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

Performance

SPYP.DE vs. WELV.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 Materials ESG UCITS ETF EUR Dist (WELV.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SPYP.DE having a 17.42% return and WELV.DE slightly lower at 16.85%.


SPYP.DE

1D
-0.40%
1M
5.89%
YTD
17.42%
6M
21.88%
1Y
25.97%
3Y*
12.38%
5Y*
6.68%
10Y*
11.05%

WELV.DE

1D
-0.38%
1M
5.22%
YTD
16.85%
6M
21.50%
1Y
32.47%
3Y*
13.15%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
SPYP.DE
SPDR MSCI Europe Materials UCITS ETF
17.42%13.01%-3.09%12.36%-1.76%
WELV.DE
Amundi S&P Global Materials ESG UCITS ETF EUR Dist
16.85%14.77%-0.57%9.65%-1.62%

Correlation

The correlation between SPYP.DE and WELV.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

0.76

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

0.73

The correlation between SPYP.DE and WELV.DE shifts across timeframes, from 0.73 (all time) to 0.84 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SPYP.DE vs. WELV.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: 4444
Overall Rank
SPYP.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SPYP.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
SPYP.DE Omega Ratio Rank: 4242
Omega Ratio Rank
SPYP.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
SPYP.DE Martin Ratio Rank: 4949
Martin Ratio Rank

WELV.DE
WELV.DE Risk / Return Rank: 5454
Overall Rank
WELV.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
WELV.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
WELV.DE Omega Ratio Rank: 5454
Omega Ratio Rank
WELV.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
WELV.DE Martin Ratio Rank: 5555
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. WELV.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 Materials ESG UCITS ETF EUR Dist (WELV.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.DEWELV.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.26

1.33

-0.07

Calmar ratioReturn relative to maximum drawdown

1.98

2.34

-0.36

Martin ratioReturn relative to average drawdown

7.94

9.43

-1.48

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

The current SPYP.DE Sharpe Ratio is 1.52, which is comparable to the WELV.DE Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of SPYP.DE and WELV.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


SPYP.DEWELV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

1.86

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.76

-0.34

Drawdowns

SPYP.DE vs. WELV.DE - Drawdown Comparison

The maximum SPYP.DE drawdown since its inception was -36.99%, which is greater than WELV.DE's maximum drawdown of -21.27%. Use the drawdown chart below to compare losses from any high point for SPYP.DE and WELV.DE.


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Drawdown Indicators


SPYP.DEWELV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.99%

-21.27%

-15.72%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-14.36%

+1.29%

Max Drawdown (3Y)

Largest decline over 3 years

-20.69%

-21.27%

+0.58%

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

-1.54%

-1.63%

+0.09%

Average Drawdown

Average peak-to-trough decline

-7.59%

-4.71%

-2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

3.51%

-0.25%

Volatility

SPYP.DE vs. WELV.DE - Volatility Comparison

SPDR MSCI Europe Materials UCITS ETF (SPYP.DE) and Amundi S&P Global Materials ESG UCITS ETF EUR Dist (WELV.DE) have volatilities of 6.50% and 6.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYP.DEWELV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

6.61%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

14.33%

15.33%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

17.04%

18.02%

-0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.94%

16.99%

+0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

16.99%

+2.35%

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

Both SPYP.DE and WELV.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

SPYP.DE vs. WELV.DE - Dividend Comparison

SPYP.DE has not paid dividends to shareholders, while WELV.DE's dividend yield for the trailing twelve months is around 1.43%.


PositionTTM202520242023
SPYP.DE
SPDR MSCI Europe Materials UCITS ETF
0.00%0.00%0.00%0.00%
WELV.DE
Amundi S&P Global Materials ESG UCITS ETF EUR Dist
1.43%1.77%2.71%0.31%

Frequently Asked Questions


SPYP.DE and WELV.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.

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

SPYP.DE and WELV.DE have the same expense ratio: 0.18% per year.

SPYP.DE tracks MSCI Europe Materials 20/35 Capped, while WELV.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Materials. They also come from different issuers: State Street and Amundi.

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