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Amundi S&P Global Financials ESG UCITS ETF EUR Dist (WELY.DE) Sharpe Ratio: 1.01

ETF · Currency in EUR · Last updated Jun 5, 2026

WELY.DE is a passive ETF by Amundi tracking the investment results of the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Financials. WELY.DE launched on Sep 20, 2022 and has a 0.18% expense ratio.

WELY.DE's Sharpe Ratio of 1.01 indicates that for each unit of volatility, it generates 1.01 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

WELY.DE Sharpe Ratio Rank

WELY.DE Sharpe Ratio Rank: 28.328
Below Average

WELY.DE ranks above 28.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

WELY.DE Sharpe Ratio Market Positioning

The chart shows WELY.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.87 or lower
  • Yellow zone (middle 50%): 0.87 to 2.39
  • Green zone (top 25%): 2.39 or higher
  • Top 1%: 7.62+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares Amundi S&P Global Financials ESG UCITS ETF EUR Dist's Sharpe Ratio with other ETFs in the Financials Equities category across multiple time periods, showing how WELY.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LBNK.DELyxor STOXX Europe 600 Banks UCITS ETF Acc1.86
INDA.DELyxor STOXX Europe 600 Banks UCITS ETF Dist1.86
EXV1.DEiShares STOXX Europe 600 Banks UCITS ETF (DE)1.85
SC0U.DEInvesco European Banks Sector UCITS ETF1.74
EXX1.DEiShares EURO STOXX Banks 30-15 UCITS ETF (DE)1.74
LYBK.DEAmundi Euro Stoxx Banks UCITS ETF Acc1.72
S7XE.DEInvesco EURO STOXX Optimised Banks UCITS ETF1.59
SPYZ.DESPDR MSCI Europe Financials UCITS ETF1.26
ESIF.DEiShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)1.25
IUS2.DEiShares S&P U.S. Banks UCITS ETF USD (Acc)1.22
WELY.DEAmundi S&P Global Financials ESG UCITS ETF EUR Dist1.01

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows WELY.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when WELY.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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