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ESIE.DE vs. WELN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESIE.DE vs. WELN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) and Amundi S&P Global Energy Carbon Reduced UCITS ETF EUR Acc (WELN.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, ESIE.DE achieves a 35.70% return, which is significantly higher than WELN.DE's 33.78% return.


ESIE.DE

1D
-1.24%
1M
-2.61%
YTD
35.70%
6M
31.40%
1Y
55.16%
3Y*
17.75%
5Y*
19.66%
10Y*

WELN.DE

1D
-0.46%
1M
-1.01%
YTD
33.78%
6M
30.28%
1Y
42.71%
3Y*
14.42%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIE.DE vs. WELN.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
ESIE.DE
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)
35.70%15.26%-6.63%8.58%7.09%
WELN.DE
Amundi S&P Global Energy Carbon Reduced UCITS ETF EUR Acc
33.78%-1.37%8.67%-0.46%6.24%

Correlation

The correlation between ESIE.DE and WELN.DE is 0.77, 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

0.77

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

0.80

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

0.82

The correlation between ESIE.DE and WELN.DE has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.

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Return for Risk

ESIE.DE vs. WELN.DE — Risk / Return Rank

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

ESIE.DE
ESIE.DE Risk / Return Rank: 7474
Overall Rank
ESIE.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
ESIE.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
ESIE.DE Omega Ratio Rank: 7171
Omega Ratio Rank
ESIE.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
ESIE.DE Martin Ratio Rank: 7676
Martin Ratio Rank

WELN.DE
WELN.DE Risk / Return Rank: 6565
Overall Rank
WELN.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
WELN.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
WELN.DE Omega Ratio Rank: 6262
Omega Ratio Rank
WELN.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
WELN.DE Martin Ratio Rank: 6565
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.

ESIE.DE vs. WELN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) and Amundi S&P Global Energy Carbon Reduced UCITS ETF EUR Acc (WELN.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.


ESIE.DEWELN.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.41

1.37

+0.04

Calmar ratioReturn relative to maximum drawdown

4.45

3.44

+1.01

Martin ratioReturn relative to average drawdown

14.31

11.82

+2.49

ESIE.DE vs. WELN.DE - Sharpe Ratio Comparison

The current ESIE.DE Sharpe Ratio is 2.40, which is comparable to the WELN.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of ESIE.DE and WELN.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


ESIE.DEWELN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

2.17

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.60

+0.32

Drawdowns

ESIE.DE vs. WELN.DE - Drawdown Comparison

The maximum ESIE.DE drawdown since its inception was -26.20%, which is greater than WELN.DE's maximum drawdown of -23.29%. Use the drawdown chart below to compare losses from any high point for ESIE.DE and WELN.DE.


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Drawdown Indicators


ESIE.DEWELN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.20%

-23.29%

-2.91%

Max Drawdown (1Y)

Largest decline over 1 year

-12.33%

-12.35%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-26.20%

-23.29%

-2.91%

Max Drawdown (5Y)

Largest decline over 5 years

-26.20%

Current Drawdown

Current decline from peak

-6.72%

-4.95%

-1.77%

Average Drawdown

Average peak-to-trough decline

-6.68%

-7.87%

+1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

3.60%

+0.24%

Volatility

ESIE.DE vs. WELN.DE - Volatility Comparison

iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) has a higher volatility of 7.06% compared to Amundi S&P Global Energy Carbon Reduced UCITS ETF EUR Acc (WELN.DE) at 6.50%. This indicates that ESIE.DE's price experiences larger fluctuations and is considered to be riskier than WELN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESIE.DEWELN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

6.50%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

19.84%

16.38%

+3.46%

Volatility (1Y)

Calculated over the trailing 1-year period

22.89%

19.61%

+3.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.75%

19.90%

+3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.16%

19.90%

+4.26%

ESIE.DE vs. WELN.DE - Expense Ratio Comparison

Both ESIE.DE and WELN.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

ESIE.DE vs. WELN.DE - Dividend Comparison

Neither ESIE.DE nor WELN.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ESIE.DE and WELN.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ESIE.DE and WELN.DE have the same expense ratio: 0.18% per year.

ESIE.DE tracks MSCI World/Energy NR USD, while WELN.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Energy. They also come from different issuers: iShares and Amundi.

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