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SMLP.DE vs. WELP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMLP.DE vs. WELP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc (SMLP.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.

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Returns By Period

In the year-to-date period, SMLP.DE achieves a 21.07% return, which is significantly lower than WELP.DE's 34.22% return.


SMLP.DE

1D
-0.67%
1M
0.55%
YTD
21.07%
6M
14.97%
1Y
13.65%
3Y*
15.69%
5Y*
18.35%
10Y*
6.71%

WELP.DE

1D
-0.43%
1M
-0.84%
YTD
34.22%
6M
30.47%
1Y
42.64%
3Y*
14.42%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
SMLP.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc
21.07%-9.11%28.88%15.48%-6.46%
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 SMLP.DE and WELP.DE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.78

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

0.73

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

0.73

The correlation between SMLP.DE and WELP.DE has been stable across timeframes, ranging from 0.73 to 0.78 - a consistent structural relationship.

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Return for Risk

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

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

SMLP.DE
SMLP.DE Risk / Return Rank: 2525
Overall Rank
SMLP.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SMLP.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
SMLP.DE Omega Ratio Rank: 2323
Omega Ratio Rank
SMLP.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
SMLP.DE Martin Ratio Rank: 2525
Martin Ratio Rank

WELP.DE
WELP.DE Risk / Return Rank: 6666
Overall Rank
WELP.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
WELP.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
WELP.DE Omega Ratio Rank: 6464
Omega Ratio Rank
WELP.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
WELP.DE Martin Ratio Rank: 6666
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc (SMLP.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.


SMLP.DEWELP.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.38

Sortino ratioReturn per unit of downside risk

-1.59

Omega ratioGain probability vs. loss probability

1.15

1.38

-0.23

Calmar ratioReturn relative to maximum drawdown

1.41

3.47

-2.06

Martin ratioReturn relative to average drawdown

3.20

11.93

-8.73

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

The current SMLP.DE Sharpe Ratio is 0.83, which is lower than the WELP.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of SMLP.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.


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Sharpe Ratios by Period


SMLP.DEWELP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

2.21

-1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.61

-0.52

Drawdowns

SMLP.DE vs. WELP.DE - Drawdown Comparison

The maximum SMLP.DE drawdown since its inception was -79.34%, 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 SMLP.DE and WELP.DE.


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Drawdown Indicators


SMLP.DEWELP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-79.34%

-23.55%

-55.79%

Max Drawdown (1Y)

Largest decline over 1 year

-9.62%

-12.22%

+2.60%

Max Drawdown (3Y)

Largest decline over 3 years

-22.58%

-23.55%

+0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-22.58%

Max Drawdown (10Y)

Largest decline over 10 years

-76.25%

Current Drawdown

Current decline from peak

-3.45%

-4.77%

+1.32%

Average Drawdown

Average peak-to-trough decline

-25.61%

-7.88%

-17.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.25%

3.56%

+0.69%

Volatility

SMLP.DE vs. WELP.DE - Volatility Comparison

The current volatility for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc (SMLP.DE) is 5.21%, while HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE) has a volatility of 6.37%. This indicates that SMLP.DE experiences smaller price fluctuations and is considered to be less risky than WELP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMLP.DEWELP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

6.37%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

16.27%

-3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

19.25%

-2.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.44%

19.61%

+0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.59%

19.61%

+8.98%

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

SMLP.DE has a 0.50% expense ratio, which is lower than WELP.DE's 0.59% expense ratio.


Dividends

SMLP.DE vs. WELP.DE - Dividend Comparison

SMLP.DE has not paid dividends to shareholders, while WELP.DE's dividend yield for the trailing twelve months is around 2.85%.


Frequently Asked Questions


SMLP.DE and WELP.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SMLP.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SMLP.DE is cheaper with a 0.50% expense ratio, compared with 0.59% for WELP.DE.

SMLP.DE tracks Morningstar MLP Composite, while WELP.DE tracks MSCI World/Energy NR USD. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.50% for SMLP.DE and 0.59% for WELP.DE.

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