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

Performance

DXSL.DE vs. WELT.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 Industrials ESG UCITS ETF EUR Dist (WELT.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
DXSL.DE
Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C
-0.84%15.36%9.82%24.09%12.42%
WELT.DE
Amundi S&P Global Industrials ESG UCITS ETF EUR Dist
4.75%10.22%16.35%19.85%7.82%

Returns By Period

In the year-to-date period, DXSL.DE achieves a -0.84% return, which is significantly lower than WELT.DE's 4.75% return.


DXSL.DE

1D
-0.79%
1M
-4.24%
YTD
-0.84%
6M
1.24%
1Y
10.66%
3Y*
12.20%
5Y*
7.99%
10Y*
10.37%

WELT.DE

1D
-0.64%
1M
-4.60%
YTD
4.75%
6M
7.76%
1Y
17.39%
3Y*
15.07%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

DXSL.DE vs. WELT.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: 2929
Overall Rank
DXSL.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
DXSL.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
DXSL.DE Omega Ratio Rank: 2525
Omega Ratio Rank
DXSL.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
DXSL.DE Martin Ratio Rank: 3636
Martin Ratio Rank

WELT.DE
WELT.DE Risk / Return Rank: 5858
Overall Rank
WELT.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
WELT.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
WELT.DE Omega Ratio Rank: 4646
Omega Ratio Rank
WELT.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
WELT.DE Martin Ratio Rank: 7474
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. WELT.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 Industrials ESG UCITS ETF EUR Dist (WELT.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.DEWELT.DEDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.95

-0.43

Sortino ratio

Return per unit of downside risk

0.84

1.38

-0.54

Omega ratio

Gain probability vs. loss probability

1.11

1.19

-0.08

Calmar ratio

Return relative to maximum drawdown

1.16

2.49

-1.33

Martin ratio

Return relative to average drawdown

4.28

9.43

-5.15

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

The current DXSL.DE Sharpe Ratio is 0.52, which is lower than the WELT.DE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of DXSL.DE and WELT.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.


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Sharpe Ratios by Period


DXSL.DEWELT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.95

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

1.13

-0.78

Correlation

The correlation between DXSL.DE and WELT.DE is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DXSL.DE vs. WELT.DE - Dividend Comparison

DXSL.DE has not paid dividends to shareholders, while WELT.DE's dividend yield for the trailing twelve months is around 1.23%.


Drawdowns

DXSL.DE vs. WELT.DE - Drawdown Comparison

The maximum DXSL.DE drawdown since its inception was -58.54%, which is greater than WELT.DE's maximum drawdown of -20.81%. Use the drawdown chart below to compare losses from any high point for DXSL.DE and WELT.DE.


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Drawdown Indicators


DXSL.DEWELT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.54%

-20.81%

-37.73%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

-9.55%

-3.66%

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

-9.56%

-6.84%

-2.72%

Average Drawdown

Average peak-to-trough decline

-10.06%

-2.65%

-7.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

2.52%

+1.07%

Volatility

DXSL.DE vs. WELT.DE - Volatility Comparison

Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) has a higher volatility of 8.51% compared to Amundi S&P Global Industrials ESG UCITS ETF EUR Dist (WELT.DE) at 6.74%. This indicates that DXSL.DE's price experiences larger fluctuations and is considered to be riskier than WELT.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.DEWELT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.51%

6.74%

+1.77%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

10.79%

+2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

20.31%

18.24%

+2.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.81%

15.06%

+3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.41%

15.06%

+4.35%