PortfoliosLab logoPortfoliosLab logo
OM3Y.DE vs. WELE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OM3Y.DE vs. WELE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.DE) and Amundi S&P 500 Equal Weight ESG UCITS ETF Acc (WELE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, OM3Y.DE achieves a 18.31% return, which is significantly higher than WELE.DE's 13.29% return.


OM3Y.DE

1D
-2.11%
1M
-8.59%
6M
11.27%
YTD
18.31%
1Y
30.50%
3Y*
17.70%
5Y*
6.83%
10Y*

WELE.DE

1D
0.00%
1M
2.66%
6M
9.14%
YTD
13.29%
1Y
20.30%
3Y*
12.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OM3Y.DE vs. WELE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
OM3Y.DE
iShares MSCI EM IMI Screened UCITS ETF USD (Dist)
18.31%17.76%13.99%6.72%-3.92%
WELE.DE
Amundi S&P 500 Equal Weight ESG UCITS ETF Acc
13.29%0.70%16.40%10.64%6.78%

Correlation

The correlation between OM3Y.DE and WELE.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.45

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2022

0.45

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

OM3Y.DE vs. WELE.DE — Risk / Return Rank

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

OM3Y.DE
OM3Y.DE Risk / Return Rank: 6363
Overall Rank
OM3Y.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
OM3Y.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
OM3Y.DE Omega Ratio Rank: 6161
Omega Ratio Rank
OM3Y.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
OM3Y.DE Martin Ratio Rank: 6363
Martin Ratio Rank

WELE.DE
WELE.DE Risk / Return Rank: 7777
Overall Rank
WELE.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
WELE.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
WELE.DE Omega Ratio Rank: 7575
Omega Ratio Rank
WELE.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
WELE.DE Martin Ratio Rank: 7878
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.

OM3Y.DE vs. WELE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.DE) and Amundi S&P 500 Equal Weight ESG UCITS ETF Acc (WELE.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.


OM3Y.DEWELE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.28

1.33

-0.06

Calmar ratioReturn relative to maximum drawdown

2.70

3.25

-0.55

Martin ratioReturn relative to average drawdown

8.33

10.86

-2.53

OM3Y.DE vs. WELE.DE - Sharpe Ratio Comparison

The current OM3Y.DE Sharpe Ratio is 1.51, which is comparable to the WELE.DE Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of OM3Y.DE and WELE.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.


Loading charts...

Drawdowns

OM3Y.DE vs. WELE.DE - Drawdown Comparison

The maximum OM3Y.DE drawdown since its inception was -31.70%, which is greater than WELE.DE's maximum drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for OM3Y.DE and WELE.DE.


Loading charts...

Drawdown Indicators


OM3Y.DEWELE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.70%

-23.73%

-7.97%

Max Drawdown (1Y)

Largest decline over 1 year

-11.24%

-6.28%

-4.96%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

-23.73%

+4.14%

Max Drawdown (5Y)

Largest decline over 5 years

-23.39%

Current Drawdown

Current decline from peak

-11.24%

-0.23%

-11.01%

Average Drawdown

Average peak-to-trough decline

-8.72%

-5.48%

-3.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

1.87%

+1.78%

Volatility

OM3Y.DE vs. WELE.DE - Volatility Comparison

iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.DE) has a higher volatility of 8.46% compared to Amundi S&P 500 Equal Weight ESG UCITS ETF Acc (WELE.DE) at 3.17%. This indicates that OM3Y.DE's price experiences larger fluctuations and is considered to be riskier than WELE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


OM3Y.DEWELE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.46%

3.17%

+5.29%

Volatility (6M)

Calculated over the trailing 6-month period

17.84%

7.89%

+9.95%

Volatility (1Y)

Calculated over the trailing 1-year period

20.26%

11.22%

+9.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

14.34%

+2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.56%

14.34%

+5.22%

OM3Y.DE vs. WELE.DE - Expense Ratio Comparison

Both OM3Y.DE and WELE.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

OM3Y.DE vs. WELE.DE - Dividend Comparison

OM3Y.DE's dividend yield for the trailing twelve months is around 1.73%, while WELE.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
OM3Y.DE
iShares MSCI EM IMI Screened UCITS ETF USD (Dist)
1.73%1.98%2.33%2.35%2.59%1.82%1.58%2.23%
WELE.DE
Amundi S&P 500 Equal Weight ESG UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OM3Y.DE and WELE.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

OM3Y.DE and WELE.DE have the same expense ratio: 0.18% per year.

OM3Y.DE is categorized as Emerging Markets Equities, while WELE.DE is ESG. OM3Y.DE tracks MSCI Emerging Markets IMI Screened Index, while WELE.DE tracks S&P 500 Equal Weight ESG Leaders Select Index. They also come from different issuers: iShares and Amundi.

Portfolio Optimizer

Find the right allocation for OM3Y.DE and WELE.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