WELH.DE vs. 18MK.DE
WELH.DE (Amundi S&P Global Industrials ESG UCITS ETF EUR Acc) and 18MK.DE (Amundi MSCI India UCITS ETF EUR) are both exchange-traded funds - WELH.DE is a Industrials Equities fund tracking the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Industrials, while 18MK.DE is a Asia Pacific Equities fund tracking the MSCI India. Both are passively managed. Over the past 3 years, WELH.DE returned 17.39%/yr vs 1.67%/yr for 18MK.DE. At a 0.37 correlation, their price movements are largely independent. WELH.DE charges 0.18%/yr vs 0.80%/yr for 18MK.DE.
Performance
WELH.DE vs. 18MK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WELH.DE achieves a 15.64% return, which is significantly higher than 18MK.DE's -11.57% return.
WELH.DE
- 1D
- 0.12%
- 1M
- 0.12%
- YTD
- 15.64%
- 6M
- 15.66%
- 1Y
- 23.77%
- 3Y*
- 17.39%
- 5Y*
- —
- 10Y*
- —
18MK.DE
- 1D
- 0.68%
- 1M
- -3.98%
- YTD
- -11.57%
- 6M
- -13.20%
- 1Y
- -15.27%
- 3Y*
- 1.67%
- 5Y*
- 3.55%
- 10Y*
- 6.21%
WELH.DE vs. 18MK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WELH.DE Amundi S&P Global Industrials ESG UCITS ETF EUR Acc | 15.64% | 9.85% | 16.48% | 19.96% | 7.75% |
18MK.DE Amundi MSCI India UCITS ETF EUR | -11.57% | -10.32% | 16.35% | 14.11% | -5.10% |
Correlation
The correlation between WELH.DE and 18MK.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022 | 0.37 |
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Return for Risk
WELH.DE vs. 18MK.DE — Risk / Return Rank
WELH.DE
18MK.DE
WELH.DE vs. 18MK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Industrials ESG UCITS ETF EUR Acc (WELH.DE) and Amundi MSCI India UCITS ETF EUR (18MK.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.
| WELH.DE | 18MK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.49 | ||
| Sortino ratioReturn per unit of downside risk | +3.65 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.87 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | -0.72 | +3.16 |
| Martin ratioReturn relative to average drawdown | 8.98 | -1.54 | +10.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WELH.DE | 18MK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | -0.89 | +2.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.21 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.26 | 0.25 | +1.02 |
Drawdowns
WELH.DE vs. 18MK.DE - Drawdown Comparison
The maximum WELH.DE drawdown since its inception was -20.70%, smaller than the maximum 18MK.DE drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for WELH.DE and 18MK.DE.
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Drawdown Indicators
| WELH.DE | 18MK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.70% | -42.41% | +21.71% |
Max Drawdown (1Y)Largest decline over 1 year | -9.84% | -20.43% | +10.59% |
Max Drawdown (3Y)Largest decline over 3 years | -20.70% | -29.72% | +9.02% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.72% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.56% | — |
Current DrawdownCurrent decline from peak | 0.00% | -26.69% | +26.69% |
Average DrawdownAverage peak-to-trough decline | -2.65% | -12.59% | +9.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 9.60% | -6.93% |
Volatility
WELH.DE vs. 18MK.DE - Volatility Comparison
The current volatility for Amundi S&P Global Industrials ESG UCITS ETF EUR Acc (WELH.DE) is 3.89%, while Amundi MSCI India UCITS ETF EUR (18MK.DE) has a volatility of 5.23%. This indicates that WELH.DE experiences smaller price fluctuations and is considered to be less risky than 18MK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WELH.DE | 18MK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 5.23% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 12.20% | 13.99% | -1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.98% | 16.62% | -1.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.28% | 16.58% | -1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.28% | 20.29% | -5.01% |
WELH.DE vs. 18MK.DE - Expense Ratio Comparison
WELH.DE has a 0.18% expense ratio, which is lower than 18MK.DE's 0.80% expense ratio.
Dividends
WELH.DE vs. 18MK.DE - Dividend Comparison
Neither WELH.DE nor 18MK.DE has paid dividends to shareholders.
Frequently Asked Questions
WELH.DE and 18MK.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WELH.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WELH.DE is cheaper with a 0.18% expense ratio, compared with 0.80% for 18MK.DE.
WELH.DE is categorized as Industrials Equities, while 18MK.DE is Asia Pacific Equities. WELH.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Industrials, while 18MK.DE tracks MSCI India. Their fees differ too: 0.18% for WELH.DE and 0.80% for 18MK.DE.
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