PortfoliosLab logoPortfoliosLab logo
WELE.DE vs. IBCK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WELE.DE vs. IBCK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P 500 Equal Weight ESG UCITS ETF Acc (WELE.DE) and iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WELE.DE achieves a 8.45% return, which is significantly higher than IBCK.DE's 5.14% return.


WELE.DE

1D
0.41%
1M
4.81%
YTD
8.45%
6M
9.89%
1Y
18.08%
3Y*
11.24%
5Y*
10Y*

IBCK.DE

1D
0.27%
1M
4.51%
YTD
5.14%
6M
5.73%
1Y
9.44%
3Y*
10.94%
5Y*
9.91%
10Y*
10.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELE.DE vs. IBCK.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
WELE.DE
Amundi S&P 500 Equal Weight ESG UCITS ETF Acc
8.45%0.70%16.40%10.64%6.39%
IBCK.DE
iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)
5.14%-0.69%25.61%6.20%4.13%

Correlation

The correlation between WELE.DE and IBCK.DE is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.78

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2022

0.80

The correlation between WELE.DE and IBCK.DE has been stable across timeframes, ranging from 0.75 to 0.80 - a consistent structural relationship.

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

WELE.DE vs. IBCK.DE — Risk / Return Rank

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

WELE.DE
WELE.DE Risk / Return Rank: 5050
Overall Rank
WELE.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
WELE.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
WELE.DE Omega Ratio Rank: 4545
Omega Ratio Rank
WELE.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
WELE.DE Martin Ratio Rank: 5454
Martin Ratio Rank

IBCK.DE
IBCK.DE Risk / Return Rank: 3232
Overall Rank
IBCK.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IBCK.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
IBCK.DE Omega Ratio Rank: 2929
Omega Ratio Rank
IBCK.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
IBCK.DE Martin Ratio Rank: 3535
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.

WELE.DE vs. IBCK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Equal Weight ESG UCITS ETF Acc (WELE.DE) and iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.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.


WELE.DEIBCK.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.28

1.19

+0.09

Calmar ratioReturn relative to maximum drawdown

2.87

1.83

+1.04

Martin ratioReturn relative to average drawdown

9.27

5.31

+3.96

WELE.DE vs. IBCK.DE - Sharpe Ratio Comparison

The current WELE.DE Sharpe Ratio is 1.59, which is higher than the IBCK.DE Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of WELE.DE and IBCK.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


WELE.DEIBCK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.07

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.88

-0.15

Drawdowns

WELE.DE vs. IBCK.DE - Drawdown Comparison

The maximum WELE.DE drawdown since its inception was -23.73%, smaller than the maximum IBCK.DE drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for WELE.DE and IBCK.DE.


Loading charts...

Drawdown Indicators


WELE.DEIBCK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.73%

-33.11%

+9.38%

Max Drawdown (1Y)

Largest decline over 1 year

-6.28%

-5.08%

-1.20%

Max Drawdown (3Y)

Largest decline over 3 years

-23.73%

-17.55%

-6.18%

Max Drawdown (5Y)

Largest decline over 5 years

-17.55%

Max Drawdown (10Y)

Largest decline over 10 years

-33.11%

Current Drawdown

Current decline from peak

0.00%

-0.47%

+0.47%

Average Drawdown

Average peak-to-trough decline

-5.63%

-4.50%

-1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

1.75%

+0.20%

Volatility

WELE.DE vs. IBCK.DE - Volatility Comparison

Amundi S&P 500 Equal Weight ESG UCITS ETF Acc (WELE.DE) and iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) have volatilities of 2.24% and 2.26%, 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.


Loading charts...

Volatility by Period


WELE.DEIBCK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.24%

2.26%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.47%

5.71%

+1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

11.35%

8.73%

+2.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

12.37%

+2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.41%

14.02%

+0.39%

WELE.DE vs. IBCK.DE - Expense Ratio Comparison

WELE.DE has a 0.18% expense ratio, which is lower than IBCK.DE's 0.20% 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

WELE.DE vs. IBCK.DE - Dividend Comparison

Neither WELE.DE nor IBCK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WELE.DE and IBCK.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

WELE.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for IBCK.DE.

WELE.DE tracks S&P 500 Equal Weight ESG Leaders Select, while IBCK.DE tracks S&P 500 Minimum Volatility. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for WELE.DE and 0.20% for IBCK.DE.

Portfolio Optimizer

Find the right allocation for WELE.DE and IBCK.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