DFOP.DE vs. WELW.DE

Last updated Jun 5, 2026

DFOP.DE (Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist) and WELW.DE (Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc) are both Consumer Staples Equities funds from Amundi - DFOP.DE tracks the STOXX® Europe 600 Food & Beverage while WELW.DE tracks the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Staples. Both are passively managed. Over the past 3 years, DFOP.DE returned -1.99%/yr vs -0.01%/yr for WELW.DE. A 0.70 correlation means they provide meaningful diversification when combined. DFOP.DE charges 0.30%/yr vs 0.18%/yr for WELW.DE.

Performance

DFOP.DE vs. WELW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist (DFOP.DE) and Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFOP.DE achieves a -2.24% return, which is significantly lower than WELW.DE's 3.14% return.

DFOP.DE

• 1D: -0.84%
• 1M: -1.75%
• YTD: -2.24%
• 6M: -2.12%
• 1Y: -5.84%
• 3Y*: -1.99%
• 5Y*: -1.18%
• 10Y*: 2.50%

WELW.DE

• 1D: -0.10%
• 1M: -2.28%
• YTD: 3.14%
• 6M: 1.88%
• 1Y: -3.09%
• 3Y*: -0.01%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFOP.DE vs. WELW.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFOP.DE Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist	-2.24%	5.99%	-3.88%	-2.06%	2.73%
WELW.DE Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc	3.14%	-7.11%	9.48%	-1.99%	5.34%

Correlation

The correlation between DFOP.DE and WELW.DE is 0.75, 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	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022	0.70

The correlation between DFOP.DE and WELW.DE has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.

Return for Risk

DFOP.DE vs. WELW.DE — Risk / Return Rank

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

DFOP.DE

DFOP.DE Risk / Return Rank: 5
DFOP.DE Sharpe Ratio Rank: 5
DFOP.DE Sortino Ratio Rank: 5
DFOP.DE Omega Ratio Rank: 5
DFOP.DE Calmar Ratio Rank: 5
DFOP.DE Martin Ratio Rank: 4

WELW.DE

WELW.DE Risk / Return Rank: 6
WELW.DE Sharpe Ratio Rank: 7
WELW.DE Sortino Ratio Rank: 6
WELW.DE Omega Ratio Rank: 6
WELW.DE Calmar Ratio Rank: 6
WELW.DE Martin Ratio Rank: 6

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.

DFOP.DE vs. WELW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist (DFOP.DE) and Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.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.

	DFOP.DE	WELW.DE	Difference
Sharpe ratio: Return per unit of total volatility	-0.45	-0.24	-0.21
Sortino ratio: Return per unit of downside risk	-0.56	-0.26	-0.29
Omega ratio: Gain probability vs. loss probability	0.94	0.97	-0.04
Calmar ratio: Return relative to maximum drawdown	-0.49	-0.34	-0.16
Martin ratio: Return relative to average drawdown	-0.98	-0.62	-0.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFOP.DE vs. WELW.DE - Sharpe Ratio Comparison

The current DFOP.DE Sharpe Ratio is -0.45, which is lower than the WELW.DE Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of DFOP.DE and WELW.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.

Sharpe Ratios by Period

	DFOP.DE	WELW.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.45	-0.24	-0.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.09	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.18	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.19	+0.37

Drawdowns

DFOP.DE vs. WELW.DE - Drawdown Comparison

The maximum DFOP.DE drawdown since its inception was -30.33%, which is greater than WELW.DE's maximum drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for DFOP.DE and WELW.DE.

Drawdown Indicators

	DFOP.DE	WELW.DE	Difference
Max Drawdown Largest peak-to-trough decline	-30.33%	-13.88%	-16.45%
Max Drawdown (1Y) Largest decline over 1 year	-11.83%	-9.17%	-2.66%
Max Drawdown (3Y) Largest decline over 3 years	-13.58%	-13.88%	+0.30%
Max Drawdown (5Y) Largest decline over 5 years	-21.98%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-30.33%	—	—
Current Drawdown Current decline from peak	-16.70%	-8.99%	-7.71%
Average Drawdown Average peak-to-trough decline	-7.05%	-5.45%	-1.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.90%	4.96%	+0.94%

Volatility

DFOP.DE vs. WELW.DE - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist (DFOP.DE) is 4.63%, while Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.DE) has a volatility of 4.91%. This indicates that DFOP.DE experiences smaller price fluctuations and is considered to be less risky than WELW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFOP.DE	WELW.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.63%	4.91%	-0.28%
Volatility (6M) Calculated over the trailing 6-month period	10.46%	10.31%	+0.15%
Volatility (1Y) Calculated over the trailing 1-year period	12.92%	12.66%	+0.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.34%	11.48%	+1.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.09%	11.48%	+2.61%

DFOP.DE vs. WELW.DE - Expense Ratio Comparison

DFOP.DE has a 0.30% expense ratio, which is higher than WELW.DE's 0.18% expense ratio.

Dividends

DFOP.DE vs. WELW.DE - Dividend Comparison

DFOP.DE's dividend yield for the trailing twelve months is around 1.43%, while WELW.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFOP.DE Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist	1.43%	1.40%	1.94%	1.47%	2.06%	1.46%	2.31%	1.65%	2.35%	0.84%
WELW.DE Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFOP.DE and WELW.DE in my portfolio?

DFOP.DE and WELW.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DFOP.DE or WELW.DE?

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

Which ETF is cheaper, DFOP.DE or WELW.DE?

WELW.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for DFOP.DE.

What is the main difference between DFOP.DE and WELW.DE?

DFOP.DE tracks STOXX® Europe 600 Food & Beverage, while WELW.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Staples. Their fees differ too: 0.30% for DFOP.DE and 0.18% for WELW.DE.