LSMC.DE vs. WELP.DE
LSMC.DE (Amundi MSCI Semiconductors ESG Screened UCITS ETF) and WELP.DE (HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF) are both exchange-traded funds - LSMC.DE is a Semiconductors fund tracking the MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index, while WELP.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 3 years, LSMC.DE returned 62.06%/yr vs 14.42%/yr for WELP.DE. At a 0.14 correlation, their price movements are largely independent. LSMC.DE charges 0.45%/yr vs 0.59%/yr for WELP.DE.
Performance
LSMC.DE vs. WELP.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LSMC.DE achieves a 63.83% return, which is significantly higher than WELP.DE's 34.22% return.
LSMC.DE
- 1D
- -3.34%
- 1M
- 16.45%
- YTD
- 63.83%
- 6M
- 64.57%
- 1Y
- 130.64%
- 3Y*
- 62.06%
- 5Y*
- 36.20%
- 10Y*
- 28.49%
WELP.DE
- 1D
- -0.43%
- 1M
- -0.84%
- YTD
- 34.22%
- 6M
- 30.47%
- 1Y
- 42.64%
- 3Y*
- 14.42%
- 5Y*
- —
- 10Y*
- —
LSMC.DE vs. WELP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF | 63.83% | 32.60% | 66.54% | 74.46% | 5.82% |
WELP.DE HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF | 34.22% | -1.54% | 7.90% | 0.25% | 6.11% |
Correlation
The correlation between LSMC.DE and WELP.DE is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022 | 0.14 |
The correlation between LSMC.DE and WELP.DE shifts across timeframes, from -0.02 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LSMC.DE vs. WELP.DE — Risk / Return Rank
LSMC.DE
WELP.DE
LSMC.DE vs. WELP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.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.
| LSMC.DE | WELP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.81 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.38 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 10.37 | 3.47 | +6.89 |
| Martin ratioReturn relative to average drawdown | 32.83 | 11.93 | +20.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LSMC.DE | WELP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.27 | 2.21 | +2.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.15 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.09 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.61 | +0.20 |
Drawdowns
LSMC.DE vs. WELP.DE - Drawdown Comparison
The maximum LSMC.DE drawdown since its inception was -39.77%, 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 LSMC.DE and WELP.DE.
Loading charts...
Drawdown Indicators
| LSMC.DE | WELP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.77% | -23.55% | -16.22% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -12.22% | -0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -36.22% | -23.55% | -12.67% |
Max Drawdown (5Y)Largest decline over 5 years | -39.77% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.77% | — | — |
Current DrawdownCurrent decline from peak | -3.34% | -4.77% | +1.43% |
Average DrawdownAverage peak-to-trough decline | -9.37% | -7.88% | -1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 3.56% | +0.40% |
Volatility
LSMC.DE vs. WELP.DE - Volatility Comparison
Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a higher volatility of 11.23% compared to HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE) at 6.37%. This indicates that LSMC.DE's price experiences larger fluctuations and is considered to be riskier than WELP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LSMC.DE | WELP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.23% | 6.37% | +4.86% |
Volatility (6M)Calculated over the trailing 6-month period | 22.18% | 16.27% | +5.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.40% | 19.25% | +11.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.21% | 19.61% | +11.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.06% | 19.61% | +6.45% |
LSMC.DE vs. WELP.DE - Expense Ratio Comparison
LSMC.DE has a 0.45% expense ratio, which is lower than WELP.DE's 0.59% expense ratio.
Dividends
LSMC.DE vs. WELP.DE - Dividend Comparison
LSMC.DE has not paid dividends to shareholders, while WELP.DE's dividend yield for the trailing twelve months is around 2.85%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% |
WELP.DE HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF | 2.85% | 3.78% | 3.64% | 0.79% |
Frequently Asked Questions
LSMC.DE and WELP.DE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LSMC.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LSMC.DE is cheaper with a 0.45% expense ratio, compared with 0.59% for WELP.DE.
LSMC.DE is categorized as Semiconductors, while WELP.DE is Energy Equities. LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index, while WELP.DE tracks MSCI World/Energy NR USD. Their fees differ too: 0.45% for LSMC.DE and 0.59% for WELP.DE.
Find the right allocation for LSMC.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.
Open Portfolio Optimizer