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EHLT.DE vs. WELG.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EHLT.DE vs. WELG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist (EHLT.DE) and Amundi S&P Global Health Care ESG UCITS ETF EUR Dist (WELG.DE). The values are adjusted to include any dividend payments, if applicable.

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EHLT.DE vs. WELG.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
EHLT.DE
Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist
-0.26%7.09%4.20%4.76%6.90%
WELG.DE
Amundi S&P Global Health Care ESG UCITS ETF EUR Dist
-4.82%1.26%7.51%1.94%4.13%

Returns By Period

In the year-to-date period, EHLT.DE achieves a -0.26% return, which is significantly higher than WELG.DE's -4.82% return.


EHLT.DE

1D
0.30%
1M
-2.25%
YTD
-0.26%
6M
4.75%
1Y
6.90%
3Y*
4.19%
5Y*
6.33%
10Y*
6.64%

WELG.DE

1D
0.02%
1M
-4.25%
YTD
-4.82%
6M
1.59%
1Y
-4.70%
3Y*
2.78%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EHLT.DE vs. WELG.DE - Expense Ratio Comparison

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


Return for Risk

EHLT.DE vs. WELG.DE — Risk / Return Rank

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

EHLT.DE
EHLT.DE Risk / Return Rank: 1919
Overall Rank
EHLT.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
EHLT.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
EHLT.DE Omega Ratio Rank: 2020
Omega Ratio Rank
EHLT.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
EHLT.DE Martin Ratio Rank: 1616
Martin Ratio Rank

WELG.DE
WELG.DE Risk / Return Rank: 77
Overall Rank
WELG.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
WELG.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
WELG.DE Omega Ratio Rank: 77
Omega Ratio Rank
WELG.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
WELG.DE Martin Ratio Rank: 77
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.

EHLT.DE vs. WELG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist (EHLT.DE) and Amundi S&P Global Health Care ESG UCITS ETF EUR Dist (WELG.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.


EHLT.DEWELG.DEDifference

Sharpe ratio

Return per unit of total volatility

0.36

-0.27

+0.64

Sortino ratio

Return per unit of downside risk

0.62

-0.26

+0.89

Omega ratio

Gain probability vs. loss probability

1.08

0.97

+0.12

Calmar ratio

Return relative to maximum drawdown

0.32

-0.29

+0.61

Martin ratio

Return relative to average drawdown

0.89

-0.60

+1.49

EHLT.DE vs. WELG.DE - Sharpe Ratio Comparison

The current EHLT.DE Sharpe Ratio is 0.36, which is higher than the WELG.DE Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of EHLT.DE and WELG.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


EHLT.DEWELG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

-0.27

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.21

+0.37

Correlation

The correlation between EHLT.DE and WELG.DE is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EHLT.DE vs. WELG.DE - Dividend Comparison

EHLT.DE's dividend yield for the trailing twelve months is around 1.30%, less than WELG.DE's 1.57% yield.


TTM202520242023202220212020201920182017
EHLT.DE
Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist
1.30%1.30%1.78%0.00%2.28%1.89%2.32%1.88%2.32%0.49%
WELG.DE
Amundi S&P Global Health Care ESG UCITS ETF EUR Dist
1.57%1.36%0.92%0.17%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EHLT.DE vs. WELG.DE - Drawdown Comparison

The maximum EHLT.DE drawdown since its inception was -26.14%, which is greater than WELG.DE's maximum drawdown of -23.11%. Use the drawdown chart below to compare losses from any high point for EHLT.DE and WELG.DE.


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Drawdown Indicators


EHLT.DEWELG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.14%

-23.11%

-3.03%

Max Drawdown (1Y)

Largest decline over 1 year

-12.46%

-14.29%

+1.83%

Max Drawdown (5Y)

Largest decline over 5 years

-26.14%

Max Drawdown (10Y)

Largest decline over 10 years

-26.14%

Current Drawdown

Current decline from peak

-9.55%

-13.21%

+3.66%

Average Drawdown

Average peak-to-trough decline

-6.86%

-6.90%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.63%

5.44%

-0.81%

Volatility

EHLT.DE vs. WELG.DE - Volatility Comparison

Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist (EHLT.DE) has a higher volatility of 4.99% compared to Amundi S&P Global Health Care ESG UCITS ETF EUR Dist (WELG.DE) at 4.04%. This indicates that EHLT.DE's price experiences larger fluctuations and is considered to be riskier than WELG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EHLT.DEWELG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

4.04%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

8.90%

+1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

19.37%

17.11%

+2.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.30%

13.28%

+3.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.14%

13.28%

+2.86%