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WELE.DE vs. VADDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

WELE.DE vs. VADDX

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi S&P 500 Equal Weight ESG UCITS ETF Acc (WELE.DE) and Invesco Equally-Weighted S&P 500 Fund (VADDX).

WELE.DE is a passively managed fund by Amundi that tracks the performance of the S&P 500 Equal Weight ESG Leaders Select. It was launched on Jun 22, 2023. VADDX is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight Index. It was launched on Jul 28, 1997. Both WELE.DE and VADDX 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

WELE.DE vs. VADDX - 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 Invesco Equally-Weighted S&P 500 Fund (VADDX). The values are adjusted to include any dividend payments, if applicable.

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WELE.DE vs. VADDX - Yearly Performance Comparison

2026 (YTD)2025202420232022
WELE.DE
Amundi S&P 500 Equal Weight ESG UCITS ETF Acc		-0.60%0.70%16.40%10.64%6.39%
VADDX
Invesco Equally-Weighted S&P 500 Fund		2.27%-2.03%20.12%10.17%5.48%
Different Trading Currencies

WELE.DE is traded in EUR, while VADDX is traded in USD. To make them comparable, the VADDX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WELE.DE achieves a -0.60% return, which is significantly lower than VADDX's 2.27% return.

WELE.DE

1D
1.34%
1M
-4.92%
YTD
-0.60%
6M
2.80%
1Y
5.05%
3Y*
8.59%
5Y*
—
10Y*
—

VADDX

1D
1.23%
1M
-4.73%
YTD
2.27%
6M
3.31%
1Y
5.06%
3Y*
9.29%
5Y*
8.11%
10Y*
10.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

Amundi S&P 500 Equal Weight ESG UCITS ETF Acc

Invesco Equally-Weighted S&P 500 Fund

Often compared with WELE.DE:
WELE.DE vs. SPEX.LWELE.DE vs. SP2Q.DEWELE.DE vs. EWSP.LWELE.DE vs. VUAA.DEWELE.DE vs. EFRW.DEWELE.DE vs. QDVD.DEWELE.DE vs. UBU9.DE
Often compared with VADDX:
VADDX vs. VADAXVADDX vs. VOOVADDX vs. ^SPXEWVADDX vs. SWPPXVADDX vs. SPYVADDX vs. IVVVADDX vs. FXAIX

WELE.DE vs. VADDX - Expense Ratio Comparison

WELE.DE has a 0.18% expense ratio, which is lower than VADDX's 0.27% 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%.

VADDX
Invesco Equally-Weighted S&P 500 Fund
WELE.DE
Amundi S&P 500 Equal Weight ESG UCITS ETF Acc

Return for Risk

WELE.DE vs. VADDX — 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: 2121
Overall Rank
WELE.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
WELE.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
WELE.DE Omega Ratio Rank: 1919
Omega Ratio Rank
WELE.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
WELE.DE Martin Ratio Rank: 2525
Martin Ratio Rank
VADDX
VADDX Risk / Return Rank: 3232
Overall Rank
VADDX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VADDX Sortino Ratio Rank: 3131
Sortino Ratio Rank
VADDX Omega Ratio Rank: 3030
Omega Ratio Rank
VADDX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VADDX Martin Ratio Rank: 3838
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. VADDX - 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 Invesco Equally-Weighted S&P 500 Fund (VADDX). 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.DEVADDXDifference

Sharpe ratio

Return per unit of total volatility

0.30

0.28

+0.02

Sortino ratio

Return per unit of downside risk

0.51

0.51

-0.01

Omega ratio

Gain probability vs. loss probability

1.07

1.08

0.00

Calmar ratio

Return relative to maximum drawdown

0.54

0.31

+0.23

Martin ratio

Return relative to average drawdown

2.10

1.18

+0.92

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WELE.DE vs. VADDX - Sharpe Ratio Comparison

The current WELE.DE Sharpe Ratio is 0.30, which is comparable to the VADDX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of WELE.DE and VADDX, 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

WELE.DEVADDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

0.28

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.51

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.57

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.46

+0.13

Correlation

The correlation between WELE.DE and VADDX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

WELE.DE vs. VADDX - Dividend Comparison

WELE.DE has not paid dividends to shareholders, while VADDX's dividend yield for the trailing twelve months is around 10.03%.

TTM20252024202320222021202020192018201720162015
WELE.DE
Amundi S&P 500 Equal Weight ESG UCITS ETF Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VADDX
Invesco Equally-Weighted S&P 500 Fund		10.03%10.09%8.88%4.86%8.45%9.92%6.38%4.68%7.13%2.97%0.30%2.98%

Drawdowns

WELE.DE vs. VADDX - Drawdown Comparison

The maximum WELE.DE drawdown since its inception was -23.73%, smaller than the maximum VADDX drawdown of -57.21%. Use the drawdown chart below to compare losses from any high point for WELE.DE and VADDX.

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Drawdown Indicators

WELE.DEVADDXDifference

Max Drawdown

Largest peak-to-trough decline

-23.73%

-60.12%

+36.39%

Max Drawdown (1Y)

Largest decline over 1 year

-14.63%

-12.61%

-2.02%

Max Drawdown (5Y)

Largest decline over 5 years

—

-21.58%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-39.39%

—

Current Drawdown

Current decline from peak

-6.00%

-5.99%

-0.01%

Average Drawdown

Average peak-to-trough decline

-5.79%

-7.03%

+1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.80%

-0.32%

Volatility

WELE.DE vs. VADDX - Volatility Comparison

Amundi S&P 500 Equal Weight ESG UCITS ETF Acc (WELE.DE) and Invesco Equally-Weighted S&P 500 Fund (VADDX) have volatilities of 3.65% and 3.54%, 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

WELE.DEVADDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

3.54%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

9.25%

-1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

16.90%

19.43%

-2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.59%

15.98%

-1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.59%

18.99%

-4.40%