PortfoliosLab logo
AGES.L vs. WELS.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGES.L and WELS.DE is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

AGES.L vs. WELS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Ageing Population UCITS ETF (AGES.L) 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.

15.00%20.00%25.00%30.00%35.00%40.00%December2025FebruaryMarchAprilMay
34.22%
19.55%
AGES.L
WELS.DE

Key characteristics

Sharpe Ratio

AGES.L:

0.30

WELS.DE:

-0.54

Sortino Ratio

AGES.L:

0.49

WELS.DE:

-0.60

Omega Ratio

AGES.L:

1.07

WELS.DE:

0.91

Calmar Ratio

AGES.L:

0.26

WELS.DE:

-0.43

Martin Ratio

AGES.L:

1.00

WELS.DE:

-1.25

Ulcer Index

AGES.L:

4.47%

WELS.DE:

6.64%

Daily Std Dev

AGES.L:

15.07%

WELS.DE:

15.45%

Max Drawdown

AGES.L:

-31.02%

WELS.DE:

-19.48%

Current Drawdown

AGES.L:

-8.41%

WELS.DE:

-17.22%

Returns By Period

In the year-to-date period, AGES.L achieves a -1.20% return, which is significantly higher than WELS.DE's -8.04% return.


AGES.L

YTD

-1.20%

1M

10.19%

6M

-3.51%

1Y

4.11%

5Y*

7.59%

10Y*

N/A

WELS.DE

YTD

-8.04%

1M

-0.81%

6M

-12.50%

1Y

-8.37%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


AGES.L vs. WELS.DE - Expense Ratio Comparison

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


Risk-Adjusted Performance

AGES.L vs. WELS.DE — Risk-Adjusted Performance Rank

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

AGES.L
The Risk-Adjusted Performance Rank of AGES.L is 4040
Overall Rank
The Sharpe Ratio Rank of AGES.L is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of AGES.L is 3838
Sortino Ratio Rank
The Omega Ratio Rank of AGES.L is 3939
Omega Ratio Rank
The Calmar Ratio Rank of AGES.L is 4242
Calmar Ratio Rank
The Martin Ratio Rank of AGES.L is 4242
Martin Ratio Rank

WELS.DE
The Risk-Adjusted Performance Rank of WELS.DE is 44
Overall Rank
The Sharpe Ratio Rank of WELS.DE is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of WELS.DE is 55
Sortino Ratio Rank
The Omega Ratio Rank of WELS.DE is 44
Omega Ratio Rank
The Calmar Ratio Rank of WELS.DE is 33
Calmar Ratio Rank
The Martin Ratio Rank of WELS.DE is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AGES.L vs. WELS.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Ageing Population UCITS ETF (AGES.L) 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.


The current AGES.L Sharpe Ratio is 0.30, which is higher than the WELS.DE Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of AGES.L and WELS.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.62
-0.23
AGES.L
WELS.DE

Dividends

AGES.L vs. WELS.DE - Dividend Comparison

Neither AGES.L nor WELS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AGES.L vs. WELS.DE - Drawdown Comparison

The maximum AGES.L drawdown since its inception was -31.02%, which is greater than WELS.DE's maximum drawdown of -19.48%. Use the drawdown chart below to compare losses from any high point for AGES.L and WELS.DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-2.93%
-15.30%
AGES.L
WELS.DE

Volatility

AGES.L vs. WELS.DE - Volatility Comparison

The current volatility for iShares Ageing Population UCITS ETF (AGES.L) is 10.31%, while Amundi S&P Global Health Care ESG UCITS ETF EUR Acc (WELS.DE) has a volatility of 11.41%. This indicates that AGES.L 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.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
10.31%
11.41%
AGES.L
WELS.DE