WELC.DE vs. 3SUE.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist (WELC.DE) and iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist (3SUE.DE).

WELC.DE and 3SUE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WELC.DE is a passively managed fund by Amundi that tracks the performance of the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Discretionary. It was launched on Sep 20, 2022. 3SUE.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Consumer Staples. It was launched on Oct 17, 2019. Both WELC.DE and 3SUE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

WELC.DE vs. 3SUE.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 MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist (3SUE.DE). The values are adjusted to include any dividend payments, if applicable.

WELC.DE vs. 3SUE.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
WELC.DE Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist	-8.24%	-5.06%	29.51%	30.69%	-8.13%
3SUE.DE iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist	2.81%	-6.04%	9.20%	-0.30%	2.22%

Returns By Period

In the year-to-date period, WELC.DE achieves a -8.24% return, which is significantly lower than 3SUE.DE's 2.81% return.

WELC.DE

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

3SUE.DE

• 1D: 0.39%
• 1M: -7.63%
• YTD: 2.81%
• 6M: 4.53%
• 1Y: -3.98%
• 3Y*: 1.27%
• 5Y*: 4.57%
• 10Y*: —

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

WELC.DE vs. 3SUE.DE - Expense Ratio Comparison

Both WELC.DE and 3SUE.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%.

WELC.DE

Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist

3SUE.DE

iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist

Return for Risk

WELC.DE vs. 3SUE.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: 13
WELC.DE Sharpe Ratio Rank: 13
WELC.DE Sortino Ratio Rank: 13
WELC.DE Omega Ratio Rank: 13
WELC.DE Calmar Ratio Rank: 13
WELC.DE Martin Ratio Rank: 13

3SUE.DE

3SUE.DE Risk / Return Rank: 6
3SUE.DE Sharpe Ratio Rank: 7
3SUE.DE Sortino Ratio Rank: 6
3SUE.DE Omega Ratio Rank: 6
3SUE.DE Calmar Ratio Rank: 6
3SUE.DE Martin Ratio Rank: 6

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. 3SUE.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 MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist (3SUE.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.DE	3SUE.DE	Difference
Sharpe ratio Return per unit of total volatility	0.07	-0.30	+0.37
Sortino ratio Return per unit of downside risk	0.24	-0.33	+0.57
Omega ratio Gain probability vs. loss probability	1.03	0.96	+0.07
Calmar ratio Return relative to maximum drawdown	0.08	-0.39	+0.46
Martin ratio Return relative to average drawdown	0.23	-0.77	+1.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WELC.DE vs. 3SUE.DE - Sharpe Ratio Comparison

The current WELC.DE Sharpe Ratio is 0.07, which is higher than the 3SUE.DE Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of WELC.DE and 3SUE.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.

Sharpe Ratios by Period

	WELC.DE	3SUE.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.07	-0.30	+0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.40	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.34	+0.16

Correlation

The correlation between WELC.DE and 3SUE.DE is 0.29, 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. 3SUE.DE - Dividend Comparison

WELC.DE's dividend yield for the trailing twelve months is around 0.87%, less than 3SUE.DE's 2.56% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
WELC.DE Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist	0.87%	0.93%	0.83%	0.73%	0.00%	0.00%	0.00%	0.00%
3SUE.DE iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist	2.56%	2.64%	2.63%	2.44%	2.21%	2.43%	3.30%	0.40%

Drawdowns

WELC.DE vs. 3SUE.DE - Drawdown Comparison

The maximum WELC.DE drawdown since its inception was -28.15%, which is greater than 3SUE.DE's maximum drawdown of -22.98%. Use the drawdown chart below to compare losses from any high point for WELC.DE and 3SUE.DE.

Drawdown Indicators

	WELC.DE	3SUE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-28.15%	-22.98%	-5.17%
Max Drawdown (1Y) Largest decline over 1 year	-14.64%	-9.62%	-5.02%
Max Drawdown (5Y) Largest decline over 5 years	—	-13.04%	—
Current Drawdown Current decline from peak	-16.29%	-8.69%	-7.60%
Average Drawdown Average peak-to-trough decline	-6.51%	-5.54%	-0.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.95%	4.80%	+0.15%

Volatility

WELC.DE vs. 3SUE.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 MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist (3SUE.DE) at 4.10%. This indicates that WELC.DE's price experiences larger fluctuations and is considered to be riskier than 3SUE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WELC.DE	3SUE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.63%	4.10%	+2.53%
Volatility (6M) Calculated over the trailing 6-month period	12.19%	9.07%	+3.12%
Volatility (1Y) Calculated over the trailing 1-year period	20.37%	13.11%	+7.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.01%	11.23%	+6.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.01%	13.04%	+4.97%