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
BET Indexn.an.a66.72%15.23%4.581
Nasdaq Global Buyback Achievers Index355422.08%5.69%4.009
Shiller Barclays Cape Europe Sector Value Indexn.a427.57%8.17%3.942
STOXX Global Select Dividend 100 Index101330.84%8.19%3.895
Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index100426.82%8.19%3.689
Solactive Spain 40 Indexn.a435.65%12.01%3.518
S&P 500 Buyback Indexn.a418.37%4.67%3.483
MSCI USA Small Cap Value Weighted Index1659532.42%9.46%3.468
RAFI Fundamental US Index526428.92%8.07%3.393
MSCI World Value Advanced Select Index265440.54%12.02%3.328
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IBEX 35 Index35433.62%11.96%3.326
MSCI Canada Index85432.86%8.47%3.248
FTSE Developed Europe ex UK All Cap ex CW ex TC ex REITS Dividend Growth with Quality Indexn.a425.29%8.72%3.244
STOXX Europe Select Dividend 30 Index30430.97%11.07%3.170
ATX Index20440.96%13.97%3.169
MSCI World IMI Value Advanced Target Index379435.99%11.02%3.107
Bloomberg BioEnergy Screened Indexn.a555.25%16.36%3.089
EURO iSTOXX High Dividend Low Volatility 50 Index52421.73%7.87%3.076
MSCI USA Value Exposure Select Index126454.16%17.09%3.012
RAFI Fundamental Global Index1219429.96%9.98%2.988
MSCI USA Enhanced Value Index151474.76%23.68%2.939
FTSE All World High Dividend Yield Indexn.a324.99%8.79%2.938
MSCI World Enhanced Value Index400454.58%19.01%2.929
WisdomTree US Equity Income Indexn.a422.61%7.86%2.885
MSCI World High Dividend Yield Advanced Select Index194329.69%9.98%2.882
WisdomTree Europe Equity Income Indexn.a426.15%8.84%2.857
MSCI Europe Value Exposure Select Index125429.68%11.98%2.827
DJ US Select Dividend Index99420.64%7.27%2.772
BNP Paribas High Dividend Europe Indexn.a424.07%9.40%2.770
MSCI EMU Value Indexn.a422.48%9.81%2.753
EURO STOXX Quality Dividend 50 Indexn.a420.76%9.05%2.753
MSCI North America High Dividend Yield Indexn.a421.50%7.88%2.719
STOXX Europe 600 Banks Index57541.70%17.92%2.716
MSCI Europe Enhanced Value Index150427.05%11.98%2.715
Nasdaq US High Equity Income Indexn.a425.82%9.35%2.659
MSCI EMU High Dividend Yield Index43417.45%8.37%2.623
STOXX Europe 600 Basic Resources Index21572.75%24.45%2.605
Fidelity Global Quality Income Indexn.a421.81%8.15%2.595
MSCI EM Latin America Indexn.a533.64%16.15%2.591
MSCI EM Latin America 10/40 USD Index85533.07%16.14%2.576
MSCI World Value Low Carbon SRI Screened Select Indexn.a439.01%15.14%2.574
LibertyQ Global Dividend Index102320.53%8.02%2.549
STOXX Global Ageing Population Index355422.97%9.42%2.519
MSCI USA Value Indexn.a420.79%7.19%2.515
MSCI World Value Select Screens Advanced Index218425.33%9.25%2.505
S&P Global ESG Dividend Aristocrats Quality Income Index97421.23%8.32%2.505
BNP Paribas Value Europe Indexn.a422.05%9.72%2.498
MSCI EM Eastern Europe ex Russia index22539.62%15.85%2.494
FTSE UK Dividend+ Index51425.23%11.46%2.488
MSCI Malaysia Indexn.a417.47%8.42%2.473
JP Morgan Diversified Factor Global Developed (Region Aware) Equity Index540320.91%8.32%2.472
STOXX Europe 600 Optimised Banks Indexn.a539.04%18.58%2.471
RAFI Fundamental Europe Index366421.50%9.59%2.466
FTSE MIB Index40427.85%12.43%2.451
S&P 500 Equal Weight Scored & Screened Indexn.a423.31%8.10%2.445
MSCI Europe Diversified Multiple-Factor Index160422.84%9.87%2.429
MSCI Canada Select Screened Indexn.a427.78%10.00%2.383
Russell 2000 0.4 Quality Target Exposure Factor Indexn.a530.63%12.53%2.374
Nasdaq Biotechnology Index255553.23%17.97%2.366
STOXX Global Copper Miners Index44593.45%32.86%2.365
MSCI Singapore IMI Indexn.a424.26%10.21%2.335
Fidelity US Quality Income Index102419.64%7.89%2.320
DJ Emerging Markets Select Dividend Index115424.09%10.33%2.313
S&P Small Cap 600 Index628529.36%13.44%2.309
FTSE 100 Index100420.34%9.52%2.309
MSCI World Quality Low Carbon SRI Screened Select Indexn.a426.29%10.69%2.305
EURO STOXX Banks 30-15 Index29538.92%19.58%2.304
EURO STOXX Banks Indexn.a538.72%19.66%2.301
MSCI USA Small Cap Selection Indexn.a527.10%10.75%2.295
S&P 100 Equal Weighted Indexn.a420.93%7.87%2.293
MSCI Canada Universal Low Carbon Select 5% Issuer Capped Indexn.a428.50%9.80%2.289
EURO STOXX Select Dividend 30 Index30420.26%10.37%2.289
MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index2605135.57%54.56%2.286
FTSE Developed ESG Low Carbon Select Indexn.a426.36%11.16%2.280
STOXX Europe 600 Chemicals Index39434.02%14.86%2.278
MSCI World High Dividend Yield Low Carbon SRI Screened Select Indexn.a425.33%10.08%2.274
MSCI USA High Dividend Yield Advanced Select Index94424.92%9.72%2.267
Russell 2000 Index1866532.82%13.91%2.260
MSCI World Diversified Multi-Factor Index304424.60%10.29%2.246
DJ Asia Pacific Select Dividend 50 Index50430.96%14.31%2.237
MSCI EM Latin America Low Carbon SRI Selection Indexn.a526.75%15.94%2.232
Nasdaq Sprott Copper Miners ESG Screened Index36694.51%38.35%2.222
MVIS US Listed Semiconductor 10% Capped ESG Index256117.88%49.37%2.211
MSCI Europe Financials Capped 35/20 Index84427.53%14.74%2.201
MSCI Poland Index16537.40%16.43%2.199
MSCI Europe Financials 20/35 Capped Index84427.53%14.81%2.191
MSCI USA High Dividend Yield Low Carbon SRI Screened Select Indexn.a423.84%9.73%2.190
Solactive Core United Kingdom Large & Mid Cap Indexn.a418.88%9.74%2.183
Nasdaq US Rising Dividend Achievers Indexn.a426.35%12.15%2.183
Solactive Equileap Global Gender Equality Index151416.72%7.90%2.181
MSCI EMU Mid Cap Index120419.61%9.35%2.169
Morningstar UK Index203419.73%9.78%2.157
VettaFi Making Europe Great Again Index41426.48%11.24%2.153
MSCI Europe Financials Screened 20-35 Select Indexn.a426.85%14.42%2.147
MSCI Mexico Indexn.a529.40%14.81%2.142
MSCI Mexico Capped Index21529.33%14.78%2.142
WisdomTree BioRevolution ESG Screened Indexn.a470.50%20.81%2.139
S&P Global Dividend Aristocrats Index92418.06%8.56%2.138
Bloomberg Global Semiconductors Supply Chain Select Indexn.a5110.09%45.81%2.137
Solactive Global Copper Miners v2 Indexn.a599.03%40.37%2.136