ASRY.DE vs. WELE.DE
ASRY.DE (BNP Paribas Easy MSCI World Min TE UCITS ETF EUR Acc) and WELE.DE (Amundi S&P 500 Equal Weight ESG UCITS ETF Acc) are both ESG funds - ASRY.DE tracks the MSCI World Select Filtered Min TE Index while WELE.DE tracks the S&P 500 Equal Weight ESG Leaders Select Index. Both are passively managed. Over the past year, ASRY.DE returned 25.30% vs 22.80% for WELE.DE. A 0.78 correlation means they provide meaningful diversification when combined. ASRY.DE charges 0.16%/yr vs 0.18%/yr for WELE.DE.
Performance
ASRY.DE vs. WELE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ASRY.DE achieves a 11.55% return, which is significantly lower than WELE.DE's 12.37% return.
ASRY.DE
- 1D
- 0.00%
- 1M
- 1.51%
- YTD
- 11.55%
- 6M
- 12.01%
- 1Y
- 25.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WELE.DE
- 1D
- 0.00%
- 1M
- 5.09%
- YTD
- 12.37%
- 6M
- 13.05%
- 1Y
- 22.80%
- 3Y*
- 12.68%
- 5Y*
- —
- 10Y*
- —
ASRY.DE vs. WELE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ASRY.DE BNP Paribas Easy MSCI World Min TE UCITS ETF EUR Acc | 11.55% | 7.32% | 25.18% | 8.29% |
WELE.DE Amundi S&P 500 Equal Weight ESG UCITS ETF Acc | 12.37% | 0.70% | 16.40% | 9.62% |
Correlation
The correlation between ASRY.DE and WELE.DE is 0.70, 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 | 0.70 |
Correlation (All Time) Calculated using the full available price history since Oct 9, 2023 | 0.78 |
The correlation between ASRY.DE and WELE.DE has been stable across timeframes, ranging from 0.70 to 0.78 - a consistent structural relationship.
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Return for Risk
ASRY.DE vs. WELE.DE — Risk / Return Rank
ASRY.DE
WELE.DE
ASRY.DE vs. WELE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI World Min TE UCITS ETF EUR Acc (ASRY.DE) and Amundi S&P 500 Equal Weight ESG UCITS ETF Acc (WELE.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.
| ASRY.DE | WELE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.36 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | 3.65 | +0.12 |
| Martin ratioReturn relative to average drawdown | 15.04 | 12.10 | +2.94 |
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Drawdowns
ASRY.DE vs. WELE.DE - Drawdown Comparison
The maximum ASRY.DE drawdown since its inception was -21.60%, smaller than the maximum WELE.DE drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for ASRY.DE and WELE.DE.
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Drawdown Indicators
| ASRY.DE | WELE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.60% | -23.73% | +2.13% |
Max Drawdown (1Y)Largest decline over 1 year | -6.75% | -6.28% | -0.47% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.73% | — |
Current DrawdownCurrent decline from peak | -0.19% | 0.00% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -2.59% | -5.55% | +2.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 1.89% | -0.20% |
Volatility
ASRY.DE vs. WELE.DE - Volatility Comparison
BNP Paribas Easy MSCI World Min TE UCITS ETF EUR Acc (ASRY.DE) has a higher volatility of 2.95% compared to Amundi S&P 500 Equal Weight ESG UCITS ETF Acc (WELE.DE) at 2.45%. This indicates that ASRY.DE's price experiences larger fluctuations and is considered to be riskier than WELE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASRY.DE | WELE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.95% | 2.45% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 8.25% | 7.84% | +0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.62% | 11.50% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.54% | 14.39% | -0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.54% | 14.39% | -0.85% |
ASRY.DE vs. WELE.DE - Expense Ratio Comparison
ASRY.DE has a 0.16% expense ratio, which is lower than WELE.DE's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ASRY.DE vs. WELE.DE - Dividend Comparison
Neither ASRY.DE nor WELE.DE has paid dividends to shareholders.
Frequently Asked Questions
ASRY.DE and WELE.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ASRY.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ASRY.DE is cheaper with a 0.16% expense ratio, compared with 0.18% for WELE.DE.
ASRY.DE tracks MSCI World Select Filtered Min TE Index, while WELE.DE tracks S&P 500 Equal Weight ESG Leaders Select Index. They also come from different issuers: BNP Paribas and Amundi. Their fees differ too: 0.16% for ASRY.DE and 0.18% for WELE.DE.
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