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MTVR.DE vs. WELL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MTVR.DE vs. WELL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Metaverse ESG Exclusions UCITS ETF USD Accumulating (MTVR.DE) and Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist (WELL.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, MTVR.DE achieves a 72.12% return, which is significantly higher than WELL.DE's 16.86% return.


MTVR.DE

1D
0.00%
1M
2.61%
YTD
72.12%
6M
76.58%
1Y
114.70%
3Y*
48.74%
5Y*
10Y*

WELL.DE

1D
0.00%
1M
-0.33%
YTD
16.86%
6M
17.48%
1Y
35.47%
3Y*
26.09%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MTVR.DE vs. WELL.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
MTVR.DE
L&G Metaverse ESG Exclusions UCITS ETF USD Accumulating
72.12%23.08%29.91%63.34%-9.05%
WELL.DE
Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist
16.86%9.77%38.81%57.34%-8.30%

Correlation

The correlation between MTVR.DE and WELL.DE is 0.84, 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

0.84

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

0.88

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

0.87

The correlation between MTVR.DE and WELL.DE has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.

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Return for Risk

MTVR.DE vs. WELL.DE — Risk / Return Rank

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

MTVR.DE
MTVR.DE Risk / Return Rank: 9696
Overall Rank
MTVR.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
MTVR.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
MTVR.DE Omega Ratio Rank: 9494
Omega Ratio Rank
MTVR.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
MTVR.DE Martin Ratio Rank: 9696
Martin Ratio Rank

WELL.DE
WELL.DE Risk / Return Rank: 4949
Overall Rank
WELL.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
WELL.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
WELL.DE Omega Ratio Rank: 4949
Omega Ratio Rank
WELL.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
WELL.DE Martin Ratio Rank: 3838
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.

MTVR.DE vs. WELL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Metaverse ESG Exclusions UCITS ETF USD Accumulating (MTVR.DE) and Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist (WELL.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.


MTVR.DEWELL.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.41

Sortino ratioReturn per unit of downside risk

+2.32

Omega ratioGain probability vs. loss probability

1.60

1.28

+0.31

Calmar ratioReturn relative to maximum drawdown

9.12

2.18

+6.94

Martin ratioReturn relative to average drawdown

30.24

5.49

+24.75

MTVR.DE vs. WELL.DE - Sharpe Ratio Comparison

The current MTVR.DE Sharpe Ratio is 4.10, which is higher than the WELL.DE Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of MTVR.DE and WELL.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

MTVR.DE vs. WELL.DE - Drawdown Comparison

The maximum MTVR.DE drawdown since its inception was -30.86%, which is greater than WELL.DE's maximum drawdown of -28.78%. Use the drawdown chart below to compare losses from any high point for MTVR.DE and WELL.DE.


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Drawdown Indicators


MTVR.DEWELL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.86%

-28.78%

-2.08%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-16.18%

+3.53%

Max Drawdown (3Y)

Largest decline over 3 years

-30.86%

-28.78%

-2.08%

Current Drawdown

Current decline from peak

-5.21%

-6.22%

+1.01%

Average Drawdown

Average peak-to-trough decline

-5.32%

-4.75%

-0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

6.44%

-2.63%

Volatility

MTVR.DE vs. WELL.DE - Volatility Comparison

L&G Metaverse ESG Exclusions UCITS ETF USD Accumulating (MTVR.DE) has a higher volatility of 12.60% compared to Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist (WELL.DE) at 7.69%. This indicates that MTVR.DE's price experiences larger fluctuations and is considered to be riskier than WELL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MTVR.DEWELL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.60%

7.69%

+4.91%

Volatility (6M)

Calculated over the trailing 6-month period

21.89%

15.47%

+6.42%

Volatility (1Y)

Calculated over the trailing 1-year period

28.17%

20.98%

+7.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.87%

22.43%

+3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.87%

22.43%

+3.44%

MTVR.DE vs. WELL.DE - Expense Ratio Comparison

MTVR.DE has a 0.39% expense ratio, which is higher than WELL.DE's 0.18% expense ratio.


Dividends

MTVR.DE vs. WELL.DE - Dividend Comparison

MTVR.DE has not paid dividends to shareholders, while WELL.DE's dividend yield for the trailing twelve months is around 0.28%.


Frequently Asked Questions


MTVR.DE and WELL.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

WELL.DE is cheaper with a 0.18% expense ratio, compared with 0.39% for MTVR.DE.

MTVR.DE tracks iStoxx Access Metaverse, while WELL.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Information Technology. They also come from different issuers: Legal & General and Amundi. Their fees differ too: 0.39% for MTVR.DE and 0.18% for WELL.DE.

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