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
STOXX Europe 600 Energy Screened+ Index20575.04%14.13%6.531
Indxx Renewable Energy Producers v2 Indexn.a444.35%8.00%6.475
Solactive Battery Value-Chain Index495110.29%24.52%5.408
Solactive Global Lithium v2 Indexn.a5115.99%24.34%5.344
Solactive Future Energy ESGn.a587.55%16.00%5.251
MarketVector US Listed Oil Services 10% Capped Index256108.05%22.18%5.160
Solactive Clean Energy Index79579.94%17.47%5.093
STOXX Europe 600 Optimised Oil & Gas Indexn.a567.69%15.46%5.079
MAC Global Solar Energy Index31683.77%19.18%4.951
BET Indexn.an.a73.92%12.90%4.905
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WisdomTree Strategic Metals and Rare Earths Miners Indexn.a5117.23%29.75%4.833
MVIS Global Space Industry Index255202.52%36.18%4.795
Solactive Wind Energy v2 Indexn.a546.60%12.29%4.718
STOXX Europe 600 Oil & Gas Index25563.81%16.07%4.621
MSCI USA Value Exposure Select Index125449.99%9.03%4.586
MSCI ACWI IMI SDG 7 Affordable and Clean Energy Select Indexn.a464.59%17.53%4.471
MVIS Global Rare Earth/Strategic Metals Index266152.08%38.00%4.379
STOXX Global Select Dividend 100 Index101330.32%7.08%4.364
WilderHill New Energy Global Innovation Index107577.82%20.06%4.314
WisdomTree Renewable Energy Indexn.a5104.93%25.41%4.249
MSCI ACWI IMI SDG 9 Industry, Innovation and Infrastructure Select Indexn.a460.69%15.94%4.227
MSCI USA Small Cap Value Weighted Index1673532.57%9.07%4.177
Bloomberg BioEnergy Screened Indexn.a547.89%13.57%4.149
Nasdaq Global Buyback Achievers Index360420.77%6.72%4.044
S&P Global Essential Metals Producers Index765110.56%28.89%4.028
MSCI USA Enhanced Value Index148471.78%14.71%4.018
Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index100427.43%7.33%3.953
MSCI ACWI IMI New Energy Filtered Indexn.a573.86%22.11%3.910
MVIS US Listed Semiconductor 10% Capped ESG Index256145.70%36.10%3.878
MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index2525164.34%40.63%3.838
WilderHill Hydrogen Economy Index655100.29%27.88%3.813
Solactive Solar v2 Indexn.a570.83%20.25%3.802
Bloomberg Global Semiconductors Supply Chain Select Indexn.a5129.71%34.73%3.777
Solactive Global Superdividend v2 Index106427.45%8.24%3.762
Solactive Disruptive Materials v2 Indexn.a5104.09%31.82%3.747
ECPI Global ESG Hydrogen Economy Indexn.a464.73%17.12%3.702
SGI European Green Deal ESG Screened Index41532.20%10.49%3.698
MSCI Canada Index84432.43%9.12%3.692
S&P Global Clean Energy Transition Index100570.24%19.16%3.684
Nasdaq Clean Edge Green Energy Indexn.a693.13%28.04%3.624
MSCI World Value Advanced Select Index238438.86%10.29%3.600
Solactive Global Hydrogen v2 Indexn.a6287.41%74.11%3.597
STOXX Europe 600 Basic Resources Index20571.16%20.28%3.576
Bloomberg Hydrogen Screened Indexn.a569.93%20.88%3.573
MSCI ACWI IMI Semiconductors & Semiconductor Equipment Filtered Index695121.81%35.37%3.555
STOXX Europe 600 Optimised Basic Resources Indexn.a574.63%21.62%3.545
WisdomTree Battery Solutions Indexn.a4100.68%27.94%3.498
Indxx Global CleanTech v2 Indexn.a5114.85%36.09%3.417
ChiNext 50 Capped Index USD486119.17%33.55%3.412
DJ Emerging Markets Select Dividend Index114424.43%8.85%3.409
FTSE Emerging Markets High Dividend Low Volatility Index207421.54%7.97%3.406
STOXX Europe Select Dividend 30 Index30431.62%9.69%3.384
FTSE RAFI US 1000 Index526428.52%7.99%3.368
WisdomTree Europe Equity Income Indexn.a426.01%8.87%3.342
S&P Kensho Global Future Defense Index56466.80%20.43%3.340
MSCI World IMI Value Advanced Target Index334432.34%9.29%3.306
MSCI World Enhanced Value Index393453.50%13.82%3.301
FTSE Developed Europe ex UK All Cap ex CW ex TC ex REITS Dividend Growth with Quality Indexn.a426.28%9.19%3.291
Bloomberg Commodity Carbon Tilted Indexn.a446.89%14.96%3.274
Nasdaq AlphaDEX Large Cap Core Indexn.a524.47%7.91%3.216
S&P China A 300 Indexn.a439.42%13.37%3.202
Russell 2000 Index1921537.01%11.93%3.191
STOXX Global Copper Miners Index40592.52%28.97%3.182
MSCI Korea Index805222.03%56.35%3.182
MSCI Korea 20/35 Custom Indexn.a5222.96%56.45%3.178
S&P China A MidCap 500 Indexn.a566.09%20.55%3.176
MSCI Korea 20/35 Index815224.79%56.83%3.166
WilderHill Wind Energy Index72570.53%24.12%3.160
CSI Smallcap 500 Indexn.a569.17%22.04%3.157
S&P Small Cap 600 Index634528.75%10.45%3.141
FTSE Korea 30/18 Capped Index1565218.75%55.50%3.123
S&P 500 Buyback Indexn.a416.53%6.26%3.119
MSCI USA Small Cap ESG Enhanced Focus CTB Index1518529.68%10.21%3.099
Solactive Autonomous & Electric Vehicles v2 Index75573.55%24.54%3.050
ATX Index20438.18%14.75%3.031
Nasdaq Sprott Copper Miners ESG Screened Index366104.38%34.53%3.030
FTSE RAFI All World 3000 Index1197430.89%10.02%3.029
FTSE Taiwan 30/18 Capped Index129588.15%31.92%3.016
EURO iSTOXX High Dividend Low Volatility 50 Indexn.a422.18%8.45%3.011
MSCI EM Latin America Index85539.10%15.01%3.009
Morningstar US Small Cap Target Market Exposure Index1294529.78%10.56%3.009
MSCI China A Inclusion Select Screened Indexn.a534.85%13.13%3.003
Solactive Spain 40 Indexn.a431.42%12.70%2.997
MSCI EM Latin America 10/40 USD Index86538.34%15.06%2.997
STOXX Global AI Infrastructure Index44598.84%28.78%2.993
Bloomberg Electric Vehicles ESG Screened Index81557.75%21.05%2.972
Solactive Hydrogen Economy Index335115.86%35.26%2.953
Fidelity US Quality Value Index125423.92%8.97%2.950
Nasdaq Next Generation 100 Index107536.85%11.50%2.947
Russell 2000 0.4 Quality Target Exposure Factor Indexn.a530.61%11.31%2.938
MSCI Taiwan 20/35 Custom Indexn.a587.40%32.82%2.913
iSTOXX Access Metaverse Indexn.a5111.33%32.71%2.912
MSCI USA High Dividend Yield Advanced Select Index92425.43%8.36%2.903
WisdomTree Uranium and Nuclear Energy UCITS Indexn.a693.19%49.10%2.903
Solactive Global Copper Miners v2 Indexn.a5103.69%36.57%2.894
iNDEX US Momentum Indexn.a431.71%11.41%2.872
IBEX 35 Indexn.a429.84%12.67%2.865
CSI 300 Indexn.a433.31%12.90%2.863
S&P Global Mining Reduced Coal Index (USD) Index153579.98%29.14%2.860
Fidelity Global Quality Value Index292423.07%9.12%2.859