PortfoliosLab logoPortfoliosLab logo
2B77.DE vs. WELS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2B77.DE vs. WELS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Ageing Population UCITS ETF (2B77.DE) and Amundi S&P Global Health Care ESG UCITS ETF EUR Acc (WELS.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, 2B77.DE achieves a 2.83% return, which is significantly higher than WELS.DE's -3.35% return.


2B77.DE

1D
1.81%
1M
0.31%
YTD
2.83%
6M
4.39%
1Y
16.72%
3Y*
10.94%
5Y*
5.15%
10Y*

WELS.DE

1D
2.97%
1M
4.14%
YTD
-3.35%
6M
-2.82%
1Y
6.93%
3Y*
2.22%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

2B77.DE vs. WELS.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
2B77.DE
iShares Ageing Population UCITS ETF
2.83%13.27%14.30%5.16%-0.56%
WELS.DE
Amundi S&P Global Health Care ESG UCITS ETF EUR Acc
-3.35%1.05%7.20%2.33%4.02%

Correlation

The correlation between 2B77.DE and WELS.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2022

0.55

The correlation between 2B77.DE and WELS.DE has been stable across timeframes, ranging from 0.55 to 0.61 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

2B77.DE vs. WELS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

2B77.DE
2B77.DE Risk / Return Rank: 4343
Overall Rank
2B77.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
2B77.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
2B77.DE Omega Ratio Rank: 3636
Omega Ratio Rank
2B77.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
2B77.DE Martin Ratio Rank: 5050
Martin Ratio Rank

WELS.DE
WELS.DE Risk / Return Rank: 1616
Overall Rank
WELS.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
WELS.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
WELS.DE Omega Ratio Rank: 1616
Omega Ratio Rank
WELS.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
WELS.DE Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

2B77.DE vs. WELS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Ageing Population UCITS ETF (2B77.DE) and Amundi S&P Global Health Care ESG UCITS ETF EUR Acc (WELS.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


2B77.DEWELS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.88

Sortino ratioReturn per unit of downside risk

+1.17

Omega ratioGain probability vs. loss probability

1.24

1.09

+0.15

Calmar ratioReturn relative to maximum drawdown

2.45

0.56

+1.89

Martin ratioReturn relative to average drawdown

8.32

1.30

+7.02

2B77.DE vs. WELS.DE - Sharpe Ratio Comparison

The current 2B77.DE Sharpe Ratio is 1.36, which is higher than the WELS.DE Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of 2B77.DE and WELS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


2B77.DEWELS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

0.47

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.22

+0.20

Drawdowns

2B77.DE vs. WELS.DE - Drawdown Comparison

The maximum 2B77.DE drawdown since its inception was -38.47%, which is greater than WELS.DE's maximum drawdown of -23.13%. Use the drawdown chart below to compare losses from any high point for 2B77.DE and WELS.DE.


Loading charts...

Drawdown Indicators


2B77.DEWELS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.47%

-23.13%

-15.34%

Max Drawdown (1Y)

Largest decline over 1 year

-6.80%

-12.35%

+5.55%

Max Drawdown (3Y)

Largest decline over 3 years

-20.07%

-23.13%

+3.06%

Max Drawdown (5Y)

Largest decline over 5 years

-20.07%

Current Drawdown

Current decline from peak

-1.60%

-12.08%

+10.48%

Average Drawdown

Average peak-to-trough decline

-5.47%

-7.30%

+1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

5.34%

-3.33%

Volatility

2B77.DE vs. WELS.DE - Volatility Comparison

The current volatility for iShares Ageing Population UCITS ETF (2B77.DE) is 3.36%, while Amundi S&P Global Health Care ESG UCITS ETF EUR Acc (WELS.DE) has a volatility of 5.27%. This indicates that 2B77.DE experiences smaller price fluctuations and is considered to be less risky than WELS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


2B77.DEWELS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

5.27%

-1.91%

Volatility (6M)

Calculated over the trailing 6-month period

9.17%

10.22%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

12.28%

14.60%

-2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.09%

13.59%

+1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.52%

13.59%

+2.93%

2B77.DE vs. WELS.DE - Expense Ratio Comparison

2B77.DE has a 0.40% expense ratio, which is higher than WELS.DE's 0.18% expense ratio.


Dividends

2B77.DE vs. WELS.DE - Dividend Comparison

Neither 2B77.DE nor WELS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


2B77.DE and WELS.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WELS.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WELS.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for 2B77.DE.

2B77.DE tracks iSTOXX® FactSet Ageing Population, while WELS.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Health Care. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.40% for 2B77.DE and 0.18% for WELS.DE.

Portfolio Optimizer

Find the right allocation for 2B77.DE and WELS.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer