WELE.DE vs. XDRE.DE
WELE.DE (Amundi S&P 500 Equal Weight ESG UCITS ETF Acc) and XDRE.DE (Xtrackers Developed Green Real Estate ESG UCITS ETF 1C) are both exchange-traded funds - WELE.DE is a ESG fund tracking the S&P 500 Equal Weight ESG Leaders Select Index, while XDRE.DE is a REIT fund tracking the Dow Jones Developed Green Real Estate Index. Both are passively managed. Over the past year, WELE.DE returned 22.80% vs 17.57% for XDRE.DE. A 0.68 correlation means they provide meaningful diversification when combined. Both charge a 0.18% expense ratio.
Performance
WELE.DE vs. XDRE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WELE.DE achieves a 12.37% return, which is significantly lower than XDRE.DE's 13.27% return.
WELE.DE
- 1D
- 0.00%
- 1M
- 5.09%
- YTD
- 12.37%
- 6M
- 13.05%
- 1Y
- 22.80%
- 3Y*
- 12.68%
- 5Y*
- —
- 10Y*
- —
XDRE.DE
- 1D
- 0.00%
- 1M
- 3.92%
- YTD
- 13.27%
- 6M
- 14.77%
- 1Y
- 17.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WELE.DE vs. XDRE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WELE.DE Amundi S&P 500 Equal Weight ESG UCITS ETF Acc | 12.37% | 0.70% | -2.14% |
XDRE.DE Xtrackers Developed Green Real Estate ESG UCITS ETF 1C | 13.27% | -2.46% | -3.78% |
Correlation
The correlation between WELE.DE and XDRE.DE is 0.63, 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 | 0.63 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2024 | 0.68 |
The correlation between WELE.DE and XDRE.DE has been stable across timeframes, ranging from 0.63 to 0.68 - a consistent structural relationship.
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Return for Risk
WELE.DE vs. XDRE.DE — Risk / Return Rank
WELE.DE
XDRE.DE
WELE.DE vs. XDRE.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 Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WELE.DE | XDRE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.27 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 2.60 | +1.05 |
| Martin ratioReturn relative to average drawdown | 12.10 | 8.91 | +3.19 |
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Drawdowns
WELE.DE vs. XDRE.DE - Drawdown Comparison
The maximum WELE.DE drawdown since its inception was -23.73%, which is greater than XDRE.DE's maximum drawdown of -20.91%. Use the drawdown chart below to compare losses from any high point for WELE.DE and XDRE.DE.
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Drawdown Indicators
| WELE.DE | XDRE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.73% | -20.91% | -2.82% |
Max Drawdown (1Y)Largest decline over 1 year | -6.28% | -6.79% | +0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -23.73% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.55% | -7.93% | +2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 1.99% | -0.10% |
Volatility
WELE.DE vs. XDRE.DE - Volatility Comparison
The current volatility for Amundi S&P 500 Equal Weight ESG UCITS ETF Acc (WELE.DE) is 2.45%, while Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) has a volatility of 3.67%. This indicates that WELE.DE experiences smaller price fluctuations and is considered to be less risky than XDRE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WELE.DE | XDRE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.45% | 3.67% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 7.84% | 8.99% | -1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.50% | 11.63% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.39% | 14.06% | +0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.39% | 14.06% | +0.33% |
WELE.DE vs. XDRE.DE - Expense Ratio Comparison
Both WELE.DE and XDRE.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
WELE.DE vs. XDRE.DE - Dividend Comparison
Neither WELE.DE nor XDRE.DE has paid dividends to shareholders.
Frequently Asked Questions
WELE.DE and XDRE.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
WELE.DE and XDRE.DE have the same expense ratio: 0.18% per year.
WELE.DE is categorized as ESG, while XDRE.DE is REIT. WELE.DE tracks S&P 500 Equal Weight ESG Leaders Select Index, while XDRE.DE tracks Dow Jones Developed Green Real Estate Index. They also come from different issuers: Amundi and Xtrackers.
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