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2B78.DE vs. WELP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2B78.DE vs. WELP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Healthcare Innovation UCITS ETF (2B78.DE) and HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 2B78.DE achieves a 6.74% return, which is significantly lower than WELP.DE's 25.35% return.


2B78.DE

1D
1.35%
1M
8.85%
YTD
6.74%
6M
6.60%
1Y
27.75%
3Y*
6.56%
5Y*
-1.46%
10Y*

WELP.DE

1D
0.00%
1M
-7.19%
YTD
25.35%
6M
26.72%
1Y
34.31%
3Y*
12.49%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

2B78.DE vs. WELP.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
2B78.DE
iShares Healthcare Innovation UCITS ETF
6.74%5.61%7.18%-0.29%-2.01%
WELP.DE
HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF
25.35%-1.54%7.90%0.25%5.34%

Correlation

The correlation between 2B78.DE and WELP.DE is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.10

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

0.14

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2022

0.16

The correlation between 2B78.DE and WELP.DE shifts across timeframes, from -0.10 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

2B78.DE vs. WELP.DE — Risk / Return Rank

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

2B78.DE
2B78.DE Risk / Return Rank: 5252
Overall Rank
2B78.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
2B78.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
2B78.DE Omega Ratio Rank: 5252
Omega Ratio Rank
2B78.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
2B78.DE Martin Ratio Rank: 3939
Martin Ratio Rank

WELP.DE
WELP.DE Risk / Return Rank: 5757
Overall Rank
WELP.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
WELP.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
WELP.DE Omega Ratio Rank: 5555
Omega Ratio Rank
WELP.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
WELP.DE Martin Ratio Rank: 5555
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.

2B78.DE vs. WELP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Healthcare Innovation UCITS ETF (2B78.DE) and HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


2B78.DEWELP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.29

1.31

-0.02

Calmar ratioReturn relative to maximum drawdown

2.30

2.80

-0.49

Martin ratioReturn relative to average drawdown

5.65

8.57

-2.92

2B78.DE vs. WELP.DE - Sharpe Ratio Comparison

The current 2B78.DE Sharpe Ratio is 1.69, which is comparable to the WELP.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of 2B78.DE and WELP.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.


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Drawdowns

2B78.DE vs. WELP.DE - Drawdown Comparison

The maximum 2B78.DE drawdown since its inception was -38.59%, which is greater than WELP.DE's maximum drawdown of -23.55%. Use the drawdown chart below to compare losses from any high point for 2B78.DE and WELP.DE.


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Drawdown Indicators


2B78.DEWELP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.59%

-23.55%

-15.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.00%

-12.22%

+0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-25.32%

-23.55%

-1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-37.03%

Current Drawdown

Current decline from peak

-11.68%

-11.07%

-0.61%

Average Drawdown

Average peak-to-trough decline

-15.27%

-7.79%

-7.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

3.99%

+0.91%

Volatility

2B78.DE vs. WELP.DE - Volatility Comparison

The current volatility for iShares Healthcare Innovation UCITS ETF (2B78.DE) is 5.25%, while HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE) has a volatility of 6.59%. This indicates that 2B78.DE experiences smaller price fluctuations and is considered to be less risky than WELP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


2B78.DEWELP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

6.59%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

12.04%

16.90%

-4.86%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

19.54%

-3.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.97%

20.07%

-2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.93%

20.07%

-0.14%

2B78.DE vs. WELP.DE - Expense Ratio Comparison

2B78.DE has a 0.40% expense ratio, which is lower than WELP.DE's 0.59% expense ratio.


Dividends

2B78.DE vs. WELP.DE - Dividend Comparison

2B78.DE has not paid dividends to shareholders, while WELP.DE's dividend yield for the trailing twelve months is around 3.05%.


PositionTTM202520242023
2B78.DE
iShares Healthcare Innovation UCITS ETF
0.00%0.00%0.00%0.00%
WELP.DE
HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF
3.05%3.78%3.64%0.79%

Frequently Asked Questions


2B78.DE and WELP.DE have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 2B78.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

2B78.DE is cheaper with a 0.40% expense ratio, compared with 0.59% for WELP.DE.

2B78.DE tracks iSTOXX® FactSet Breakthrough Healthcare, while WELP.DE tracks MSCI World/Energy NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.40% for 2B78.DE and 0.59% for WELP.DE.

Portfolio Optimizer

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