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EXV4.DE vs. WELP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXV4.DE vs. WELP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.DE) and HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.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, EXV4.DE achieves a 2.38% return, which is significantly lower than WELP.DE's 25.35% return.


EXV4.DE

1D
1.27%
1M
3.65%
YTD
2.38%
6M
2.58%
1Y
14.49%
3Y*
5.09%
5Y*
5.00%
10Y*
6.86%

WELP.DE

1D
0.00%
1M
-7.19%
YTD
25.35%
6M
26.72%
1Y
34.31%
3Y*
12.49%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXV4.DE vs. WELP.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
EXV4.DE
iShares STOXX Europe 600 Health Care UCITS ETF (DE)
2.38%7.23%3.85%7.52%5.39%
WELP.DE
HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF
25.35%-1.54%7.90%0.25%5.34%

Correlation

The correlation between EXV4.DE and WELP.DE is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

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

0.07

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2022

0.07

The correlation between EXV4.DE and WELP.DE shifts across timeframes, from -0.13 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EXV4.DE vs. WELP.DE — Risk / Return Rank

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

EXV4.DE
EXV4.DE Risk / Return Rank: 2525
Overall Rank
EXV4.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
EXV4.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
EXV4.DE Omega Ratio Rank: 2424
Omega Ratio Rank
EXV4.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
EXV4.DE Martin Ratio Rank: 2222
Martin Ratio Rank

WELP.DE
WELP.DE Risk / Return Rank: 5757
Overall Rank
WELP.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
WELP.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
WELP.DE Omega Ratio Rank: 5555
Omega Ratio Rank
WELP.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
WELP.DE Martin Ratio Rank: 5555
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.

EXV4.DE vs. WELP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.DE) and HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EXV4.DEWELP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.90

Sortino ratioReturn per unit of downside risk

-0.93

Omega ratioGain probability vs. loss probability

1.16

1.31

-0.15

Calmar ratioReturn relative to maximum drawdown

1.15

2.80

-1.65

Martin ratioReturn relative to average drawdown

2.65

8.57

-5.92

EXV4.DE vs. WELP.DE - Sharpe Ratio Comparison

The current EXV4.DE Sharpe Ratio is 0.85, which is lower than the WELP.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of EXV4.DE and WELP.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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Drawdowns

EXV4.DE vs. WELP.DE - Drawdown Comparison

The maximum EXV4.DE drawdown since its inception was -38.32%, which is greater than WELP.DE's maximum drawdown of -23.55%. Use the drawdown chart below to compare losses from any high point for EXV4.DE and WELP.DE.


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Drawdown Indicators


EXV4.DEWELP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.32%

-23.55%

-14.77%

Max Drawdown (1Y)

Largest decline over 1 year

-12.57%

-12.22%

-0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-26.55%

-23.55%

-3.00%

Max Drawdown (5Y)

Largest decline over 5 years

-26.55%

Max Drawdown (10Y)

Largest decline over 10 years

-26.55%

Current Drawdown

Current decline from peak

-7.14%

-11.07%

+3.93%

Average Drawdown

Average peak-to-trough decline

-9.19%

-7.79%

-1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.47%

3.99%

+1.48%

Volatility

EXV4.DE vs. WELP.DE - Volatility Comparison

The current volatility for iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.DE) is 6.19%, while HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE) has a volatility of 6.59%. This indicates that EXV4.DE experiences smaller price fluctuations and is considered to be less risky than WELP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXV4.DEWELP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

6.59%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

12.60%

16.90%

-4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

17.01%

19.54%

-2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.65%

20.07%

-4.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.72%

20.07%

-4.35%

EXV4.DE vs. WELP.DE - Expense Ratio Comparison

EXV4.DE has a 0.46% expense ratio, which is lower than WELP.DE's 0.59% expense ratio.


Dividends

EXV4.DE vs. WELP.DE - Dividend Comparison

EXV4.DE's dividend yield for the trailing twelve months is around 1.53%, less than WELP.DE's 3.05% yield.


PositionTTM20252024202320222021202020192018201720162015
EXV4.DE
iShares STOXX Europe 600 Health Care UCITS ETF (DE)
1.53%1.58%1.45%1.60%1.59%1.47%1.24%1.79%1.85%2.64%2.90%2.60%
WELP.DE
HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF
3.05%3.78%3.64%0.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EXV4.DE and WELP.DE have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXV4.DE is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXV4.DE is cheaper with a 0.46% expense ratio, compared with 0.59% for WELP.DE.

EXV4.DE tracks STOXX® Europe 600 Health Care, while WELP.DE tracks MSCI World/Energy NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.46% for EXV4.DE and 0.59% for WELP.DE.

Portfolio Optimizer

Find the right allocation for EXV4.DE and WELP.DE

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

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