Dividends

W311.DE vs. FCO2.DE - Dividend Comparison

Neither W311.DE nor FCO2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


W311.DE and FCO2.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, W311.DE is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

W311.DE is cheaper with a 0.59% expense ratio, compared with 0.89% for FCO2.DE.

W311.DE is categorized as Health & Biotech Equities, while FCO2.DE is Commodities. W311.DE tracks Indxx Global NextGen Healthcare, while FCO2.DE tracks EU Carbon Emission Allowances (EUA). Their fees differ too: 0.59% for W311.DE and 0.89% for FCO2.DE.

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