WEBG.DE vs. WELP.DE

Last updated Jun 5, 2026

WEBG.DE (Amundi Prime All Country World UCITS ETF Dist) and WELP.DE (HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF) are both exchange-traded funds - WEBG.DE is a Global Equities fund tracking the Solactive GBS Global Markets Large & Mid Cap Index, while WELP.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past year, WEBG.DE returned 26.64% vs 43.27% for WELP.DE. At a 0.27 correlation, their price movements are largely independent. WEBG.DE charges 0.07%/yr vs 0.59%/yr for WELP.DE.

Performance

WEBG.DE vs. WELP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime All Country World UCITS ETF Dist (WEBG.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.

Returns By Period

In the year-to-date period, WEBG.DE achieves a 12.80% return, which is significantly lower than WELP.DE's 34.22% return.

WEBG.DE

• 1D: -0.23%
• 1M: 3.70%
• YTD: 12.80%
• 6M: 12.74%
• 1Y: 26.64%
• 3Y*: —
• 5Y*: —
• 10Y*: —

WELP.DE

• 1D: -0.43%
• 1M: 2.87%
• YTD: 34.22%
• 6M: 29.93%
• 1Y: 43.27%
• 3Y*: 14.42%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024
WEBG.DE Amundi Prime All Country World UCITS ETF Dist	12.80%	9.19%	16.33%
WELP.DE HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF	34.22%	-1.54%	4.48%

Correlation

The correlation between WEBG.DE and WELP.DE is 0.01, 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	0.01
Correlation (All Time) Calculated using the full available price history since Mar 18, 2024	0.27

Over the past year, the correlation between WEBG.DE and WELP.DE has dropped to 0.01 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.

Return for Risk

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

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

WELP.DE

WELP.DE Risk / Return Rank: 66
WELP.DE Sharpe Ratio Rank: 68
WELP.DE Sortino Ratio Rank: 60
WELP.DE Omega Ratio Rank: 64
WELP.DE Calmar Ratio Rank: 71
WELP.DE Martin Ratio Rank: 66

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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime All Country World UCITS ETF Dist (WEBG.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.

	WEBG.DE	WELP.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.33	2.21	+0.12
Sortino ratio: Return per unit of downside risk	3.26	2.80	+0.46
Omega ratio: Gain probability vs. loss probability	1.44	1.38	+0.06
Calmar ratio: Return relative to maximum drawdown	4.11	3.47	+0.64
Martin ratio: Return relative to average drawdown	16.53	11.93	+4.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current WEBG.DE Sharpe Ratio is 2.33, which is comparable to the WELP.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of WEBG.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.

Sharpe Ratios by Period

	WEBG.DE	WELP.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.33	2.21	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	1.24	0.61	+0.63

Drawdowns

WEBG.DE vs. WELP.DE - Drawdown Comparison

The maximum WEBG.DE drawdown since its inception was -21.31%, smaller than the maximum WELP.DE drawdown of -23.55%. Use the drawdown chart below to compare losses from any high point for WEBG.DE and WELP.DE.

Drawdown Indicators

	WEBG.DE	WELP.DE	Difference
Max Drawdown Largest peak-to-trough decline	-21.31%	-23.55%	+2.24%
Max Drawdown (1Y) Largest decline over 1 year	-6.50%	-12.22%	+5.72%
Max Drawdown (3Y) Largest decline over 3 years	—	-23.55%	—
Current Drawdown Current decline from peak	-0.63%	-4.77%	+4.14%
Average Drawdown Average peak-to-trough decline	-2.81%	-7.88%	+5.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.62%	3.56%	-1.94%

Volatility

WEBG.DE vs. WELP.DE - Volatility Comparison

The current volatility for Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) is 3.10%, while HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE) has a volatility of 6.37%. This indicates that WEBG.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.

Volatility by Period

	WEBG.DE	WELP.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.10%	6.37%	-3.27%
Volatility (6M) Calculated over the trailing 6-month period	8.28%	16.27%	-7.99%
Volatility (1Y) Calculated over the trailing 1-year period	11.48%	19.25%	-7.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.15%	19.61%	-5.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.15%	19.61%	-5.46%

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

WEBG.DE has a 0.07% expense ratio, which is lower than WELP.DE's 0.59% expense ratio.

Dividends

WEBG.DE vs. WELP.DE - Dividend Comparison

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

Position	TTM	2025	2024	2023
WEBG.DE Amundi Prime All Country World UCITS ETF Dist	1.22%	1.32%	0.00%	0.00%
WELP.DE HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF	2.85%	3.78%	3.64%	0.79%

Frequently Asked Questions

Can I hold both WEBG.DE and WELP.DE in my portfolio?

WEBG.DE and WELP.DE have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WEBG.DE or WELP.DE?

On fees, WEBG.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WEBG.DE or WELP.DE?

WEBG.DE is cheaper with a 0.07% expense ratio, compared with 0.59% for WELP.DE.

What is the main difference between WEBG.DE and WELP.DE?

WEBG.DE is categorized as Global Equities, while WELP.DE is Energy Equities. WEBG.DE tracks Solactive GBS Global Markets Large & Mid Cap Index, while WELP.DE tracks MSCI World/Energy NR USD. Their fees differ too: 0.07% for WEBG.DE and 0.59% for WELP.DE.