LYM9.DE vs. WELP.DE

Last updated Jun 5, 2026

LYM9.DE (Amundi MSCI New Energy ESG Screened UCITS ETF Dist) and WELP.DE (HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF) are both Energy Equities funds from Amundi - LYM9.DE tracks the MSCI ACWI IMI New Energy ESG Filtered while WELP.DE tracks the MSCI World/Energy NR USD. Both are passively managed. Over the past 3 years, LYM9.DE returned 8.72%/yr vs 14.42%/yr for WELP.DE. At a 0.26 correlation, their price movements are largely independent. LYM9.DE charges 0.60%/yr vs 0.59%/yr for WELP.DE.

Performance

LYM9.DE vs. WELP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.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.

Returns By Period

In the year-to-date period, LYM9.DE achieves a 37.23% return, which is significantly higher than WELP.DE's 34.22% return.

LYM9.DE

• 1D: -2.36%
• 1M: 0.87%
• YTD: 37.23%
• 6M: 36.72%
• 1Y: 74.72%
• 3Y*: 8.72%
• 5Y*: 3.61%
• 10Y*: 11.14%

WELP.DE

• 1D: -0.43%
• 1M: 2.87%
• YTD: 34.22%
• 6M: 29.93%
• 1Y: 43.27%
• 3Y*: 14.42%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LYM9.DE vs. WELP.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
LYM9.DE Amundi MSCI New Energy ESG Screened UCITS ETF Dist	37.23%	29.63%	-7.97%	-21.17%	-2.89%
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 LYM9.DE and WELP.DE is 0.04, 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	0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022	0.26

Over the past year, the correlation between LYM9.DE and WELP.DE has dropped to 0.04 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.

Return for Risk

LYM9.DE vs. WELP.DE — Risk / Return Rank

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

LYM9.DE

LYM9.DE Risk / Return Rank: 94
LYM9.DE Sharpe Ratio Rank: 94
LYM9.DE Sortino Ratio Rank: 92
LYM9.DE Omega Ratio Rank: 91
LYM9.DE Calmar Ratio Rank: 96
LYM9.DE Martin Ratio Rank: 95

WELP.DE

WELP.DE Risk / Return Rank: 66
WELP.DE Sharpe Ratio Rank: 68
WELP.DE Sortino Ratio Rank: 60
WELP.DE Omega Ratio Rank: 64
WELP.DE Calmar Ratio Rank: 71
WELP.DE Martin Ratio Rank: 66

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.

LYM9.DE vs. WELP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.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.

	LYM9.DE	WELP.DE	Difference
Sharpe ratio: Return per unit of total volatility	3.65	2.21	+1.44
Sortino ratio: Return per unit of downside risk	4.46	2.80	+1.67
Omega ratio: Gain probability vs. loss probability	1.59	1.38	+0.21
Calmar ratio: Return relative to maximum drawdown	9.45	3.47	+5.98
Martin ratio: Return relative to average drawdown	31.90	11.93	+19.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LYM9.DE vs. WELP.DE - Sharpe Ratio Comparison

The current LYM9.DE Sharpe Ratio is 3.65, which is higher than the WELP.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of LYM9.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.

Sharpe Ratios by Period

	LYM9.DE	WELP.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.65	2.21	+1.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.16	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	0.61	-0.56

Drawdowns

LYM9.DE vs. WELP.DE - Drawdown Comparison

The maximum LYM9.DE drawdown since its inception was -72.01%, 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 LYM9.DE and WELP.DE.

Drawdown Indicators

	LYM9.DE	WELP.DE	Difference
Max Drawdown Largest peak-to-trough decline	-72.01%	-23.55%	-48.46%
Max Drawdown (1Y) Largest decline over 1 year	-7.81%	-12.22%	+4.41%
Max Drawdown (3Y) Largest decline over 3 years	-41.61%	-23.55%	-18.06%
Max Drawdown (5Y) Largest decline over 5 years	-55.00%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-55.00%	—	—
Current Drawdown Current decline from peak	-2.77%	-4.77%	+2.00%
Average Drawdown Average peak-to-trough decline	-42.85%	-7.88%	-34.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.32%	3.56%	-1.24%

Volatility

LYM9.DE vs. WELP.DE - Volatility Comparison

Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.DE) has a higher volatility of 7.97% compared to HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE) at 6.37%. This indicates that LYM9.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.

Volatility by Period

	LYM9.DE	WELP.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.97%	6.37%	+1.60%
Volatility (6M) Calculated over the trailing 6-month period	15.84%	16.27%	-0.43%
Volatility (1Y) Calculated over the trailing 1-year period	20.25%	19.25%	+1.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.20%	19.61%	+2.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.82%	19.61%	+2.21%

LYM9.DE vs. WELP.DE - Expense Ratio Comparison

LYM9.DE has a 0.60% expense ratio, which is higher than WELP.DE's 0.59% expense ratio.

Dividends

LYM9.DE vs. WELP.DE - Dividend Comparison

LYM9.DE's dividend yield for the trailing twelve months is around 0.31%, less than WELP.DE's 2.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LYM9.DE Amundi MSCI New Energy ESG Screened UCITS ETF Dist	0.31%	0.42%	0.74%	0.78%	0.25%	0.31%	0.70%	1.12%	0.67%	0.89%	1.50%	2.23%
WELP.DE HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF	2.85%	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

Can I hold both LYM9.DE and WELP.DE in my portfolio?

LYM9.DE and WELP.DE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LYM9.DE or WELP.DE?

On fees, WELP.DE is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LYM9.DE or WELP.DE?

WELP.DE is cheaper with a 0.59% expense ratio, compared with 0.60% for LYM9.DE.

What is the main difference between LYM9.DE and WELP.DE?

LYM9.DE tracks MSCI ACWI IMI New Energy ESG Filtered, while WELP.DE tracks MSCI World/Energy NR USD. Their fees differ too: 0.60% for LYM9.DE and 0.59% for WELP.DE.