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
Nasdaq Global Buyback Achievers Index355420.44%5.67%3.664
STOXX Global Select Dividend 100 Index100326.21%8.27%3.520
ATX Index20445.25%14.06%3.431
Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index100423.29%8.33%3.350
MSCI World Value Advanced Select Index265437.66%12.02%3.345
S&P 500 Buyback Index100415.62%4.64%3.311
MSCI EM Eastern Europe ex Russia index22545.20%14.60%3.268
RAFI Fundamental US Index526428.83%8.13%3.223
MSCI World IMI Value Advanced Target Index379431.71%11.06%3.196
FTSE Developed Europe ex UK All Cap ex CW ex TC ex REITS Dividend Growth with Quality Indexn.a424.25%8.73%3.195
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Shiller Barclays Cape Europe Sector Value Indexn.a416.65%8.83%3.154
Solactive Spain 40 Indexn.a430.13%12.12%3.153
STOXX Europe Select Dividend 30 Index30428.49%11.09%3.135
MSCI Poland Index16548.64%14.67%3.124
EURO iSTOXX High Dividend Low Volatility 50 Index52419.04%7.90%3.014
MSCI USA Value Exposure Select Index126446.06%17.09%2.977
IBEX 35 Index35427.65%12.09%2.966
WIG20 Indexn.an.a41.94%13.86%2.958
MSCI World High Dividend Yield Advanced Select Index194327.98%9.95%2.950
MSCI USA Enhanced Value Index151467.12%23.68%2.933
MSCI Canada Index85421.75%9.19%2.872
MSCI World Enhanced Value Index399453.59%19.01%2.863
RAFI Fundamental Global Index1202429.13%10.03%2.858
BET Indexn.an.a47.68%19.24%2.839
LibertyQ European Dividend Index51313.01%6.06%2.819
BNP Paribas High Dividend Europe Indexn.a421.20%9.37%2.811
WisdomTree Europe Equity Income Indexn.a422.15%9.71%2.808
FTSE All World High Dividend Yield Indexn.a323.59%8.87%2.736
MSCI USA Value Indexn.a422.66%7.16%2.727
MSCI USA Small Cap Value Weighted Index1659523.39%9.35%2.717
WisdomTree BioRevolution ESG Screened Indexn.a456.17%25.09%2.715
Nasdaq Biotechnology Index254545.02%18.80%2.689
MSCI World Value Select Screens Advanced Index218424.67%9.33%2.681
STOXX Global Copper Miners Index44555.28%34.74%2.635
MSCI World Value Low Carbon SRI Screened Select Indexn.a436.80%15.16%2.633
STOXX Europe 600 Banks Index57536.53%18.05%2.603
Solactive Genomics v2 Indexn.a686.23%29.84%2.569
FTSE Korea 30/18 Capped Index1566154.24%64.88%2.568
FTSE Taiwan 30/18 Capped Index1345101.42%37.50%2.564
S&P 500 Equal Weight Scored & Screened Indexn.a420.38%8.07%2.546
MSCI EMU Value Indexn.a419.43%9.97%2.526
BNP Paribas Value Europe Indexn.a416.24%9.70%2.525
MSCI Taiwan 20/35 Custom Indexn.a5100.60%37.79%2.522
MSCI Taiwan Index78599.40%37.76%2.518
MSCI Korea 20/35 Index775148.51%65.09%2.512
Fidelity Global Quality Income Index245421.94%8.19%2.512
STOXX Europe 600 Chemicals Index39430.10%15.36%2.492
MSCI Korea 20/35 Custom Indexn.a6147.96%64.89%2.492
MSCI Europe Value Exposure Select Index125423.76%12.39%2.487
MSCI Europe Diversified Multiple-Factor Index158418.86%9.83%2.471
S&P 100 Equal Weighted Indexn.a419.72%7.88%2.466
MSCI Korea Index776146.80%64.82%2.449
STOXX Europe 600 Optimised Banks Indexn.a534.98%18.65%2.415
EURO STOXX Quality Dividend 50 Indexn.a417.41%9.42%2.414
MSCI World High Dividend Yield Low Carbon SRI Screened Select Indexn.a425.55%10.08%2.395
MSCI USA High Dividend Yield Advanced Select Index94423.62%9.68%2.373
MSCI EMU High Dividend Yield Index42417.42%8.53%2.370
MSCI North America High Dividend Yield Indexn.a418.77%7.97%2.364
WisdomTree US Equity Income Indexn.a418.99%7.98%2.361
CBOE S&P 500 Annual 15% Buffer Protect Indexn.a317.16%4.57%2.355
MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index2585131.10%54.35%2.352
FTSE Developed ESG Low Carbon Select Indexn.a430.02%11.15%2.350
Bloomberg Global Semiconductors Supply Chain Select Indexn.a5106.50%45.15%2.345
MarketVector US Listed Oil Services 10% Capped Index25662.04%29.82%2.342
MSCI Emerging Markets Value Select Screens Advanced Index193455.52%25.14%2.342
STOXX Global Ageing Population Index355417.78%9.32%2.331
EURO STOXX Select Dividend 30 Index30418.90%10.38%2.328
MSCI Europe Enhanced Value Index149423.14%12.38%2.324
MSCI World Diversified Multi-Factor Index304426.95%10.26%2.322
MVIS US Listed Semiconductor 10% Capped ESG Index256118.94%49.04%2.315
RAFI Fundamental Europe Index363417.84%9.70%2.308
MSCI USA High Dividend Yield Low Carbon SRI Screened Select Indexn.a425.53%9.68%2.302
Solactive Global Copper Miners v2 Indexn.a550.96%42.01%2.301
MSCI Canada Universal Low Carbon Select 5% Issuer Capped Indexn.a418.64%9.81%2.299
CBOE S&P 500 15% WHT Quarterly 5% Buffer Protect Index26316.09%4.36%2.298
FTSE USA ESG Low Carbon Select Index294432.48%11.62%2.294
EURO STOXX Banks Indexn.a534.78%19.67%2.285
EURO STOXX Banks 30-15 Index29534.49%19.59%2.285
MSCI Europe Materials Capped 35/20 Index27425.34%13.21%2.276
LibertyQ Global Dividend Index102319.28%8.01%2.271
FTSE UK Dividend+ Index51423.91%11.72%2.264
MSCI Singapore IMI Indexn.a422.04%9.93%2.263
MSCI Canada Select Screened Indexn.a417.96%9.85%2.251
MSCI Emerging Markets Select Value Factor Focus Index159465.51%28.01%2.250
Fidelity US Quality Income Index102420.38%7.94%2.240
MSCI EMU Mid Cap Index120416.88%9.33%2.229
JP Morgan Diversified Factor Global Developed (Region Aware) Equity Index540319.38%8.44%2.224
MSCI World Quality Low Carbon SRI Screened Select Indexn.a423.35%10.75%2.224
FTSE MIB Index40422.26%12.51%2.221
Nasdaq Sprott Copper Miners ESG Screened Index36650.30%38.32%2.219
DJ US Select Dividend Index99414.89%7.33%2.212
Nasdaq US High Equity Income Indexn.a421.69%9.17%2.190
DJ Emerging Markets Select Dividend Index115431.24%10.41%2.190
VettaFi Making Europe Great Again Index41416.30%11.18%2.184
MSCI Europe Financials 20/35 Capped Index84424.46%14.82%2.168
EURO STOXX Mid Index98415.85%9.54%2.166
FTSE 100 Index102417.51%9.65%2.165
CBOE S&P 500 Annual 30% (-5% to -35%) Buffer Protect Indexn.a315.71%4.33%2.165
ROBO Global Healthcare Technology and Innovation Index63545.99%18.54%2.158
MSCI Malaysia Indexn.a412.35%8.35%2.157