IUS2.DE vs. WELY.DE
IUS2.DE (iShares S&P U.S. Banks UCITS ETF USD (Acc)) and WELY.DE (Amundi S&P Global Financials ESG UCITS ETF EUR Dist) are both Financials Equities funds - IUS2.DE tracks the S&P 900 Banks 7/4 Capped while WELY.DE tracks the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Financials. Both are passively managed. Over the past 3 years, IUS2.DE returned 22.96%/yr vs 21.58%/yr for WELY.DE. A 0.79 correlation means they provide meaningful diversification when combined. IUS2.DE charges 0.35%/yr vs 0.18%/yr for WELY.DE.
Performance
IUS2.DE vs. WELY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUS2.DE achieves a 4.22% return, which is significantly higher than WELY.DE's 1.63% return.
IUS2.DE
- 1D
- 3.48%
- 1M
- 1.75%
- YTD
- 4.22%
- 6M
- 7.92%
- 1Y
- 25.71%
- 3Y*
- 22.96%
- 5Y*
- 5.75%
- 10Y*
- —
WELY.DE
- 1D
- 1.93%
- 1M
- 2.92%
- YTD
- 1.63%
- 6M
- 6.08%
- 1Y
- 13.80%
- 3Y*
- 21.58%
- 5Y*
- —
- 10Y*
- —
IUS2.DE vs. WELY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IUS2.DE iShares S&P U.S. Banks UCITS ETF USD (Acc) | 4.22% | 8.89% | 33.51% | -6.27% | -6.28% |
WELY.DE Amundi S&P Global Financials ESG UCITS ETF EUR Dist | 1.63% | 17.51% | 33.70% | 12.61% | 9.80% |
Correlation
The correlation between IUS2.DE and WELY.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022 | 0.79 |
The correlation between IUS2.DE and WELY.DE has been stable across timeframes, ranging from 0.78 to 0.80 - a consistent structural relationship.
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Return for Risk
IUS2.DE vs. WELY.DE — Risk / Return Rank
IUS2.DE
WELY.DE
IUS2.DE vs. WELY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE) and Amundi S&P Global Financials ESG UCITS ETF EUR Dist (WELY.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.
| IUS2.DE | WELY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.18 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.44 | +0.29 |
| Martin ratioReturn relative to average drawdown | 4.72 | 4.49 | +0.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUS2.DE | WELY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.01 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 1.36 | -1.16 |
Drawdowns
IUS2.DE vs. WELY.DE - Drawdown Comparison
The maximum IUS2.DE drawdown since its inception was -49.73%, which is greater than WELY.DE's maximum drawdown of -19.85%. Use the drawdown chart below to compare losses from any high point for IUS2.DE and WELY.DE.
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Drawdown Indicators
| IUS2.DE | WELY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.73% | -19.85% | -29.88% |
Max Drawdown (1Y)Largest decline over 1 year | -14.73% | -9.52% | -5.21% |
Max Drawdown (3Y)Largest decline over 3 years | -32.32% | -19.85% | -12.47% |
Max Drawdown (5Y)Largest decline over 5 years | -48.08% | — | — |
Current DrawdownCurrent decline from peak | -3.92% | -0.70% | -3.22% |
Average DrawdownAverage peak-to-trough decline | -16.24% | -3.17% | -13.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 3.06% | +2.38% |
Volatility
IUS2.DE vs. WELY.DE - Volatility Comparison
iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE) has a higher volatility of 5.80% compared to Amundi S&P Global Financials ESG UCITS ETF EUR Dist (WELY.DE) at 3.50%. This indicates that IUS2.DE's price experiences larger fluctuations and is considered to be riskier than WELY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUS2.DE | WELY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 3.50% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 15.40% | 10.32% | +5.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.99% | 13.60% | +7.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.98% | 14.95% | +12.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.10% | 14.95% | +15.15% |
IUS2.DE vs. WELY.DE - Expense Ratio Comparison
IUS2.DE has a 0.35% expense ratio, which is higher than WELY.DE's 0.18% expense ratio.
Dividends
IUS2.DE vs. WELY.DE - Dividend Comparison
IUS2.DE has not paid dividends to shareholders, while WELY.DE's dividend yield for the trailing twelve months is around 2.11%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IUS2.DE iShares S&P U.S. Banks UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% |
WELY.DE Amundi S&P Global Financials ESG UCITS ETF EUR Dist | 2.11% | 2.01% | 1.54% | 0.25% |
Frequently Asked Questions
IUS2.DE and WELY.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WELY.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WELY.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for IUS2.DE.
IUS2.DE tracks S&P 900 Banks 7/4 Capped, while WELY.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Financials. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.35% for IUS2.DE and 0.18% for WELY.DE.
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