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XECT.DE vs. ASWA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XECT.DE vs. ASWA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Climate Transition UCITS ETF 1C (XECT.DE) and HANetf European Green Deal UCITS ETF Acc (ASWA.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, XECT.DE achieves a 6.46% return, which is significantly higher than ASWA.DE's -10.50% return.


XECT.DE

1D
-0.56%
1M
4.21%
YTD
6.46%
6M
9.40%
1Y
14.72%
3Y*
11.71%
5Y*
10Y*

ASWA.DE

1D
0.41%
1M
-0.42%
YTD
-10.50%
6M
-9.28%
1Y
2.11%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
XECT.DE
Xtrackers MSCI Europe Climate Transition UCITS ETF 1C
6.46%16.87%7.18%3.85%
ASWA.DE
HANetf European Green Deal UCITS ETF Acc
-10.50%26.07%-11.37%-2.40%

Correlation

The correlation between XECT.DE and ASWA.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.69

The correlation between XECT.DE and ASWA.DE shifts across timeframes, from 0.49 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

XECT.DE
XECT.DE Risk / Return Rank: 3030
Overall Rank
XECT.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XECT.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
XECT.DE Omega Ratio Rank: 3030
Omega Ratio Rank
XECT.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
XECT.DE Martin Ratio Rank: 3333
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: 1414
Omega Ratio Rank
ASWA.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
ASWA.DE Martin Ratio Rank: 1010
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Climate Transition UCITS ETF 1C (XECT.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.


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

+1.02

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.21

1.08

+0.13

Calmar ratioReturn relative to maximum drawdown

1.31

0.07

+1.24

Martin ratioReturn relative to average drawdown

4.80

0.20

+4.60

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

The current XECT.DE Sharpe Ratio is 1.08, which is higher than the ASWA.DE Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of XECT.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.


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Sharpe Ratios by Period


XECT.DEASWA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.06

+1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

-0.03

+0.94

Drawdowns

XECT.DE vs. ASWA.DE - Drawdown Comparison

The maximum XECT.DE drawdown since its inception was -16.63%, smaller than the maximum ASWA.DE drawdown of -30.36%. Use the drawdown chart below to compare losses from any high point for XECT.DE and ASWA.DE.


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Drawdown Indicators


XECT.DEASWA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.63%

-30.36%

+13.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.20%

-30.36%

+19.16%

Max Drawdown (3Y)

Largest decline over 3 years

-16.63%

Current Drawdown

Current decline from peak

-2.31%

-23.78%

+21.47%

Average Drawdown

Average peak-to-trough decline

-2.28%

-8.13%

+5.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

10.43%

-7.37%

Volatility

XECT.DE vs. ASWA.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Europe Climate Transition UCITS ETF 1C (XECT.DE) is 5.02%, while HANetf European Green Deal UCITS ETF Acc (ASWA.DE) has a volatility of 8.11%. This indicates that XECT.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.


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Volatility by Period


XECT.DEASWA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

8.11%

-3.09%

Volatility (6M)

Calculated over the trailing 6-month period

11.30%

37.06%

-25.76%

Volatility (1Y)

Calculated over the trailing 1-year period

13.52%

33.68%

-20.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.06%

24.73%

-11.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.06%

24.73%

-11.67%

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

XECT.DE has a 0.12% expense ratio, which is lower than ASWA.DE's 0.60% expense ratio.


Dividends

XECT.DE vs. ASWA.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XECT.DE and ASWA.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XECT.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XECT.DE is cheaper with a 0.12% expense ratio, compared with 0.60% for ASWA.DE.

XECT.DE tracks MSCI Europe NR EUR, while ASWA.DE tracks SGI European Green Deal ESG Screened. They also come from different issuers: DWS and HANetf. Their fees differ too: 0.12% for XECT.DE and 0.60% for ASWA.DE.

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