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

Performance

LBRE.DE vs. WELI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.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, LBRE.DE achieves a 32.03% return, which is significantly higher than WELI.DE's 16.84% return.


LBRE.DE

1D
-0.97%
1M
10.22%
YTD
32.03%
6M
41.45%
1Y
81.06%
3Y*
19.81%
5Y*
11.64%
10Y*
16.21%

WELI.DE

1D
-0.41%
1M
5.45%
YTD
16.84%
6M
21.59%
1Y
32.55%
3Y*
13.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
LBRE.DE
Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc
32.03%33.09%-8.87%-2.42%12.28%
WELI.DE
Amundi S&P Global Materials ESG UCITS ETF EUR Acc
16.84%14.91%-0.52%10.29%9.11%

Correlation

The correlation between LBRE.DE and WELI.DE is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

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

0.77

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

0.77

The correlation between LBRE.DE and WELI.DE has been stable across timeframes, ranging from 0.77 to 0.80 - a consistent structural relationship.

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Return for Risk

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

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

LBRE.DE
LBRE.DE Risk / Return Rank: 8787
Overall Rank
LBRE.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LBRE.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
LBRE.DE Omega Ratio Rank: 8484
Omega Ratio Rank
LBRE.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
LBRE.DE Martin Ratio Rank: 8787
Martin Ratio Rank

WELI.DE
WELI.DE Risk / Return Rank: 5151
Overall Rank
WELI.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
WELI.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
WELI.DE Omega Ratio Rank: 5050
Omega Ratio Rank
WELI.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
WELI.DE Martin Ratio Rank: 5353
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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.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.


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

+1.37

Sortino ratioReturn per unit of downside risk

+1.42

Omega ratioGain probability vs. loss probability

1.50

1.31

+0.19

Calmar ratioReturn relative to maximum drawdown

4.71

2.21

+2.50

Martin ratioReturn relative to average drawdown

18.65

8.95

+9.70

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

The current LBRE.DE Sharpe Ratio is 3.15, which is higher than the WELI.DE Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of LBRE.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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Sharpe Ratios by Period


LBRE.DEWELI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.15

1.78

+1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.86

-0.69

Drawdowns

LBRE.DE vs. WELI.DE - Drawdown Comparison

The maximum LBRE.DE drawdown since its inception was -74.21%, 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 LBRE.DE and WELI.DE.


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Drawdown Indicators


LBRE.DEWELI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-74.21%

-21.14%

-53.07%

Max Drawdown (1Y)

Largest decline over 1 year

-17.12%

-14.69%

-2.43%

Max Drawdown (3Y)

Largest decline over 3 years

-33.23%

-21.14%

-12.09%

Max Drawdown (5Y)

Largest decline over 5 years

-37.22%

Max Drawdown (10Y)

Largest decline over 10 years

-45.32%

Current Drawdown

Current decline from peak

-2.86%

-1.73%

-1.13%

Average Drawdown

Average peak-to-trough decline

-31.35%

-4.51%

-26.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.26%

3.63%

+0.63%

Volatility

LBRE.DE vs. WELI.DE - Volatility Comparison

Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.DE) has a higher volatility of 9.86% compared to Amundi S&P Global Materials ESG UCITS ETF EUR Acc (WELI.DE) at 6.48%. This indicates that LBRE.DE's price experiences larger fluctuations and is considered to be riskier 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


LBRE.DEWELI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

6.48%

+3.38%

Volatility (6M)

Calculated over the trailing 6-month period

21.55%

15.53%

+6.02%

Volatility (1Y)

Calculated over the trailing 1-year period

25.64%

18.23%

+7.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.23%

16.10%

+10.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.67%

16.10%

+12.57%

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

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


Dividends

LBRE.DE vs. WELI.DE - Dividend Comparison

Neither LBRE.DE nor WELI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LBRE.DE and WELI.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, 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 LBRE.DE.

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

Portfolio Optimizer

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