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EXH8.DE vs. WELW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXH8.DE vs. WELW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.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.

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Returns By Period

In the year-to-date period, EXH8.DE achieves a -1.84% return, which is significantly lower than WELW.DE's 3.14% return.


EXH8.DE

1D
0.97%
1M
4.30%
YTD
-1.84%
6M
0.34%
1Y
6.63%
3Y*
12.48%
5Y*
1.95%
10Y*
6.32%

WELW.DE

1D
-0.10%
1M
-2.96%
YTD
3.14%
6M
1.22%
1Y
-2.11%
3Y*
-0.01%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXH8.DE vs. WELW.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
EXH8.DE
iShares STOXX Europe 600 Retail UCITS ETF (DE)
-1.84%13.47%10.93%36.87%20.47%
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 EXH8.DE and WELW.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

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

0.24

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

0.23

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Return for Risk

EXH8.DE vs. WELW.DE — Risk / Return Rank

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

EXH8.DE
EXH8.DE Risk / Return Rank: 1414
Overall Rank
EXH8.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
EXH8.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EXH8.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EXH8.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EXH8.DE Martin Ratio Rank: 1414
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.

EXH8.DE vs. WELW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.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.


EXH8.DEWELW.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.87

Omega ratioGain probability vs. loss probability

1.07

0.97

+0.10

Calmar ratioReturn relative to maximum drawdown

0.48

-0.34

+0.81

Martin ratioReturn relative to average drawdown

1.09

-0.62

+1.72

EXH8.DE vs. WELW.DE - Sharpe Ratio Comparison

The current EXH8.DE Sharpe Ratio is 0.33, which is higher than the WELW.DE Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of EXH8.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.


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Sharpe Ratios by Period


EXH8.DEWELW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

-0.24

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.19

+0.11

Drawdowns

EXH8.DE vs. WELW.DE - Drawdown Comparison

The maximum EXH8.DE drawdown since its inception was -54.89%, 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 EXH8.DE and WELW.DE.


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Drawdown Indicators


EXH8.DEWELW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.89%

-13.88%

-41.01%

Max Drawdown (1Y)

Largest decline over 1 year

-12.96%

-9.17%

-3.79%

Max Drawdown (3Y)

Largest decline over 3 years

-19.54%

-13.88%

-5.66%

Max Drawdown (5Y)

Largest decline over 5 years

-48.60%

Max Drawdown (10Y)

Largest decline over 10 years

-48.60%

Current Drawdown

Current decline from peak

-3.99%

-8.99%

+5.00%

Average Drawdown

Average peak-to-trough decline

-16.64%

-5.45%

-11.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.67%

4.96%

+0.71%

Volatility

EXH8.DE vs. WELW.DE - Volatility Comparison

iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE) has a higher volatility of 6.03% compared to Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.DE) at 4.91%. This indicates that EXH8.DE's price experiences larger fluctuations and is considered to be riskier than WELW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXH8.DEWELW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

4.91%

+1.12%

Volatility (6M)

Calculated over the trailing 6-month period

15.20%

10.31%

+4.89%

Volatility (1Y)

Calculated over the trailing 1-year period

18.59%

12.66%

+5.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.53%

11.48%

+10.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.73%

11.48%

+8.25%

EXH8.DE vs. WELW.DE - Expense Ratio Comparison

EXH8.DE has a 0.46% expense ratio, which is higher than WELW.DE's 0.18% expense ratio.


Dividends

EXH8.DE vs. WELW.DE - Dividend Comparison

EXH8.DE's dividend yield for the trailing twelve months is around 2.13%, while WELW.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXH8.DE
iShares STOXX Europe 600 Retail UCITS ETF (DE)
2.13%2.30%2.40%2.34%3.25%1.04%1.26%2.10%3.20%2.91%2.88%3.27%
WELW.DE
Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EXH8.DE and WELW.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WELW.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WELW.DE is cheaper with a 0.18% expense ratio, compared with 0.46% for EXH8.DE.

EXH8.DE tracks STOXX® Europe 600 Retail, while WELW.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Staples. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.46% for EXH8.DE and 0.18% for WELW.DE.

Portfolio Optimizer

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