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SPYU.DE vs. WELD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYU.DE vs. WELD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Utilities UCITS ETF (SPYU.DE) and Amundi S&P Global Utilities ESG UCITS ETF EUR Acc (WELD.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, SPYU.DE achieves a 13.06% return, which is significantly higher than WELD.DE's 6.78% return.


SPYU.DE

1D
-0.28%
1M
-3.02%
YTD
13.06%
6M
14.07%
1Y
26.75%
3Y*
16.61%
5Y*
11.82%
10Y*
10.70%

WELD.DE

1D
-1.00%
1M
-5.21%
YTD
6.78%
6M
5.30%
1Y
15.75%
3Y*
11.09%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYU.DE vs. WELD.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPYU.DE
SPDR MSCI Europe Utilities UCITS ETF
13.06%34.39%0.99%13.57%15.16%
WELD.DE
Amundi S&P Global Utilities ESG UCITS ETF EUR Acc
6.78%18.60%10.09%1.57%9.15%

Correlation

The correlation between SPYU.DE and WELD.DE is 0.72, 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

0.72

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

0.80

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

0.79

The correlation between SPYU.DE and WELD.DE has been stable across timeframes, ranging from 0.72 to 0.80 - a consistent structural relationship.

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Return for Risk

SPYU.DE vs. WELD.DE — Risk / Return Rank

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

SPYU.DE
SPYU.DE Risk / Return Rank: 5757
Overall Rank
SPYU.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SPYU.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPYU.DE Omega Ratio Rank: 5353
Omega Ratio Rank
SPYU.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
SPYU.DE Martin Ratio Rank: 5858
Martin Ratio Rank

WELD.DE
WELD.DE Risk / Return Rank: 3939
Overall Rank
WELD.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
WELD.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
WELD.DE Omega Ratio Rank: 3232
Omega Ratio Rank
WELD.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
WELD.DE Martin Ratio Rank: 4141
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.

SPYU.DE vs. WELD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Utilities UCITS ETF (SPYU.DE) and Amundi S&P Global Utilities ESG UCITS ETF EUR Acc (WELD.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.


SPYU.DEWELD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratioReturn relative to maximum drawdown

3.59

2.35

+1.24

Martin ratioReturn relative to average drawdown

10.13

6.47

+3.66

SPYU.DE vs. WELD.DE - Sharpe Ratio Comparison

The current SPYU.DE Sharpe Ratio is 1.79, which is higher than the WELD.DE Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of SPYU.DE and WELD.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


SPYU.DEWELD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.27

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.94

-0.37

Drawdowns

SPYU.DE vs. WELD.DE - Drawdown Comparison

The maximum SPYU.DE drawdown since its inception was -32.98%, which is greater than WELD.DE's maximum drawdown of -14.07%. Use the drawdown chart below to compare losses from any high point for SPYU.DE and WELD.DE.


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Drawdown Indicators


SPYU.DEWELD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.98%

-14.07%

-18.91%

Max Drawdown (1Y)

Largest decline over 1 year

-7.43%

-6.68%

-0.75%

Max Drawdown (3Y)

Largest decline over 3 years

-13.44%

-12.61%

-0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-22.28%

Max Drawdown (10Y)

Largest decline over 10 years

-32.98%

Current Drawdown

Current decline from peak

-5.24%

-6.55%

+1.31%

Average Drawdown

Average peak-to-trough decline

-5.63%

-3.20%

-2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.43%

+0.20%

Volatility

SPYU.DE vs. WELD.DE - Volatility Comparison

SPDR MSCI Europe Utilities UCITS ETF (SPYU.DE) has a higher volatility of 5.85% compared to Amundi S&P Global Utilities ESG UCITS ETF EUR Acc (WELD.DE) at 4.02%. This indicates that SPYU.DE's price experiences larger fluctuations and is considered to be riskier than WELD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYU.DEWELD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

4.02%

+1.83%

Volatility (6M)

Calculated over the trailing 6-month period

12.96%

9.94%

+3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.86%

12.34%

+2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

13.35%

+2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

13.35%

+3.70%

SPYU.DE vs. WELD.DE - Expense Ratio Comparison

Both SPYU.DE and WELD.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

SPYU.DE vs. WELD.DE - Dividend Comparison

Neither SPYU.DE nor WELD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPYU.DE and WELD.DE have a correlation of 0.72, 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.

SPYU.DE and WELD.DE have the same expense ratio: 0.18% per year.

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

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