PortfoliosLab logoPortfoliosLab logo
ESIS.DE vs. WELW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESIS.DE vs. WELW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.DE) and Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ESIS.DE achieves a -1.50% return, which is significantly lower than WELW.DE's 3.14% return.


ESIS.DE

1D
-0.44%
1M
-0.58%
YTD
-1.50%
6M
-1.76%
1Y
-4.64%
3Y*
-0.30%
5Y*
0.75%
10Y*

WELW.DE

1D
-0.10%
1M
-2.28%
YTD
3.14%
6M
1.88%
1Y
-3.09%
3Y*
-0.01%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIS.DE vs. WELW.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
ESIS.DE
iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)
-1.50%6.81%-2.47%0.99%2.73%
WELW.DE
Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc
3.14%-7.11%9.48%-1.99%5.34%

Correlation

The correlation between ESIS.DE and WELW.DE is 0.70, 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

0.70

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

0.69

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

0.70

The correlation between ESIS.DE and WELW.DE has been stable across timeframes, ranging from 0.69 to 0.70 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ESIS.DE vs. WELW.DE — Risk / Return Rank

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

ESIS.DE
ESIS.DE Risk / Return Rank: 66
Overall Rank
ESIS.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ESIS.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
ESIS.DE Omega Ratio Rank: 66
Omega Ratio Rank
ESIS.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
ESIS.DE Martin Ratio Rank: 66
Martin Ratio Rank

WELW.DE
WELW.DE Risk / Return Rank: 66
Overall Rank
WELW.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
WELW.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
WELW.DE Omega Ratio Rank: 66
Omega Ratio Rank
WELW.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
WELW.DE Martin Ratio Rank: 66
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.

ESIS.DE vs. WELW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.DE) and Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.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.


ESIS.DEWELW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

0.96

0.97

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.37

-0.34

-0.03

Martin ratioReturn relative to average drawdown

-0.77

-0.62

-0.15

ESIS.DE vs. WELW.DE - Sharpe Ratio Comparison

The current ESIS.DE Sharpe Ratio is -0.33, which is lower than the WELW.DE Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of ESIS.DE and WELW.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.


Loading charts...

Sharpe Ratios by Period


ESIS.DEWELW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.33

-0.24

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.19

+0.03

Drawdowns

ESIS.DE vs. WELW.DE - Drawdown Comparison

The maximum ESIS.DE drawdown since its inception was -15.05%, which is greater than WELW.DE's maximum drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for ESIS.DE and WELW.DE.


Loading charts...

Drawdown Indicators


ESIS.DEWELW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.05%

-13.88%

-1.17%

Max Drawdown (1Y)

Largest decline over 1 year

-12.66%

-9.17%

-3.49%

Max Drawdown (3Y)

Largest decline over 3 years

-12.66%

-13.88%

+1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-15.05%

Current Drawdown

Current decline from peak

-11.44%

-8.99%

-2.45%

Average Drawdown

Average peak-to-trough decline

-6.63%

-5.45%

-1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.00%

4.96%

+1.04%

Volatility

ESIS.DE vs. WELW.DE - Volatility Comparison

iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.DE) and Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.DE) have volatilities of 4.80% and 4.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ESIS.DEWELW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

4.91%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

11.24%

10.31%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

14.03%

12.66%

+1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.93%

11.48%

+1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.96%

11.48%

+1.48%

ESIS.DE vs. WELW.DE - Expense Ratio Comparison

Both ESIS.DE and WELW.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

ESIS.DE vs. WELW.DE - Dividend Comparison

Neither ESIS.DE nor WELW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ESIS.DE and WELW.DE have a correlation of 0.70, 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.

ESIS.DE and WELW.DE have the same expense ratio: 0.18% per year.

ESIS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while WELW.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Staples. They also come from different issuers: iShares and Amundi.

Portfolio Optimizer

Find the right allocation for ESIS.DE and WELW.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer