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
ATX Index20442.88%13.88%3.560
MSCI Poland Index16546.75%14.58%3.482
MSCI EM Eastern Europe ex Russia index22541.74%14.56%3.295
Solactive European SuperDividend Indexn.a441.32%13.30%3.156
WIG20 Indexn.an.a40.42%13.76%3.151
RAFI Fundamental US Index526428.89%8.35%2.934
Solactive Genomics v2 Indexn.a664.63%30.42%2.854
STOXX Global Select Dividend 100 Index100325.73%9.15%2.850
MSCI World Value Advanced Select Index265436.88%12.55%2.837
MSCI World Enhanced Value Index399451.93%19.17%2.723
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MSCI USA Enhanced Value Index151466.83%23.95%2.687
CBOE S&P 500 Annual 15% Buffer Protect Indexn.a316.06%4.94%2.650
Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index100422.98%9.22%2.634
CBOE S&P 500 15% WHT Quarterly 5% Buffer Protect Index26314.88%4.51%2.629
FTSE Developed Europe ex UK All Cap ex CW ex TC ex REITS Dividend Growth with Quality Indexn.a422.63%9.58%2.582
FTSE Taiwan 30/18 Capped Index134595.43%37.50%2.574
ROBO Global Healthcare Technology and Innovation Index63537.50%18.62%2.573
Nasdaq Biotechnology Index254538.20%19.08%2.567
MSCI Taiwan 20/35 Custom Indexn.a594.68%37.79%2.530
RAFI Fundamental Global Index1202428.27%10.31%2.524
MSCI World IMI Value Advanced Target Index379431.66%11.84%2.523
MSCI World High Dividend Yield Advanced Select Index194327.88%10.38%2.522
MSCI USA Value Indexn.a422.50%7.32%2.507
Nasdaq Global Buyback Achievers Index355420.32%6.77%2.502
MSCI Taiwan Index78593.52%37.76%2.502
WisdomTree BioRevolution ESG Screened Indexn.a439.12%24.12%2.495
WisdomTree Emerging Markets Equity Income Indexn.a429.23%11.18%2.475
CBOE S&P 500 Annual 30% (-5% to -35%) Buffer Protect Indexn.a314.62%4.77%2.458
MSCI USA Value Exposure Select Index126447.06%17.82%2.434
STOXX Europe Select Dividend 30 Index30425.87%12.19%2.406
FTSE USA ESG Low Carbon Select Index294430.70%11.66%2.385
FTSE Developed ESG Low Carbon Select Indexn.a428.03%11.15%2.359
MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index2585114.62%54.34%2.346
FTSE Korea 30/18 Capped Index1566140.05%65.24%2.337
MVIS US Listed Semiconductor 10% Capped ESG Index25699.33%49.06%2.321
MSCI World Value Low Carbon SRI Screened Select Indexn.a435.15%15.34%2.313
DJ Emerging Markets Select Dividend Index115430.82%10.35%2.305
MSCI Korea 20/35 Index775136.04%65.39%2.265
MSCI Korea Index776136.24%65.03%2.258
Solactive Spain 40 Indexn.a426.70%13.19%2.255
MSCI Korea 20/35 Custom Indexn.a6133.74%65.21%2.252
MSCI Singapore IMI Indexn.a414.42%9.96%2.235
STOXX Europe 600 Optimised Oil & Gas Indexn.a549.69%21.60%2.232
MSCI World Value Select Screens Advanced Index218423.79%9.73%2.220
Fidelity Global Quality Income Index245420.98%8.32%2.216
MSCI Emerging Markets Select Value Factor Focus Index159461.33%28.01%2.215
Bloomberg Global Semiconductors Supply Chain Select Indexn.a596.79%44.79%2.215
FTSE All World High Dividend Yield Indexn.a322.78%9.51%2.215
MSCI World Diversified Multi-Factor Index304425.72%10.28%2.203
MSCI USA High Dividend Yield Low Carbon SRI Screened Select Indexn.a424.42%9.73%2.202
STOXX Europe 600 Oil & Gas Index26549.63%21.87%2.189
MSCI World High Dividend Yield Low Carbon SRI Screened Select Indexn.a424.64%10.30%2.172
EURO iSTOXX High Dividend Low Volatility 50 Index52419.46%9.11%2.168
STOXX Global Breakthrough Healthcare Index203428.59%16.19%2.153
WisdomTree Europe Equity Income Indexn.a420.87%10.71%2.135
BNP Paribas High Dividend Europe Indexn.a420.33%10.40%2.123
MSCI Emerging Markets Value Select Screens Advanced Index193451.24%24.92%2.117
STOXX Europe 600 Banks Index57531.15%18.55%2.095
iSTOXX Access Metaverse Indexn.a585.19%44.39%2.094
MSCI World Islamic Index391430.40%13.98%2.093
FTSE Emerging All Cap ex CW ex TC ex REITS Dividend Growth with Quality Indexn.a426.02%10.53%2.073
IBEX 35 Index35424.46%13.23%2.069
STOXX Global AI Infrastructure Index52574.81%39.04%2.061
MSCI ACWI IMI Genomic Innovation Select Screened 100 Indexn.a535.80%22.66%2.056
MSCI Greece IMI + Coca-Cola 20-35 Index26426.86%18.69%2.054
MSCI Emerging Markets ex China SRI Low Carbon Select 5% Issuer Capped Indexn.a461.96%31.53%2.041
MSCI ACWI IMI Semiconductors & Semiconductor Equipment Filtered Index70576.24%40.88%2.034
FTSE Emerging Markets High Dividend Low Volatility Index203427.26%10.08%2.008
FTSE UK Dividend+ Index51422.25%12.13%2.000
Fidelity US Quality Income Index102419.86%7.99%1.994
MSCI Japan SRI Low Carbon Select 5% Issuer Capped Indexn.a431.38%15.33%1.992
LibertyQ Global Dividend Index102318.86%8.46%1.975
MSCI USA High Dividend Yield Advanced Select Index94424.27%9.89%1.971
STOXX Europe 600 Optimised Banks Indexn.a529.86%19.19%1.938
MSCI EMU High Dividend Yield Index42417.74%9.24%1.927
MSCI Pacific SRI Low Carbon Select 5% Issuer Capped Indexn.a424.12%12.10%1.926
iNDEX US Momentum Indexn.a429.23%14.27%1.923
DJ Asia Pacific Select Dividend 50 Index50426.60%14.42%1.906
MSCI Europe Value Exposure Select Index125422.92%13.57%1.876
Solactive Cyber Security Innovation Index39562.16%33.75%1.872
S&P 500 ESG Elite Indexn.a435.46%18.86%1.865
MSCI Europe Enhanced Value Index149421.24%13.26%1.864
S&P 500 ESG Leaders Index226423.32%10.62%1.863
MSCI World Sector Neutral Quality Index301419.77%9.21%1.862
MSCI World Quality Low Carbon SRI Screened Select Indexn.a422.47%10.76%1.861
FTSE Asia ex Japan ex China Index801456.01%31.98%1.856
S&P 100 Equal Weighted Indexn.a419.25%8.58%1.856
MSCI EMU Value Indexn.a417.78%11.12%1.854
MSCI Emerging Markets ex China Index602453.03%29.26%1.852
MSCI Emerging Market SRI Low Carbon Select 5% Issuer Capped Indexn.a443.87%24.93%1.846
S&P 500 Scored & Screened Indexn.a422.46%10.59%1.842
EURO STOXX Banks Indexn.a530.32%20.21%1.827
EURO STOXX Banks 30-15 Index29530.04%20.15%1.817
S&P Energy Select Sector Index21556.56%24.44%1.816
Athex Composite Indexn.an.a24.19%18.88%1.811
MSCI Canada Index85419.89%10.47%1.805
MSCI USA Sector Neutral Quality Index125420.45%9.48%1.798
WisdomTree Japan Equity Indexn.a432.71%17.47%1.793
MSCI EMU 100% USD Hedged Index222418.52%11.74%1.782
BUX Indexn.an.a30.83%20.09%1.781