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WELH.DE vs. DXSC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WELH.DE vs. DXSC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Global Industrials ESG UCITS ETF EUR Acc (WELH.DE) and Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE). The values are adjusted to include any dividend payments, if applicable.

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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 DXSC.DE's 8.73% return.


WELH.DE

1D
0.12%
1M
0.12%
YTD
15.64%
6M
15.66%
1Y
23.77%
3Y*
17.39%
5Y*
10Y*

DXSC.DE

1D
-0.44%
1M
3.67%
YTD
8.73%
6M
11.15%
1Y
7.84%
3Y*
9.32%
5Y*
4.03%
10Y*
12.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELH.DE vs. DXSC.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
WELH.DE
Amundi S&P Global Industrials ESG UCITS ETF EUR Acc
15.64%9.85%16.48%19.96%7.75%
DXSC.DE
Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C
8.73%8.23%-1.25%18.77%10.23%

Correlation

The correlation between WELH.DE and DXSC.DE is 0.62, 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

0.62

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

0.61

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2022

0.63

The correlation between WELH.DE and DXSC.DE has been stable across timeframes, ranging from 0.61 to 0.63 - a consistent structural relationship.

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Return for Risk

WELH.DE vs. DXSC.DE — Risk / Return Rank

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

WELH.DE
WELH.DE Risk / Return Rank: 4949
Overall Rank
WELH.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
WELH.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
WELH.DE Omega Ratio Rank: 4646
Omega Ratio Rank
WELH.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
WELH.DE Martin Ratio Rank: 5353
Martin Ratio Rank

DXSC.DE
DXSC.DE Risk / Return Rank: 1717
Overall Rank
DXSC.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
DXSC.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
DXSC.DE Omega Ratio Rank: 1616
Omega Ratio Rank
DXSC.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
DXSC.DE Martin Ratio Rank: 1818
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.

WELH.DE vs. DXSC.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 Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.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.DEDXSC.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.11

Sortino ratioReturn per unit of downside risk

+1.62

Omega ratioGain probability vs. loss probability

1.29

1.10

+0.19

Calmar ratioReturn relative to maximum drawdown

2.43

0.58

+1.86

Martin ratioReturn relative to average drawdown

8.98

1.79

+7.19

WELH.DE vs. DXSC.DE - Sharpe Ratio Comparison

The current WELH.DE Sharpe Ratio is 1.60, which is higher than the DXSC.DE Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of WELH.DE and DXSC.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.


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Sharpe Ratios by Period


WELH.DEDXSC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

0.49

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.26

0.07

+1.20

Drawdowns

WELH.DE vs. DXSC.DE - Drawdown Comparison

The maximum WELH.DE drawdown since its inception was -20.70%, smaller than the maximum DXSC.DE drawdown of -73.82%. Use the drawdown chart below to compare losses from any high point for WELH.DE and DXSC.DE.


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Drawdown Indicators


WELH.DEDXSC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.70%

-73.82%

+53.12%

Max Drawdown (1Y)

Largest decline over 1 year

-9.84%

-14.34%

+4.50%

Max Drawdown (3Y)

Largest decline over 3 years

-20.70%

-17.53%

-3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-25.63%

Max Drawdown (10Y)

Largest decline over 10 years

-44.96%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-2.65%

-30.18%

+27.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

4.61%

-1.94%

Volatility

WELH.DE vs. DXSC.DE - Volatility Comparison

The current volatility for Amundi S&P Global Industrials ESG UCITS ETF EUR Acc (WELH.DE) is 3.89%, while Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) has a volatility of 6.43%. This indicates that WELH.DE experiences smaller price fluctuations and is considered to be less risky than DXSC.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.DEDXSC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.89%

6.43%

-2.54%

Volatility (6M)

Calculated over the trailing 6-month period

12.20%

14.24%

-2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

14.98%

16.91%

-1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.28%

17.98%

-2.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.28%

23.78%

-8.50%

WELH.DE vs. DXSC.DE - Expense Ratio Comparison

WELH.DE has a 0.18% expense ratio, which is higher than DXSC.DE's 0.17% 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%.


Dividends

WELH.DE vs. DXSC.DE - Dividend Comparison

Neither WELH.DE nor DXSC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WELH.DE and DXSC.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DXSC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXSC.DE is cheaper with a 0.17% expense ratio, compared with 0.18% for WELH.DE.

WELH.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Industrials, while DXSC.DE tracks MSCI Europe Materials ESG Screened 20-35. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.18% for WELH.DE and 0.17% for DXSC.DE.

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