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WELC.DE vs. XDWS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WELC.DE vs. XDWS.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 Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.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, WELC.DE achieves a -1.47% return, which is significantly lower than XDWS.DE's 4.43% return.


WELC.DE

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

XDWS.DE

1D
-0.24%
1M
-2.22%
YTD
4.43%
6M
3.49%
1Y
0.24%
3Y*
3.32%
5Y*
4.93%
10Y*
5.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELC.DE vs. XDWS.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%
XDWS.DE
Xtrackers MSCI World Consumer Staples UCITS ETF 1C
4.43%-3.34%12.56%-1.53%2.09%

Correlation

The correlation between WELC.DE and XDWS.DE is 0.07, 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

0.07

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

0.19

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

0.22

The correlation between WELC.DE and XDWS.DE shifts across timeframes, from 0.07 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WELC.DE vs. XDWS.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

XDWS.DE
XDWS.DE Risk / Return Rank: 88
Overall Rank
XDWS.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XDWS.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XDWS.DE Omega Ratio Rank: 88
Omega Ratio Rank
XDWS.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
XDWS.DE Martin Ratio Rank: 88
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. XDWS.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 Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.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.DEXDWS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.68

Omega ratioGain probability vs. loss probability

1.08

1.00

+0.08

Calmar ratioReturn relative to maximum drawdown

0.44

-0.10

+0.54

Martin ratioReturn relative to average drawdown

1.21

-0.20

+1.41

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

The current WELC.DE Sharpe Ratio is 0.39, which is higher than the XDWS.DE Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of WELC.DE and XDWS.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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Sharpe Ratios by Period


WELC.DEXDWS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

-0.07

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.45

+0.15

Drawdowns

WELC.DE vs. XDWS.DE - Drawdown Comparison

The maximum WELC.DE drawdown since its inception was -28.15%, which is greater than XDWS.DE's maximum drawdown of -22.95%. Use the drawdown chart below to compare losses from any high point for WELC.DE and XDWS.DE.


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Drawdown Indicators


WELC.DEXDWS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.15%

-22.95%

-5.20%

Max Drawdown (1Y)

Largest decline over 1 year

-14.64%

-8.78%

-5.86%

Max Drawdown (3Y)

Largest decline over 3 years

-28.15%

-11.90%

-16.25%

Max Drawdown (5Y)

Largest decline over 5 years

-12.47%

Max Drawdown (10Y)

Largest decline over 10 years

-22.95%

Current Drawdown

Current decline from peak

-10.11%

-7.60%

-2.51%

Average Drawdown

Average peak-to-trough decline

-6.71%

-5.04%

-1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.38%

4.34%

+1.04%

Volatility

WELC.DE vs. XDWS.DE - Volatility Comparison

Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist (WELC.DE) and Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) have volatilities of 4.86% and 5.00%, 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


WELC.DEXDWS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

5.00%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

10.01%

+2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

16.52%

12.06%

+4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.03%

11.35%

+6.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

12.19%

+5.84%

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

WELC.DE has a 0.18% expense ratio, which is lower than XDWS.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

WELC.DE vs. XDWS.DE - Dividend Comparison

WELC.DE's dividend yield for the trailing twelve months is around 0.81%, while XDWS.DE has not paid dividends to shareholders.


PositionTTM202520242023
WELC.DE
Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist
0.81%0.93%0.83%0.73%
XDWS.DE
Xtrackers MSCI World Consumer Staples UCITS ETF 1C
0.00%0.00%0.00%0.00%

Frequently Asked Questions


WELC.DE and XDWS.DE have a correlation of 0.07, 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 0.25% for XDWS.DE.

WELC.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Discretionary, while XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.18% for WELC.DE and 0.25% for XDWS.DE.

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