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SPYP.DE vs. WELT.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPYP.DE vs. WELT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Materials UCITS ETF (SPYP.DE) and Amundi S&P Global Industrials ESG UCITS ETF EUR Dist (WELT.DE). The values are adjusted to include any dividend payments, if applicable.

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SPYP.DE vs. WELT.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPYP.DE
SPDR MSCI Europe Materials UCITS ETF
7.31%13.01%-3.09%12.36%10.16%
WELT.DE
Amundi S&P Global Industrials ESG UCITS ETF EUR Dist
4.75%10.22%16.35%19.85%7.82%

Returns By Period

In the year-to-date period, SPYP.DE achieves a 7.31% return, which is significantly higher than WELT.DE's 4.75% return.


SPYP.DE

1D
-0.58%
1M
0.10%
YTD
7.31%
6M
15.10%
1Y
18.91%
3Y*
8.84%
5Y*
6.10%
10Y*
10.66%

WELT.DE

1D
-0.64%
1M
-4.60%
YTD
4.75%
6M
7.76%
1Y
17.39%
3Y*
15.07%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPYP.DE vs. WELT.DE - Expense Ratio Comparison

Both SPYP.DE and WELT.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%.


Return for Risk

SPYP.DE vs. WELT.DE — Risk / Return Rank

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

SPYP.DE
SPYP.DE Risk / Return Rank: 5454
Overall Rank
SPYP.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SPYP.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
SPYP.DE Omega Ratio Rank: 4848
Omega Ratio Rank
SPYP.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
SPYP.DE Martin Ratio Rank: 5555
Martin Ratio Rank

WELT.DE
WELT.DE Risk / Return Rank: 5858
Overall Rank
WELT.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
WELT.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
WELT.DE Omega Ratio Rank: 4646
Omega Ratio Rank
WELT.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
WELT.DE Martin Ratio Rank: 7474
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.

SPYP.DE vs. WELT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Materials UCITS ETF (SPYP.DE) and Amundi S&P Global Industrials ESG UCITS ETF EUR Dist (WELT.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.


SPYP.DEWELT.DEDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.95

+0.12

Sortino ratio

Return per unit of downside risk

1.50

1.38

+0.13

Omega ratio

Gain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratio

Return relative to maximum drawdown

1.76

2.49

-0.73

Martin ratio

Return relative to average drawdown

6.88

9.43

-2.56

SPYP.DE vs. WELT.DE - Sharpe Ratio Comparison

The current SPYP.DE Sharpe Ratio is 1.07, which is comparable to the WELT.DE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of SPYP.DE and WELT.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPYP.DEWELT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.95

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

1.13

-0.75

Correlation

The correlation between SPYP.DE and WELT.DE is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SPYP.DE vs. WELT.DE - Dividend Comparison

SPYP.DE has not paid dividends to shareholders, while WELT.DE's dividend yield for the trailing twelve months is around 1.23%.


TTM202520242023
SPYP.DE
SPDR MSCI Europe Materials UCITS ETF
0.00%0.00%0.00%0.00%
WELT.DE
Amundi S&P Global Industrials ESG UCITS ETF EUR Dist
1.23%1.29%1.36%1.04%

Drawdowns

SPYP.DE vs. WELT.DE - Drawdown Comparison

The maximum SPYP.DE drawdown since its inception was -36.99%, which is greater than WELT.DE's maximum drawdown of -20.81%. Use the drawdown chart below to compare losses from any high point for SPYP.DE and WELT.DE.


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Drawdown Indicators


SPYP.DEWELT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.99%

-20.81%

-16.18%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-9.55%

-3.52%

Max Drawdown (5Y)

Largest decline over 5 years

-22.63%

Max Drawdown (10Y)

Largest decline over 10 years

-35.40%

Current Drawdown

Current decline from peak

-5.60%

-6.84%

+1.24%

Average Drawdown

Average peak-to-trough decline

-7.67%

-2.65%

-5.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

2.52%

+0.83%

Volatility

SPYP.DE vs. WELT.DE - Volatility Comparison

SPDR MSCI Europe Materials UCITS ETF (SPYP.DE) has a higher volatility of 7.84% compared to Amundi S&P Global Industrials ESG UCITS ETF EUR Dist (WELT.DE) at 6.74%. This indicates that SPYP.DE's price experiences larger fluctuations and is considered to be riskier than WELT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYP.DEWELT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.84%

6.74%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

12.80%

10.79%

+2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

17.58%

18.24%

-0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.78%

15.06%

+2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

15.06%

+4.28%