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.a74.35%14.11%4.606
MVIS US Listed Semiconductor 10% Capped ESG Index256132.91%39.72%4.361
MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index2605149.97%44.77%4.334
Bloomberg Global Semiconductors Supply Chain Select Indexn.a5118.48%36.68%4.220
ChiNext 50 Capped Index USD48699.57%33.97%4.154
STOXX Global Select Dividend 100 Index100330.78%6.78%4.146
Nasdaq Global Buyback Achievers Index356424.29%5.33%4.113
MSCI USA Small Cap Value Weighted Index1666532.91%9.37%4.059
MSCI USA Enhanced Value Index150475.23%21.26%3.907
RAFI Fundamental US Index525430.95%7.92%3.824
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S&P China A 300 Indexn.a437.51%13.19%3.788
Solactive Global Lithium v2 Indexn.a579.07%28.68%3.717
MSCI USA Small Cap Select Filtered Min TE Indexn.a533.55%10.88%3.655
Solactive Spain 40 Indexn.a444.69%12.00%3.645
S&P China A MidCap 500 Indexn.a556.32%21.10%3.624
Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index100429.58%7.13%3.615
CSI Smallcap 500 Indexn.a562.34%22.85%3.610
S&P 500 Buyback Indexn.a420.05%5.09%3.553
WisdomTree BioRevolution ESG Screened Indexn.a453.22%17.78%3.527
Nasdaq AlphaDEX Large Cap Core Indexn.a526.52%8.47%3.522
MSCI USA Small Cap ESG Enhanced Focus CTB Index1532531.55%10.83%3.512
IBEX 35 Indexn.a442.34%11.93%3.504
MSCI China A Inclusion Select Screened Indexn.a534.31%12.84%3.503
Russell 2000 Index1890536.40%12.09%3.503
MSCI ACWI IMI New Energy Filtered Indexn.a561.16%21.62%3.490
ATX Index20447.72%13.66%3.482
Solactive Clean Energy Index63551.72%20.01%3.438
MSCI World Enhanced Value Index399458.72%17.88%3.434
MSCI World Value Advanced Select Index267442.11%12.00%3.400
CSI 300 Indexn.a433.54%12.73%3.383
MSCI ACWI IMI Semiconductors & Semiconductor Equipment Filtered Index69599.40%36.13%3.369
Morningstar US Small Cap Target Market Exposure Index1294531.61%10.87%3.363
Russell 2000 0.4 Quality Target Exposure Factor Indexn.a534.48%11.31%3.361
Nasdaq Biotechnology Index257552.04%17.37%3.348
MSCI Canada Index84432.09%8.50%3.331
Shiller Barclays Cape Europe Sector Value Indexn.a427.73%8.08%3.330
MSCI China A Index404434.66%13.73%3.305
FTSE Korea 30/18 Capped Index1565146.29%61.08%3.258
iNDEX US Momentum Indexn.a436.04%11.50%3.255
MSCI World IMI Value Advanced Target Index334436.67%10.92%3.240
S&P Small Cap 600 Index628532.93%12.21%3.218
RAFI Fundamental Global Index1197432.28%9.93%3.205
Solactive Future Energy ESGn.a560.32%26.78%3.185
FTSE Taiwan 30/18 Capped Index129596.83%34.49%3.177
MSCI Korea Index785142.66%61.08%3.170
MSCI Korea 20/35 Custom Indexn.a5142.86%61.25%3.164
MSCI Korea 20/35 Index805144.65%61.59%3.161
ECPI Global ESG Hydrogen Economy Indexn.a444.99%17.55%3.159
MSCI USA Small Cap Selection Indexn.a527.62%9.93%3.147
FTSE Developed Europe ex UK All Cap ex CW ex TC ex REITS Dividend Growth with Quality Indexn.a428.39%8.46%3.116
Solactive Battery Value-Chain Index47570.31%30.59%3.097
MSCI USA Value Exposure Select Index125452.09%17.00%3.081
WisdomTree US Equity Income Indexn.a423.43%7.99%3.076
MSCI World High Dividend Yield Advanced Select Index193330.86%9.86%3.064
iSTOXX Access Metaverse Indexn.a5100.61%39.42%3.034
MSCI Taiwan 20/35 Custom Indexn.a594.58%35.32%3.031
Nasdaq Next Generation 100 Index107541.58%14.76%3.031
Solactive Biotechnology Breakthrough Value Indexn.a438.58%14.31%3.028
MSCI USA High Dividend Yield Advanced Select Index94427.59%9.17%3.015
MSCI Taiwan Index78593.50%35.25%3.006
STOXX Global AI Infrastructure Index44591.55%35.38%3.002
SSE Science and Technology Innovation Board 50 Index525113.67%45.88%2.984
FTSE All World High Dividend Yield Indexn.a327.96%8.80%2.949
Solactive Genomics v2 Indexn.a663.03%24.92%2.933
DJ US Select Dividend Index100423.60%7.60%2.923
MSCI World Small Cap Index3637427.92%10.95%2.921
Nasdaq Clean Edge Green Energy Indexn.a659.54%31.73%2.916
Fidelity Global Quality Income Indexn.a425.04%8.34%2.903
MVIS Global Rare Earth/Strategic Metals Index26672.23%42.37%2.896
STOXX Europe Select Dividend 30 Index30431.54%9.79%2.895
EURO iSTOXX High Dividend Low Volatility 50 Indexn.a424.33%7.27%2.890
MSCI World Quality Low Carbon SRI Screened Select Indexn.a428.68%10.18%2.879
S&P 500 Equal Weight Scored & Screened Indexn.a423.62%8.13%2.872
MSCI World Value Select Screens Advanced Index240427.49%9.26%2.865
CSI A500 Indexn.a525.37%13.52%2.860
LibertyQ European Dividend Index51319.87%6.07%2.860
MSCI World Small Cap ESG Enhanced Focus CTB Index2654427.53%10.96%2.851
MSCI World Small Cap ESG Broad CTB Select Index3595427.05%10.99%2.819
MSCI Europe Enhanced Value Index149433.57%11.97%2.805
MSCI USA Select Factor Mix Indexn.a425.39%9.28%2.789
MSCI China A Inclusion Index418427.96%13.65%2.789
MSCI USA High Dividend Yield Low Carbon SRI Screened Select Indexn.a425.55%9.35%2.768
WilderHill Hydrogen Economy Index65564.96%31.22%2.754
MSCI ACWI IMI SDG 9 Industry, Innovation and Infrastructure Select Indexn.a439.04%18.87%2.753
MSCI ACWI IMI SDG 7 Affordable and Clean Energy Select Indexn.a441.90%21.83%2.745
STOXX Europe 600 Banks Index56553.07%18.08%2.743
S&P Mid Cap 400 Indexn.a422.21%9.78%2.742
Bloomberg BioEnergy Screened Indexn.a547.70%15.11%2.742
STOXX Europe 600 Energy Screened+ Index20549.65%18.39%2.741
S&P MidCap 400 Indexn.a422.20%9.70%2.738
WisdomTree Europe Equity Income Indexn.a424.58%8.73%2.735
CBOE S&P 500 Annual 15% Buffer Protect Indexn.a315.59%5.35%2.728
MSCI World Value Low Carbon SRI Screened Select Indexn.a442.45%15.00%2.719
MSCI World High Dividend Yield Low Carbon SRI Screened Select Indexn.a426.64%9.74%2.716
MSCI World Islamic Index392429.09%12.33%2.706
FTSE MIB Index40437.27%12.37%2.696
MSCI Canada Select Screened Indexn.a429.46%9.88%2.666
FTSE USA ESG Low Carbon Select Indexn.a430.50%11.60%2.664
MSCI EMU Value Indexn.a427.66%9.71%2.664
LibertyQ US Large Cap Equity Index211426.34%10.17%2.649