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ESIH.DE vs. WELS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESIH.DE vs. WELS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc) (ESIH.DE) and Amundi S&P Global Health Care ESG UCITS ETF EUR Acc (WELS.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, ESIH.DE achieves a -2.35% return, which is significantly higher than WELS.DE's -3.35% return.


ESIH.DE

1D
3.10%
1M
1.39%
YTD
-2.35%
6M
-0.84%
1Y
6.04%
3Y*
2.72%
5Y*
5.74%
10Y*

WELS.DE

1D
2.97%
1M
4.14%
YTD
-3.35%
6M
-2.82%
1Y
6.93%
3Y*
2.22%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIH.DE vs. WELS.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
ESIH.DE
iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc)
-2.35%7.95%4.09%7.63%5.84%
WELS.DE
Amundi S&P Global Health Care ESG UCITS ETF EUR Acc
-3.35%1.05%7.20%2.33%4.02%

Correlation

The correlation between ESIH.DE and WELS.DE is 0.73, 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

0.73

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

0.71

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

0.72

The correlation between ESIH.DE and WELS.DE has been stable across timeframes, ranging from 0.71 to 0.73 - a consistent structural relationship.

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Return for Risk

ESIH.DE vs. WELS.DE — Risk / Return Rank

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

ESIH.DE
ESIH.DE Risk / Return Rank: 1515
Overall Rank
ESIH.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
ESIH.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
ESIH.DE Omega Ratio Rank: 1414
Omega Ratio Rank
ESIH.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
ESIH.DE Martin Ratio Rank: 1414
Martin Ratio Rank

WELS.DE
WELS.DE Risk / Return Rank: 1616
Overall Rank
WELS.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
WELS.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
WELS.DE Omega Ratio Rank: 1616
Omega Ratio Rank
WELS.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
WELS.DE Martin Ratio Rank: 1515
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.

ESIH.DE vs. WELS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc) (ESIH.DE) and Amundi S&P Global Health Care ESG UCITS ETF EUR Acc (WELS.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.


ESIH.DEWELS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.07

1.09

-0.02

Calmar ratioReturn relative to maximum drawdown

0.47

0.56

-0.09

Martin ratioReturn relative to average drawdown

1.05

1.30

-0.25

ESIH.DE vs. WELS.DE - Sharpe Ratio Comparison

The current ESIH.DE Sharpe Ratio is 0.35, which is comparable to the WELS.DE Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of ESIH.DE and WELS.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


ESIH.DEWELS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

0.47

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.22

+0.19

Drawdowns

ESIH.DE vs. WELS.DE - Drawdown Comparison

The maximum ESIH.DE drawdown since its inception was -26.69%, which is greater than WELS.DE's maximum drawdown of -23.13%. Use the drawdown chart below to compare losses from any high point for ESIH.DE and WELS.DE.


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Drawdown Indicators


ESIH.DEWELS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.69%

-23.13%

-3.56%

Max Drawdown (1Y)

Largest decline over 1 year

-12.82%

-12.35%

-0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-26.69%

-23.13%

-3.56%

Max Drawdown (5Y)

Largest decline over 5 years

-26.69%

Current Drawdown

Current decline from peak

-10.96%

-12.08%

+1.12%

Average Drawdown

Average peak-to-trough decline

-7.24%

-7.30%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

5.34%

+0.41%

Volatility

ESIH.DE vs. WELS.DE - Volatility Comparison

iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc) (ESIH.DE) has a higher volatility of 5.87% compared to Amundi S&P Global Health Care ESG UCITS ETF EUR Acc (WELS.DE) at 5.27%. This indicates that ESIH.DE's price experiences larger fluctuations and is considered to be riskier than WELS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESIH.DEWELS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

5.27%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

11.96%

10.22%

+1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

17.18%

14.60%

+2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.86%

13.59%

+2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.61%

13.59%

+2.02%

ESIH.DE vs. WELS.DE - Expense Ratio Comparison

Both ESIH.DE and WELS.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

ESIH.DE vs. WELS.DE - Dividend Comparison

Neither ESIH.DE nor WELS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ESIH.DE and WELS.DE have a correlation of 0.73, 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.

ESIH.DE and WELS.DE have the same expense ratio: 0.18% per year.

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

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