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

Performance

WELE.DE vs. VUAA.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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). The values are adjusted to include any dividend payments, if applicable.

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WELE.DE vs. VUAA.DE - 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%
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
-2.97%4.68%32.33%22.52%1.07%

Returns By Period

In the year-to-date period, WELE.DE achieves a -0.60% return, which is significantly higher than VUAA.DE's -2.97% return.


WELE.DE

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

VUAA.DE

1D
1.73%
1M
-3.11%
YTD
-2.97%
6M
0.07%
1Y
10.21%
3Y*
16.08%
5Y*
12.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

WELE.DE has a 0.18% expense ratio, which is higher than VUAA.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

WELE.DE vs. VUAA.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: 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

VUAA.DE
VUAA.DE Risk / Return Rank: 3636
Overall Rank
VUAA.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VUAA.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
VUAA.DE Omega Ratio Rank: 3131
Omega Ratio Rank
VUAA.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
VUAA.DE Martin Ratio Rank: 4545
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. VUAA.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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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.DEVUAA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.30

0.60

-0.30

Sortino ratio

Return per unit of downside risk

0.51

0.90

-0.40

Omega ratio

Gain probability vs. loss probability

1.07

1.13

-0.06

Calmar ratio

Return relative to maximum drawdown

0.54

1.22

-0.68

Martin ratio

Return relative to average drawdown

2.10

4.41

-2.31

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

The current WELE.DE Sharpe Ratio is 0.30, which is lower than the VUAA.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of WELE.DE and VUAA.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.


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Sharpe Ratios by Period


WELE.DEVUAA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

0.60

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.69

-0.10

Correlation

The correlation between WELE.DE and VUAA.DE is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WELE.DE vs. VUAA.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

WELE.DE vs. VUAA.DE - Drawdown Comparison

The maximum WELE.DE drawdown since its inception was -23.73%, smaller than the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for WELE.DE and VUAA.DE.


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Drawdown Indicators


WELE.DEVUAA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.73%

-33.67%

+9.94%

Max Drawdown (1Y)

Largest decline over 1 year

-14.63%

-13.45%

-1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-23.33%

Current Drawdown

Current decline from peak

-6.00%

-5.19%

-0.81%

Average Drawdown

Average peak-to-trough decline

-5.79%

-5.18%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.31%

+0.17%

Volatility

WELE.DE vs. VUAA.DE - Volatility Comparison

Amundi S&P 500 Equal Weight ESG UCITS ETF Acc (WELE.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) have volatilities of 3.65% and 3.84%, 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.DEVUAA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

3.84%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

8.66%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

16.90%

17.07%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.59%

15.15%

-0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.59%

17.76%

-3.17%