Hier zeigen wir, welcher Index im letzten Jahr das beste Chancen/Risiko-Profil hatte. Dafür analysieren wir, welche Performance der Index im letzten Jahr erzielt hat (Kursentwicklung + ggf. Ausschüttungen). Zur Beurteilung des Risikos schauen wir uns die Volatilität desselben Indexes für den gleichen Zeitraum an.

Was bedeutet nun die "Sharpe-Ratio", nach der wir die Tabelle sortiert haben ? » mehr

Beste Chance/Risiko ETF

Werte im
Index
Risiko
nach SRRI
Perfor.
1 Jahr
Vola
1 Jahr
Sharpe Ratio
1 Jahr
EURO STOXX Banks Indexn.a592.55%16.61%4.924
EURO STOXX Banks 30-15 Index29592.01%16.77%4.844
MSCI Greece IMI + Coca-Cola 20-35 Index25555.93%11.92%4.802
EURO STOXX Optimised Banks Indexn.a588.42%16.47%4.731
STOXX Europe Select Dividend 30 Index30444.92%7.71%4.661
PX Indexn.an.a55.64%11.22%4.614
STOXX Europe 600 Optimised Banks Indexn.a580.91%15.71%4.492
BUX Indexn.an.a43.92%9.63%4.409
STOXX Europe 600 Banks Index53577.76%15.33%4.405
Solactive Spain 40 Indexn.a458.94%10.82%4.346
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Athex Composite Indexn.an.a44.09%10.60%4.304
ATX Index20451.04%10.45%4.285
EURO iSTOXX High Dividend Low Volatility 50 Indexn.a437.10%7.73%4.159
IBEX 35 Indexn.a555.79%10.55%4.135
EURO STOXX Select Dividend 30 Index30443.67%8.89%4.092
FTSE Developed Europe ex UK All Cap ex CW ex TC ex REITS Dividend Growth with Quality Indexn.a438.50%8.10%3.882
MSCI EM Eastern Europe ex Russia indexn.a551.95%12.81%3.615
Nasdaq AlphaDEX Eurozone Indexn.a639.71%9.42%3.591
MSCI EMU Value Indexn.a437.31%8.68%3.484
Solactive Global Pure Gold Miners Indexn.a6146.26%35.23%3.414
MSCI Europe Financials Capped 35/20 Index83548.01%11.20%3.386
Nasdaq AlphaDEX Germany Indexn.a443.70%11.38%3.365
Global Gold Miners Indexn.a6153.74%36.27%3.345
WisdomTree Europe Equity Income Indexn.a428.62%6.78%3.305
BET Indexn.an.a43.60%10.15%3.290
MSCI Europe Financials 20/35 Capped Index84448.38%11.59%3.276
EURO STOXX Quality Dividend 50 Indexn.a434.39%8.95%3.259
S&P Commodity Producers Gold Index665130.59%31.49%3.229
MVIS Global Junior Gold Miners Index816148.87%35.40%3.149
MarketVector Global Gold Miners Index626131.54%32.33%3.143
FTSE MIB Index41438.51%10.80%3.124
MSCI Europe Value Exposure Select Index125435.50%9.27%2.974
MSCI Poland Index16551.82%15.50%2.863
Solactive Global Silver Miners Total Return v2 Index406137.74%35.15%2.839
MSCI Europe Enhanced Value Index150435.90%10.00%2.825
MSCI South Africa Index27553.94%13.35%2.811
MSCI EMU Mid Cap Index119431.00%9.69%2.702
BNP Paribas High Dividend Europe Indexn.a428.12%8.59%2.665
MSCI Europe Small Cap Value Weighted Index837425.41%7.58%2.655
MSCI Europe Financials Screened 20-35 Select Indexn.a441.20%11.53%2.621
MSCI Mexico Indexn.a535.68%11.89%2.605
MSCI Mexico Capped Index22536.19%11.88%2.602
MSCI EM Latin America Low Carbon SRI Selection Indexn.a536.30%13.26%2.597
MSCI EMU Small Cap Index376425.16%8.06%2.580
MSCI Japan 100% EUR Hedged Index191428.23%10.71%2.560
FTSE UK Dividend+ Index51425.10%7.41%2.550
Solactive Euro Prime ESG Indexn.a432.98%11.59%2.508
DJ Sustainability Eurozone ex Alcohol, Tobacco, Gambling, Armaments & Firearms and Adult Entertainment Index76426.72%9.15%2.496
STOXX Europe 600 Insurance Index31429.57%8.76%2.483
STOXX Europe 600 Optimised Insurance Indexn.a429.23%8.75%2.464
MSCI EMU Select Factor Mix Indexn.a423.77%7.64%2.461
MSCI Europe Utilities Capped 35/20 Index23434.08%10.61%2.452
SGI Pan Africa Index30449.09%13.71%2.422
MSCI EFM Africa Top 50 Capped Indexn.a435.19%11.56%2.384
STOXX Europe 600 Utilities Index27433.63%10.75%2.358
MSCI Europe Utilities Screened 20-35 Select Indexn.a431.58%9.98%2.357
WisdomTree Strategic Metals and Rare Earths Miners Indexn.a585.82%25.10%2.350
STOXX Europe 600 Energy Screened+ Index18544.77%16.18%2.346
FTSE RAFI Europe Index503428.63%9.08%2.341
Mirae Asset Defence Tech Indexn.a557.57%19.88%2.321
BNP Paribas Value Europe Indexn.a423.49%8.12%2.251
STOXX Europe 600 Optimised Utilities Indexn.a432.92%10.93%2.245
MSCI EMU High Dividend Yield Low Carbon SRI Screened Select Indexn.a419.94%7.89%2.223
EURO STOXX Small Index99421.76%7.46%2.212
Solactive Battery Value-Chain Index54554.45%23.60%2.211
EURO STOXX Mid Index91424.93%8.81%2.203
MSCI EMU ESG Broad CTB Select Index195422.62%9.40%2.178
MarketVector Global Defense Industry Index32549.64%19.02%2.155
Mirae Asset Europe Infrastructure Development Index38527.68%10.38%2.151
MSCI EMU Select Filtered Min TE Indexn.a423.73%9.61%2.131
MSCI EMU Index224424.08%9.75%2.127
MSCI EM Latin America Index84534.90%13.45%2.124
MSCI EMU High Dividend Yield Index41422.06%8.03%2.112
EURO STOXX Low Risk Weighted 100 Index100418.42%6.95%2.106
EURO STOXX Index298424.88%10.08%2.098
MSCI EMU Small Cap ESG Broad CTB Select Custom Index352419.62%8.17%2.095
Solactive GBS Developed Markets Eurozone Large & Mid Cap Index189424.60%10.04%2.081
S&P Global Mining Reduced Coal Index (USD) Index154569.35%21.21%2.045
EURO STOXX 50 ESG Index51425.45%10.91%2.038
WIG20 Indexn.an.a35.39%15.18%2.023
S&P Euro High Yield Dividend Aristocrats Index40419.97%7.28%2.020
STOXX Europe 600 Construction & Materials Index30424.44%9.21%2.005
MSCI EMU Universal Low Carbon Select 5% Issuer Capped Indexn.a423.26%10.00%1.990
MSCI EMU Transition Aware Select Index150423.97%10.53%1.980
SDAX Index70423.19%10.61%1.971
MSCI Europe High Dividend Yield Index63419.62%7.31%1.971
MSCI EMU ESG Selection P-Series 5% Issuer Capped Index108419.95%9.02%1.965
MSCI EM Latin America 10/40 USD Index86534.54%14.84%1.955
STOXX Europe 600 Optimised Construction & Materials Indexn.a423.70%8.98%1.955
MSCI EMU Select Dynamic 50% Risk Weighted Indexn.a317.02%6.71%1.916
MSCI EMU Screened Index205422.41%10.08%1.902
MSCI EMU ESG Enhanced Focus Index202421.97%9.82%1.901
SBITOP Indexn.an.a43.43%20.19%1.892
MSCI EM EMEA Low Carbon SRI Selection Indexn.a424.69%9.79%1.879
MSCI Europe Momentum Index125426.80%10.13%1.874
MSCI EMU Select Screened Indexn.a421.31%9.73%1.859
Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index100424.89%9.45%1.844
Nasdaq Sprott Copper Miners ESG Screened Index27676.92%27.99%1.827
EURO iSTOXX ex Financials High Dividend 50 Indexn.a418.50%8.01%1.817
MSCI EMU Large Cap Index105422.50%10.59%1.809