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WELC.DE vs. 2B7D.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WELC.DE vs. 2B7D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist (WELC.DE) and iShares S&P 500 Consumer Staples Sector UCITS ETF (2B7D.DE). The values are adjusted to include any dividend payments, if applicable.

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WELC.DE vs. 2B7D.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
WELC.DE
Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist
-8.24%-5.06%29.51%30.69%-8.13%
2B7D.DE
iShares S&P 500 Consumer Staples Sector UCITS ETF
7.51%-8.12%21.83%-3.82%1.73%

Returns By Period

In the year-to-date period, WELC.DE achieves a -8.24% return, which is significantly lower than 2B7D.DE's 7.51% return.


WELC.DE

1D
2.15%
1M
-3.39%
YTD
-8.24%
6M
-7.36%
1Y
1.41%
3Y*
9.03%
5Y*
10Y*

2B7D.DE

1D
-0.96%
1M
-6.48%
YTD
7.51%
6M
8.36%
1Y
-2.37%
3Y*
5.53%
5Y*
8.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WELC.DE vs. 2B7D.DE - Expense Ratio Comparison

WELC.DE has a 0.18% expense ratio, which is higher than 2B7D.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

WELC.DE vs. 2B7D.DE — Risk / Return Rank

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

WELC.DE
WELC.DE Risk / Return Rank: 1313
Overall Rank
WELC.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
WELC.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
WELC.DE Omega Ratio Rank: 1313
Omega Ratio Rank
WELC.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
WELC.DE Martin Ratio Rank: 1313
Martin Ratio Rank

2B7D.DE
2B7D.DE Risk / Return Rank: 1010
Overall Rank
2B7D.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
2B7D.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
2B7D.DE Omega Ratio Rank: 1010
Omega Ratio Rank
2B7D.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
2B7D.DE Martin Ratio Rank: 1010
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.

WELC.DE vs. 2B7D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist (WELC.DE) and iShares S&P 500 Consumer Staples Sector UCITS ETF (2B7D.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.


WELC.DE2B7D.DEDifference

Sharpe ratio

Return per unit of total volatility

0.07

-0.09

+0.16

Sortino ratio

Return per unit of downside risk

0.24

0.05

+0.19

Omega ratio

Gain probability vs. loss probability

1.03

1.01

+0.02

Calmar ratio

Return relative to maximum drawdown

0.08

-0.12

+0.20

Martin ratio

Return relative to average drawdown

0.23

-0.23

+0.46

WELC.DE vs. 2B7D.DE - Sharpe Ratio Comparison

The current WELC.DE Sharpe Ratio is 0.07, which is higher than the 2B7D.DE Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of WELC.DE and 2B7D.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


WELC.DE2B7D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

-0.09

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.36

+0.15

Correlation

The correlation between WELC.DE and 2B7D.DE is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WELC.DE vs. 2B7D.DE - Dividend Comparison

WELC.DE's dividend yield for the trailing twelve months is around 0.87%, while 2B7D.DE has not paid dividends to shareholders.


Drawdowns

WELC.DE vs. 2B7D.DE - Drawdown Comparison

The maximum WELC.DE drawdown since its inception was -28.15%, roughly equal to the maximum 2B7D.DE drawdown of -26.89%. Use the drawdown chart below to compare losses from any high point for WELC.DE and 2B7D.DE.


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Drawdown Indicators


WELC.DE2B7D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.15%

-26.89%

-1.26%

Max Drawdown (1Y)

Largest decline over 1 year

-14.64%

-16.85%

+2.21%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

Current Drawdown

Current decline from peak

-16.29%

-9.29%

-7.00%

Average Drawdown

Average peak-to-trough decline

-6.51%

-8.48%

+1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.95%

8.90%

-3.95%

Volatility

WELC.DE vs. 2B7D.DE - Volatility Comparison

Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist (WELC.DE) has a higher volatility of 6.63% compared to iShares S&P 500 Consumer Staples Sector UCITS ETF (2B7D.DE) at 4.72%. This indicates that WELC.DE's price experiences larger fluctuations and is considered to be riskier than 2B7D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WELC.DE2B7D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

4.72%

+1.91%

Volatility (6M)

Calculated over the trailing 6-month period

12.19%

23.87%

-11.68%

Volatility (1Y)

Calculated over the trailing 1-year period

20.37%

25.89%

-5.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.01%

16.27%

+1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

16.91%

+1.10%