PortfoliosLab logoPortfoliosLab logo
WELC.DE vs. EXH3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WELC.DE vs. EXH3.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 STOXX Europe 600 Food & Beverage UCITS ETF (DE) (EXH3.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WELC.DE achieves a -1.47% return, which is significantly lower than EXH3.DE's 0.79% return.


WELC.DE

1D
0.30%
1M
-0.33%
YTD
-1.47%
6M
-1.22%
1Y
6.53%
3Y*
9.08%
5Y*
10Y*

EXH3.DE

1D
-0.56%
1M
-0.74%
YTD
0.79%
6M
0.79%
1Y
-9.06%
3Y*
-5.22%
5Y*
-3.23%
10Y*
1.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELC.DE vs. EXH3.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
WELC.DE
Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist
-1.47%-5.06%29.51%30.69%-8.13%
EXH3.DE
iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE)
0.79%0.44%-10.82%-2.05%2.71%

Correlation

The correlation between WELC.DE and EXH3.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.22

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

0.25

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

WELC.DE vs. EXH3.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: 1515
Overall Rank
WELC.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
WELC.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
WELC.DE Omega Ratio Rank: 1515
Omega Ratio Rank
WELC.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
WELC.DE Martin Ratio Rank: 1515
Martin Ratio Rank

EXH3.DE
EXH3.DE Risk / Return Rank: 44
Overall Rank
EXH3.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
EXH3.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
EXH3.DE Omega Ratio Rank: 44
Omega Ratio Rank
EXH3.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
EXH3.DE Martin Ratio Rank: 44
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. EXH3.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 STOXX Europe 600 Food & Beverage UCITS ETF (DE) (EXH3.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.DEEXH3.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.99

Sortino ratioReturn per unit of downside risk

+1.44

Omega ratioGain probability vs. loss probability

1.08

0.91

+0.17

Calmar ratioReturn relative to maximum drawdown

0.44

-0.68

+1.12

Martin ratioReturn relative to average drawdown

1.21

-1.07

+2.28

WELC.DE vs. EXH3.DE - Sharpe Ratio Comparison

The current WELC.DE Sharpe Ratio is 0.39, which is higher than the EXH3.DE Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of WELC.DE and EXH3.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.


Loading charts...

Sharpe Ratios by Period


WELC.DEEXH3.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

-0.59

+0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.40

+0.20

Drawdowns

WELC.DE vs. EXH3.DE - Drawdown Comparison

The maximum WELC.DE drawdown since its inception was -28.15%, smaller than the maximum EXH3.DE drawdown of -39.85%. Use the drawdown chart below to compare losses from any high point for WELC.DE and EXH3.DE.


Loading charts...

Drawdown Indicators


WELC.DEEXH3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.15%

-39.85%

+11.70%

Max Drawdown (1Y)

Largest decline over 1 year

-14.64%

-13.35%

-1.29%

Max Drawdown (3Y)

Largest decline over 3 years

-28.15%

-21.11%

-7.04%

Max Drawdown (5Y)

Largest decline over 5 years

-28.68%

Max Drawdown (10Y)

Largest decline over 10 years

-30.20%

Current Drawdown

Current decline from peak

-10.11%

-24.50%

+14.39%

Average Drawdown

Average peak-to-trough decline

-6.71%

-8.56%

+1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.38%

8.42%

-3.04%

Volatility

WELC.DE vs. EXH3.DE - Volatility Comparison

The current volatility for Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist (WELC.DE) is 4.86%, while iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE) (EXH3.DE) has a volatility of 5.17%. This indicates that WELC.DE experiences smaller price fluctuations and is considered to be less risky than EXH3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WELC.DEEXH3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

5.17%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

11.62%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

16.52%

15.26%

+1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.03%

14.07%

+3.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

14.41%

+3.62%

WELC.DE vs. EXH3.DE - Expense Ratio Comparison

WELC.DE has a 0.18% expense ratio, which is lower than EXH3.DE's 0.46% expense ratio.


Dividends

WELC.DE vs. EXH3.DE - Dividend Comparison

WELC.DE's dividend yield for the trailing twelve months is around 0.81%, less than EXH3.DE's 2.16% yield.


PositionTTM20252024202320222021202020192018201720162015
EXH3.DE
iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE)
2.16%2.10%2.16%1.70%1.56%0.88%1.45%1.46%1.70%2.08%2.45%2.52%
WELC.DE
Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist
0.81%0.93%0.83%0.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WELC.DE and EXH3.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WELC.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WELC.DE is cheaper with a 0.18% expense ratio, compared with 0.46% for EXH3.DE.

WELC.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Discretionary, while EXH3.DE tracks STOXX® Europe 600 Food & Beverage. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for WELC.DE and 0.46% for EXH3.DE.

Portfolio Optimizer

Find the right allocation for WELC.DE and EXH3.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer