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W311.DE vs. WELP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

W311.DE vs. WELP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (W311.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, W311.DE achieves a 6.45% return, which is significantly lower than WELP.DE's 29.24% return.


W311.DE

1D
0.69%
1M
10.00%
6M
3.71%
YTD
6.45%
1Y
21.00%
3Y*
1.42%
5Y*
-5.38%
10Y*

WELP.DE

1D
0.00%
1M
0.75%
6M
20.92%
YTD
29.24%
1Y
37.24%
3Y*
13.23%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

W311.DE vs. WELP.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
W311.DE
HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF
6.45%7.06%-4.78%-0.30%-5.09%
WELP.DE
HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF
29.24%-1.54%7.90%0.25%5.34%

Correlation

The correlation between W311.DE and WELP.DE is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

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

0.15

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2022

0.17

The correlation between W311.DE and WELP.DE shifts across timeframes, from -0.04 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

W311.DE vs. WELP.DE — Risk / Return Rank

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

W311.DE
W311.DE Risk / Return Rank: 3333
Overall Rank
W311.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
W311.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
W311.DE Omega Ratio Rank: 3232
Omega Ratio Rank
W311.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
W311.DE Martin Ratio Rank: 2727
Martin Ratio Rank

WELP.DE
WELP.DE Risk / Return Rank: 6767
Overall Rank
WELP.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
WELP.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
WELP.DE Omega Ratio Rank: 6969
Omega Ratio Rank
WELP.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
WELP.DE Martin Ratio Rank: 5757
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.

W311.DE vs. WELP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (W311.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.

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.


W311.DEWELP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.18

1.32

-0.14

Calmar ratioReturn relative to maximum drawdown

1.31

2.90

-1.59

Martin ratioReturn relative to average drawdown

2.94

7.87

-4.93

W311.DE vs. WELP.DE - Sharpe Ratio Comparison

The current W311.DE Sharpe Ratio is 1.09, which is lower than the WELP.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of W311.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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Drawdowns

W311.DE vs. WELP.DE - Drawdown Comparison

The maximum W311.DE drawdown since its inception was -48.92%, 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 W311.DE and WELP.DE.


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Drawdown Indicators


W311.DEWELP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-48.92%

-23.55%

-25.37%

Max Drawdown (1Y)

Largest decline over 1 year

-16.00%

-12.80%

-3.20%

Max Drawdown (3Y)

Largest decline over 3 years

-26.45%

-23.55%

-2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-48.92%

Current Drawdown

Current decline from peak

-28.68%

-8.31%

-20.37%

Average Drawdown

Average peak-to-trough decline

-23.85%

-7.83%

-16.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.13%

4.72%

+2.41%

Volatility

W311.DE vs. WELP.DE - Volatility Comparison

HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (W311.DE) and HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE) have volatilities of 5.96% and 5.91%, 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


W311.DEWELP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.96%

5.91%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

13.98%

17.06%

-3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

19.13%

19.92%

-0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.46%

20.07%

+2.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.04%

20.07%

+2.97%

W311.DE vs. WELP.DE - Expense Ratio Comparison

Both W311.DE and WELP.DE have an expense ratio of 0.59%.


Dividends

W311.DE vs. WELP.DE - Dividend Comparison

W311.DE has not paid dividends to shareholders, while WELP.DE's dividend yield for the trailing twelve months is around 2.96%.


Frequently Asked Questions


W311.DE and WELP.DE have a correlation of -0.04, 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 0.59% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

W311.DE and WELP.DE have the same expense ratio: 0.59% per year.

W311.DE tracks Indxx Global NextGen Healthcare, while WELP.DE tracks MSCI World/Energy NR USD. They also come from different issuers: HANetf and Amundi.

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