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
MBI10 Indexn.an.a59.31%12.31%4.265
MSCI Pakistan IM Indexn.a563.80%19.20%3.730
MSCI World Communication Services Indexn.a540.10%11.03%3.535
MSCI USA Communication Services 20/35 Capped Custom Indexn.a543.39%12.91%3.308
S&P 500 Capped 35/20 Communication Services Index22543.52%13.20%3.306
Solactive Brand Finance Global Brands Indexn.a440.67%11.20%3.265
PX Indexn.an.a30.69%6.62%3.221
Solactive GBS Developed Markets Large & Mid Cap Index1434431.77%8.35%3.189
MarketVector Global Defense Industry Index28559.26%15.48%3.172
DJ Global Titans 50 Index53536.97%11.60%3.162
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» Weitere Infos

MarketVector Global Video Gaming and eSports ESG Index24554.70%17.28%3.154
MSCI USA Climate Change ESG Select Indexn.a539.79%13.31%2.964
MSCI ACWI IMI Next Generation Internet Innovation Select ESG Screened 100 Indexn.a542.50%13.71%2.926
SBITOP Indexn.an.a45.57%11.12%2.919
S&P Communication Services Select Sector Daily Capped 25/20 Index22535.64%12.40%2.898
MSCI World Climate Change ESG Select Indexn.a434.26%11.23%2.823
MSCI ACWI IMI Fintech Innovation Select ESG Screened 100 Indexn.a543.10%13.68%2.717
MSCI Singapore IM Indexn.a440.36%10.97%2.715
MSCI World Climate Change Paris-Aligned Low Carbon Select Index894434.95%11.16%2.690
MSCI USA Leveraged 2x Daily Index593665.21%23.28%2.666
S&P 500 Index665532.26%11.02%2.656
S&P 500 Quality, Value & Momentum Multi-Factor Indexn.a536.79%13.02%2.649
S&P 500 ESG + Index309530.67%11.06%2.635
EQM NATO+ Future of Defence Index61542.18%14.29%2.617
S&P World ESG Enhanced Health Care Index166538.14%11.53%2.610
MSCI USA Large Cap Indexn.a533.69%11.66%2.609
MSCI ACWI Select ESG Screened Indexn.a427.11%8.61%2.594
MSCI ACWI IMI Digital Economy & Metaverse ESG Filtered Indexn.a534.18%11.35%2.592
MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered Indexn.a562.37%24.32%2.589
S&P 500 Paris-Aligned Climate Sustainability Screened Index300532.06%11.61%2.589
S&P 500 ESG Index319530.28%10.94%2.579
MSCI All Country World Index2687426.66%8.40%2.577
S&P 500 Net Zero 2050 Paris-Aligned ESG Index288532.74%11.96%2.558
S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Communication Services Index (USD)n.a533.47%12.75%2.556
S&P 500 ESG Leaders Index208532.12%11.57%2.556
CBOE S&P 500 Annual 15% Buffer Protect Indexn.a318.19%6.06%2.553
S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Financials Index (USD)204539.35%12.14%2.544
Foxberry Sustainability Consensus US Indexn.a533.07%11.97%2.526
Solactive Core United States Large & Mid Cap Indexn.a533.21%11.61%2.521
Solactive GBS United States Large & Mid Cap Indexn.a525.26%9.96%2.519
MSCI World ex Europe Index982429.99%10.56%2.519
MSCI USA ESG Screened Index535534.50%12.19%2.515
S&P 500 Capped 35/20 Information Technology Index69538.99%16.83%2.515
MSCI USA Index601533.58%11.69%2.515
MSCI ACWI Climate Paris Aligned Index739426.18%8.43%2.509
Morningstar US Target Market Exposure Index547533.05%11.56%2.505
S&P Emerging Markets High Yield Dividend Aristocrats Index50424.05%7.35%2.497
FTSE North America Indexn.a532.87%11.51%2.485
MSCI Europe Financials ESG Screened 20-35 Select Indexn.a535.76%8.55%2.483
MSCI USA Select ESG Screened Index120533.84%12.07%2.483
FTSE All World Index2643427.24%8.66%2.481
MSCI World ex EMU Indexn.a428.53%9.89%2.480
CBOE S&P 500 Annual 30% (-5% to -35%) Buffer Protect Indexn.a317.39%5.98%2.468
STOXX Global Digital Entertainment and Education Index84438.62%13.59%2.468
MSCI USA ESG Broad CTB Select Index540531.51%11.69%2.465
MSCI World EUR Indexn.a427.45%9.30%2.464
MSCI World Momentum Index348537.13%14.10%2.459
MSCI World Financials Indexn.a538.98%12.77%2.453
MSCI USA Information Technology Indexn.a538.96%16.69%2.442
MSCI USA ESG Universal Low Carbon Select 5% Issuer Capped Indexn.a532.83%11.97%2.435
MSCI North America Index674532.42%11.57%2.429
MSCI USA Climate Paris-Aligned Indexn.a431.20%11.86%2.413
MSCI USA Climate Paris Aligned Index253531.12%11.86%2.407
MSCI World Momentum Low Carbon SRI Screened Select Indexn.a434.87%13.66%2.406
Nasdaq 100 Index101531.47%12.89%2.395
MSCI World ESG Screened Index1300429.13%10.07%2.389
Solactive Core Developed Markets Large & Mid Cap Indexn.a428.02%9.54%2.386
MSCI USA Select Sustainability Screened CTB Indexn.a531.54%11.78%2.373
MSCI World Information Technology Indexn.a535.21%15.87%2.373
MSCI Malaysia Indexn.a422.82%10.27%2.355
MSCI World Index1409428.12%9.67%2.342
MSCI USA ESG Enhanced Focus Index532531.33%11.89%2.342
MSCI North America ESG Filtered Min TE Indexn.a530.71%11.51%2.340
MSCI USA ESG Universal Select Business Screens Index552532.34%12.16%2.337
CBOE S&P 500 15% WHT Quarterly 9% (-3% to -12%) Buffer Protect Index26420.87%7.91%2.335
LibertyQ Global Dividend Index102423.83%8.21%2.334
MSCI USA Momentum Index124540.07%15.75%2.333
Solactive ISS ESG United States Net Zero Pathway Indexn.a528.16%11.28%2.332
S&P Select Frontier Indexn.a430.47%11.13%2.323
MSCI World Select ESG Screened Indexn.a428.19%9.84%2.322
Morningstar US Large-Mid Cap Index618532.17%12.10%2.317
MSCI USA Low Carbon SRI Leaders Indexn.a532.73%12.56%2.316
MSCI World Climate Paris Aligned Index502426.69%9.50%2.315
MSCI World Information Technology 35/20 Capped Index156535.97%16.26%2.313
J.P. Morgan Asset Management Carbon Transition Global Equity Index420425.67%9.14%2.307
MSCI World Climate Paris-Aligned Indexn.a426.64%9.54%2.306
FTSE Developed Indexn.a427.46%9.46%2.305
S&P 500 2x Leveraged Daily Indexn.a556.73%21.61%2.302
CROBEX Indexn.an.a32.13%9.33%2.298
FTSE North America All Cap Choice Indexn.a531.96%12.33%2.291
MSCI World Low Carbon SRI Leaders Indexn.a428.52%10.38%2.290
CBOE S&P 500 15% WHT Quarterly 5% Buffer Protect Index34419.54%7.51%2.279
MSCI All Country World IM Index3680425.95%8.76%2.278
FTSE Global All Cap Choice Indexn.a426.45%9.37%2.277
MSCI World ESG Filtered Min TE Index942426.82%9.69%2.276
Alerian Midstream Energy Dividend Index17649.87%16.98%2.271
MSCI World ESG Broad CTB Select Indexn.a427.01%9.82%2.266
MSCI World Select Sustainability Screened CTB Indexn.a427.24%9.80%2.258
MSCI Europe Financials Capped 35/20 Index83535.92%9.92%2.257
MSCI USA Select ESG Rating and Trend Leaders Index324531.95%12.57%2.239