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 Spain 40 Indexn.a450.92%9.57%5.328
STOXX Europe Select Dividend 30 Index30441.29%7.22%5.317
IBEX 35 Indexn.a448.52%9.41%5.068
EURO STOXX Banks Indexn.a573.84%15.86%4.858
EURO STOXX Banks 30-15 Index29573.43%15.87%4.826
FTSE Developed Europe ex UK All Cap ex CW ex TC ex REITS Dividend Growth with Quality Indexn.a436.05%6.60%4.776
Solactive Global Silver Miners Total Return v2 Index386159.42%31.34%4.748
MSCI South Africa Index27554.67%11.89%4.747
EURO STOXX Optimised Banks Indexn.a570.47%15.68%4.637
WisdomTree Strategic Metals and Rare Earths Miners Indexn.a5103.29%23.07%4.630
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EURO iSTOXX High Dividend Low Volatility 50 Indexn.a435.83%6.40%4.626
MSCI EM Eastern Europe ex Russia index22547.09%10.03%4.565
STOXX Europe 600 Optimised Banks Indexn.a565.84%15.06%4.546
PX Indexn.an.a49.95%10.93%4.508
EURO STOXX Select Dividend 30 Index30437.93%7.14%4.503
ATX Index20453.98%10.83%4.484
STOXX Europe 600 Banks Index53564.55%14.88%4.467
NYSE Arca Gold Bugs Index356128.74%26.57%4.375
MSCI Greece IMI + Coca-Cola 20-35 Index25561.53%13.77%4.152
MVIS Global Junior Gold Miners Index886138.05%31.73%4.151
S&P Commodity Producers Gold Index775118.83%27.58%4.150
Global Gold Miners Indexn.a6127.93%30.28%4.141
Solactive Gold & Silver Miners US Listings Carbon Tilted Indexn.a4144.44%32.06%4.070
SGI Pan Africa Index31448.92%12.51%4.050
MarketVector Global Gold Miners Index486119.88%28.07%4.029
Nasdaq AlphaDEX Eurozone Indexn.a640.42%8.86%4.015
S&P Global Mining Reduced Coal Index (USD) Index154581.91%20.06%3.996
BET Indexn.an.a58.74%14.14%3.958
MSCI EMU Value Indexn.a431.29%7.11%3.953
Nasdaq Sprott Copper Miners ESG Screened Index276102.61%26.91%3.943
WisdomTree Europe Equity Income Indexn.a429.35%6.50%3.903
Nasdaq AlphaDEX Germany Indexn.a446.70%9.90%3.863
MSCI Europe Utilities Capped 35/20 Index23445.36%10.22%3.832
MSCI Europe Utilities Screened 20-35 Select Indexn.a441.82%9.41%3.805
Solactive Global Pure Gold Miners Indexn.a6121.24%31.56%3.782
MSCI Poland Index16544.23%11.25%3.749
Athex Composite Indexn.an.a50.23%13.13%3.705
STOXX Europe 600 Utilities Index27444.70%10.51%3.682
Solactive Disruptive Materials v2 Indexn.a589.58%26.14%3.628
STOXX Europe 600 Optimised Utilities Indexn.a444.57%10.87%3.563
S&P Global Essential Metals Producers Index76590.69%25.89%3.548
MSCI Europe Financials Capped 35/20 Index84536.73%10.35%3.474
MSCI Europe Value Exposure Select Index125432.82%8.64%3.469
MSCI Europe Financials 20/35 Capped Index85436.76%10.47%3.439
MSCI Europe Enhanced Value Index151433.45%8.96%3.417
MSCI EFM Africa Top 50 Capped Indexn.a433.28%9.57%3.406
Solactive Global Copper Miners v2 Indexn.a594.07%29.56%3.401
STOXX Global Copper Miners Index40580.87%23.59%3.400
FTSE UK Dividend+ Index51427.68%7.49%3.375
MSCI Mexico Indexn.a548.22%12.39%3.308
MSCI Mexico Capped Index22548.12%12.38%3.304
BUX Indexn.an.a49.94%15.11%3.227
EURO STOXX Quality Dividend 50 Indexn.a429.25%7.52%3.206
Mirae Asset Defence Tech Indexn.a464.61%21.10%3.203
Indxx Global Aerospace & Defense Indexn.a655.19%16.26%3.115
SGI European Green Deal ESG Screened Index48538.35%10.58%3.030
MSCI Europe Small Cap Value Weighted Index821426.42%7.45%3.024
EURO STOXX Small Index99424.09%6.47%2.929
FTSE MIB Index40432.31%9.80%2.924
MSCI EMU Small Cap Index376426.89%7.77%2.866
MSCI EMU Mid Cap Index118430.30%8.54%2.865
FTSE RAFI Europe Index504425.73%7.92%2.845
MarketVector Global Defense Industry Index36557.24%21.88%2.824
MSCI Korea Index815107.31%38.26%2.806
MSCI Korea 20/35 Custom Indexn.a5107.00%38.27%2.798
MSCI Korea 20/35 Index815107.12%38.79%2.786
MSCI EM Latin America Low Carbon SRI Selection Indexn.a548.38%15.43%2.774
FTSE Korea 30/18 Capped Index1535103.11%36.96%2.765
STOXX Europe 600 Energy Screened+ Index20547.49%16.50%2.754
MSCI EMU Select Factor Mix Indexn.a421.36%6.12%2.742
MSCI Japan 100% EUR Hedged Index183442.02%10.69%2.740
BNP Paribas High Dividend Europe Indexn.a424.59%7.86%2.735
MSCI Europe Financials Screened 20-35 Select Indexn.a429.15%10.65%2.684
MSCI EM Latin America Indexn.a545.04%15.07%2.684
MSCI EM Latin America 10/40 USD Index87545.62%15.16%2.641
Solactive Euro Prime ESG Indexn.a428.24%9.80%2.611
Mirae Asset Europe Infrastructure Development Index38429.48%9.81%2.592
ECPI Global ESG Hydrogen Economy Indexn.a548.62%16.47%2.478
Bloomberg Hydrogen Screened Indexn.a554.61%18.24%2.478
BNP Paribas Value Europe Indexn.a427.92%8.16%2.465
MVIS Global Space Industry Index25593.69%39.72%2.462
MSCI Europe Momentum Index126424.88%9.32%2.454
DJ Sustainability Eurozone ex Alcohol, Tobacco, Gambling, Armaments & Firearms and Adult Entertainment Index76420.20%7.09%2.452
EURO STOXX Mid Index92423.64%7.54%2.427
WIG20 Indexn.an.a30.69%12.04%2.387
Solactive Battery Value-Chain Index46562.61%23.87%2.385
S&P Kensho Global Future Defense Index56449.28%21.21%2.343
WisdomTree Renewable Energy Indexn.a572.84%27.46%2.339
STOXX Global Select Dividend 100 Index100324.24%8.55%2.325
Indxx Renewable Energy Producers v2 Indexn.a536.16%12.59%2.310
MSCI EM EMEA Low Carbon SRI Selection Indexn.a429.06%11.66%2.303
Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index100424.69%8.88%2.288
CSI Smallcap 500 Indexn.a544.98%21.57%2.275
S&P Euro High Yield Dividend Aristocrats Index40418.39%5.34%2.270
MVIS Global Rare Earth/Strategic Metals Index26685.54%38.00%2.261
Solactive Wind Energy v2 Indexn.a535.32%15.81%2.252
EURO STOXX Index297421.26%7.86%2.229
STOXX Europe 600 Construction & Materials Index31423.60%7.96%2.220
MSCI Europe High Dividend Yield Indexn.a416.41%5.61%2.203
S&P China A MidCap 500 Indexn.a541.48%20.45%2.189