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DXSL.DE vs. WELI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXSL.DE vs. WELI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) and Amundi S&P Global Materials ESG UCITS ETF EUR Acc (WELI.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, DXSL.DE achieves a 8.84% return, which is significantly lower than WELI.DE's 16.84% return.


DXSL.DE

1D
0.45%
1M
-0.31%
YTD
8.84%
6M
10.88%
1Y
14.61%
3Y*
14.15%
5Y*
9.06%
10Y*
11.00%

WELI.DE

1D
-0.41%
1M
5.45%
YTD
16.84%
6M
21.59%
1Y
32.55%
3Y*
13.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXSL.DE vs. WELI.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
DXSL.DE
Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C
8.84%15.36%9.82%24.09%12.42%
WELI.DE
Amundi S&P Global Materials ESG UCITS ETF EUR Acc
16.84%14.91%-0.52%10.29%9.11%

Correlation

The correlation between DXSL.DE and WELI.DE is 0.63, 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

0.63

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

0.67

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

0.68

The correlation between DXSL.DE and WELI.DE has been stable across timeframes, ranging from 0.63 to 0.68 - a consistent structural relationship.

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Return for Risk

DXSL.DE vs. WELI.DE — Risk / Return Rank

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

DXSL.DE
DXSL.DE Risk / Return Rank: 2424
Overall Rank
DXSL.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
DXSL.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
DXSL.DE Omega Ratio Rank: 2323
Omega Ratio Rank
DXSL.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
DXSL.DE Martin Ratio Rank: 2828
Martin Ratio Rank

WELI.DE
WELI.DE Risk / Return Rank: 5151
Overall Rank
WELI.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
WELI.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
WELI.DE Omega Ratio Rank: 5050
Omega Ratio Rank
WELI.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
WELI.DE Martin Ratio Rank: 5353
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.

DXSL.DE vs. WELI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) and Amundi S&P Global Materials ESG UCITS ETF EUR Acc (WELI.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.


DXSL.DEWELI.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.30

Omega ratioGain probability vs. loss probability

1.15

1.31

-0.16

Calmar ratioReturn relative to maximum drawdown

1.10

2.21

-1.10

Martin ratioReturn relative to average drawdown

3.89

8.95

-5.06

DXSL.DE vs. WELI.DE - Sharpe Ratio Comparison

The current DXSL.DE Sharpe Ratio is 0.75, which is lower than the WELI.DE Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of DXSL.DE and WELI.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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Sharpe Ratios by Period


DXSL.DEWELI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

1.78

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.86

-0.48

Drawdowns

DXSL.DE vs. WELI.DE - Drawdown Comparison

The maximum DXSL.DE drawdown since its inception was -58.54%, which is greater than WELI.DE's maximum drawdown of -21.14%. Use the drawdown chart below to compare losses from any high point for DXSL.DE and WELI.DE.


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Drawdown Indicators


DXSL.DEWELI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.54%

-21.14%

-37.40%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

-14.69%

+1.48%

Max Drawdown (3Y)

Largest decline over 3 years

-20.06%

-21.14%

+1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-31.06%

Max Drawdown (10Y)

Largest decline over 10 years

-41.92%

Current Drawdown

Current decline from peak

-3.07%

-1.73%

-1.34%

Average Drawdown

Average peak-to-trough decline

-10.00%

-4.51%

-5.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

3.63%

+0.12%

Volatility

DXSL.DE vs. WELI.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) is 6.00%, while Amundi S&P Global Materials ESG UCITS ETF EUR Acc (WELI.DE) has a volatility of 6.48%. This indicates that DXSL.DE experiences smaller price fluctuations and is considered to be less risky than WELI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXSL.DEWELI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

6.48%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

15.78%

15.53%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

19.33%

18.23%

+1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.22%

16.10%

+3.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.64%

16.10%

+3.54%

DXSL.DE vs. WELI.DE - Expense Ratio Comparison

DXSL.DE has a 0.17% expense ratio, which is lower than WELI.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

DXSL.DE vs. WELI.DE - Dividend Comparison

Neither DXSL.DE nor WELI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DXSL.DE and WELI.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DXSL.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXSL.DE is cheaper with a 0.17% expense ratio, compared with 0.18% for WELI.DE.

DXSL.DE tracks MSCI Europe Industrials ESG Screened 20-35, while WELI.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Materials. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.17% for DXSL.DE and 0.18% for WELI.DE.

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