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
Solactive Global Silver Miners Total Return v2 Index396129.69%33.32%6.392
WisdomTree Strategic Metals and Rare Earths Miners Indexn.a5105.57%23.16%5.732
STOXX Europe Select Dividend 30 Index30430.49%5.92%5.679
MSCI South Africa Index27547.74%12.88%5.656
Global Gold Miners Indexn.a6100.04%31.17%5.614
NYSE Arca Gold Bugs Index356109.73%31.65%5.516
MVIS Global Junior Gold Miners Index886105.17%33.98%5.479
Solactive Spain 40 Indexn.a438.07%7.88%5.379
S&P Global Mining Reduced Coal Index (USD) Index154582.47%20.98%5.305
Solactive Gold & Silver Miners US Listings Carbon Tilted Indexn.a4116.02%37.06%5.261
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Nasdaq Sprott Copper Miners ESG Screened Index27691.31%25.49%5.060
S&P Commodity Producers Gold Index77593.83%30.29%5.056
IBEX 35 Indexn.a436.09%8.06%5.020
MarketVector Global Gold Miners Index48694.08%31.25%4.998
SGI Pan Africa Index30436.97%12.00%4.947
FTSE Developed Europe ex UK All Cap ex CW ex TC ex REITS Dividend Growth with Quality Indexn.a427.59%6.27%4.901
Solactive Global Pure Gold Miners Index24699.19%33.69%4.886
S&P Global Essential Metals Producers Index76596.44%24.65%4.857
Solactive Disruptive Materials v2 Indexn.a590.11%25.77%4.799
EURO iSTOXX High Dividend Low Volatility 50 Indexn.a425.39%6.39%4.637
EURO STOXX Select Dividend 30 Index30422.63%6.39%4.587
STOXX Global Copper Miners Index40581.20%22.95%4.561
MSCI Japan 100% EUR Hedged Index183439.36%10.80%4.479
Solactive Global Copper Miners v2 Indexn.a587.92%28.84%4.314
MSCI EMU Value Indexn.a420.93%6.08%4.145
MSCI Europe Utilities Capped 35/20 Index23441.28%11.78%4.043
BET Indexn.an.a56.76%14.09%4.031
Nasdaq AlphaDEX Eurozone Indexn.a631.70%8.86%4.021
ATX Index20436.73%10.08%4.015
STOXX Europe 600 Utilities Index27440.22%11.82%3.958
MSCI Europe Utilities Screened 20-35 Select Indexn.a436.57%11.41%3.957
MSCI EM Eastern Europe ex Russia index22529.22%9.87%3.872
MSCI Korea Index805113.16%40.20%3.861
MSCI Korea 20/35 Custom Indexn.a5123.85%40.21%3.855
Nasdaq AlphaDEX Germany Indexn.a423.39%9.85%3.848
STOXX Europe 600 Optimised Utilities Indexn.a438.64%12.26%3.841
MSCI Korea 20/35 Index815114.72%40.76%3.831
FTSE Korea 30/18 Capped Index1535109.86%39.45%3.804
WisdomTree Europe Equity Income Indexn.a425.76%7.49%3.708
MSCI EFM Africa Top 50 Capped Indexn.a416.02%9.60%3.684
EURO STOXX Banks Indexn.a536.40%14.33%3.603
MSCI Mexico Indexn.a544.38%13.37%3.601
MSCI Mexico Capped Index22544.30%13.36%3.596
STOXX Europe 600 Banks Index53536.15%12.76%3.574
EURO STOXX Banks 30-15 Index29536.29%14.36%3.573
MSCI EM Latin America Indexn.a547.73%14.11%3.535
MSCI EM Latin America 10/40 USD Index86547.20%14.20%3.513
STOXX Europe 600 Optimised Banks Indexn.a536.55%13.11%3.490
MSCI Europe Value Exposure Select Index125426.32%8.06%3.470
EURO STOXX Optimised Banks Indexn.a534.90%14.13%3.457
FTSE UK Dividend+ Index51424.62%7.98%3.453
SGI European Green Deal ESG Screened Index48543.96%10.88%3.432
MSCI Poland Index16526.16%9.99%3.412
MSCI Europe Enhanced Value Index147428.21%8.80%3.412
MSCI Greece IMI + Coca-Cola 20-35 Index26530.29%14.37%3.387
LibertyQ European Dividend Index52321.93%6.67%3.356
Solactive Battery Value-Chain Index46589.66%22.52%3.340
MSCI EM Latin America Low Carbon SRI Selection Indexn.a545.89%14.96%3.295
MVIS Global Rare Earth/Strategic Metals Index266113.34%37.93%3.219
STOXX Europe 600 Energy Screened+ Index20576.89%17.47%3.217
EURO STOXX Small Index96416.01%6.51%3.168
EURO STOXX Quality Dividend 50 Indexn.a420.05%7.97%3.160
Bloomberg Hydrogen Screened Indexn.a558.98%18.80%3.159
Indxx Global Aerospace & Defense Indexn.a639.57%16.26%3.128
MSCI ACWI IMI New Energy Filtered Index88561.52%19.68%3.101
MSCI Europe Small Cap Value Weighted Index821416.19%7.44%3.021
Solactive Clean Energy Index71567.67%18.74%2.958
MSCI EMU Mid Cap Index123423.21%8.78%2.927
ECPI Global ESG Hydrogen Economy Indexn.a551.55%16.26%2.900
MSCI Europe Financials Capped 35/20 Index84520.12%8.92%2.878
FTSE MIB Index40424.25%9.08%2.853
PX Indexn.an.a24.12%12.97%2.851
FTSE RAFI Europe Index501420.16%7.87%2.850
WisdomTree Renewable Energy Indexn.a581.29%26.57%2.850
MSCI Europe Financials 20/35 Capped Index84420.13%9.04%2.841
MSCI EMU Small Cap Index384417.07%7.78%2.823
Athex Composite Indexn.an.a24.51%14.37%2.809
S&P Kensho Global Future Defense Index56456.08%20.17%2.792
MSCI Emerging Markets ex China SRI Low Carbon Select 5% Issuer Capped Indexn.a439.52%16.08%2.757
Mirae Asset Defence Tech Indexn.a449.49%21.35%2.755
MSCI EMU Select Factor Mix Indexn.a413.93%6.55%2.752
FTSE Developed Asia Pacific ex Japan All Cap ex CW ex TC ex REITS Dividend Growth with Quality Indexn.a433.25%13.36%2.739
Indxx Renewable Energy Producers v2 Indexn.a446.99%12.50%2.737
BNP Paribas High Dividend Europe Indexn.a418.53%7.64%2.719
MSCI Emerging Markets ex China Index638437.18%16.86%2.650
MSCI Emerging Markets Select Value Factor Focus Index168440.84%18.98%2.645
MSCI Emerging Markets ex China Climate Paris Aligned Index204434.53%16.05%2.639
MSCI EM EMEA Low Carbon SRI Selection Indexn.a420.86%11.85%2.627
BUX Indexn.an.a32.32%15.48%2.607
Mirae Asset Europe Infrastructure Development Index38421.11%10.78%2.557
DJ Asia Pacific Select Dividend 50 Index47431.99%12.93%2.537
EURO STOXX Mid Index90419.21%8.10%2.531
BNP Paribas Value Europe Indexn.a420.33%8.20%2.500
FTSE Brazil 30/18 Capped Index80543.90%18.47%2.498
STOXX Global Select Dividend 100 Index100325.12%8.93%2.484
MSCI ACWI IMI SDG 9 Industry, Innovation and Infrastructure Select Indexn.a452.47%18.61%2.475
FTSE Developed Asia Pacific ex Japan Indexn.a438.72%20.50%2.463
MSCI Brazil Index47544.77%18.71%2.460
Solactive Euro Prime ESG Indexn.a418.55%9.65%2.445
MVIS Global Space Industry Index255146.75%39.84%2.432