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INDU.DE vs. WELI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INDU.DE vs. WELI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Dist (INDU.DE) and Amundi S&P Global Materials ESG UCITS ETF EUR Acc (WELI.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, INDU.DE achieves a 7.26% return, which is significantly lower than WELI.DE's 12.81% return.


INDU.DE

1D
-0.59%
1M
1.19%
6M
0.80%
YTD
7.26%
1Y
11.76%
3Y*
17.22%
5Y*
10.28%
10Y*

WELI.DE

1D
0.00%
1M
-2.31%
6M
6.54%
YTD
12.81%
1Y
28.31%
3Y*
11.40%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

INDU.DE vs. WELI.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
INDU.DE
Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Dist
7.26%23.70%14.73%23.09%9.72%
WELI.DE
Amundi S&P Global Materials ESG UCITS ETF EUR Acc
12.81%14.91%-0.52%10.29%5.16%

Correlation

The correlation between INDU.DE and WELI.DE is 0.61, 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

0.61

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

0.65

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

0.66

The correlation between INDU.DE and WELI.DE has been stable across timeframes, ranging from 0.61 to 0.66 - a consistent structural relationship.

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Return for Risk

INDU.DE vs. WELI.DE — Risk / Return Rank

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

INDU.DE
INDU.DE Risk / Return Rank: 2222
Overall Rank
INDU.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
INDU.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
INDU.DE Omega Ratio Rank: 2020
Omega Ratio Rank
INDU.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
INDU.DE Martin Ratio Rank: 2828
Martin Ratio Rank

WELI.DE
WELI.DE Risk / Return Rank: 5151
Overall Rank
WELI.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WELI.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
WELI.DE Omega Ratio Rank: 4848
Omega Ratio Rank
WELI.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
WELI.DE Martin Ratio Rank: 5454
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.

INDU.DE vs. WELI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Dist (INDU.DE) and Amundi S&P Global Materials ESG UCITS ETF EUR Acc (WELI.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.


INDU.DEWELI.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.09

Omega ratioGain probability vs. loss probability

1.12

1.25

-0.13

Calmar ratioReturn relative to maximum drawdown

0.89

1.92

-1.02

Martin ratioReturn relative to average drawdown

3.03

7.29

-4.26

INDU.DE vs. WELI.DE - Sharpe Ratio Comparison

The current INDU.DE Sharpe Ratio is 0.57, which is lower than the WELI.DE Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of INDU.DE and WELI.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

INDU.DE vs. WELI.DE - Drawdown Comparison

The maximum INDU.DE drawdown since its inception was -30.87%, which is greater than WELI.DE's maximum drawdown of -21.14%. Use the drawdown chart below to compare losses from any high point for INDU.DE and WELI.DE.


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Drawdown Indicators


INDU.DEWELI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.87%

-21.14%

-9.73%

Max Drawdown (1Y)

Largest decline over 1 year

-13.10%

-14.69%

+1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-18.84%

-21.14%

+2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-30.87%

Current Drawdown

Current decline from peak

-4.65%

-5.51%

+0.86%

Average Drawdown

Average peak-to-trough decline

-6.48%

-4.48%

-2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.87%

3.87%

0.00%

Volatility

INDU.DE vs. WELI.DE - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Dist (INDU.DE) is 5.92%, while Amundi S&P Global Materials ESG UCITS ETF EUR Acc (WELI.DE) has a volatility of 6.79%. This indicates that INDU.DE experiences smaller price fluctuations and is considered to be less risky than WELI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INDU.DEWELI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

6.79%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

17.41%

16.71%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

20.75%

19.66%

+1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.77%

16.56%

+3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.37%

16.56%

+2.81%

INDU.DE vs. WELI.DE - Expense Ratio Comparison

INDU.DE has a 0.30% expense ratio, which is higher than WELI.DE's 0.18% expense ratio.


Dividends

INDU.DE vs. WELI.DE - Dividend Comparison

INDU.DE's dividend yield for the trailing twelve months is around 1.53%, while WELI.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020
INDU.DE
Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Dist
1.53%1.64%1.80%1.56%2.56%1.18%0.29%
WELI.DE
Amundi S&P Global Materials ESG UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


INDU.DE and WELI.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

WELI.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for INDU.DE.

INDU.DE tracks STOXX® Europe 600 Industrial Goods & Services, while WELI.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Materials. Their fees differ too: 0.30% for INDU.DE and 0.18% for WELI.DE.

Portfolio Optimizer

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