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

Performance

WELH.DE vs. ZPDI.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 State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc) (ZPDI.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with WELH.DE having a 18.24% return and ZPDI.DE slightly lower at 18.03%.


WELH.DE

1D
0.00%
1M
2.12%
6M
13.40%
YTD
18.24%
1Y
25.01%
3Y*
17.67%
5Y*
10Y*

ZPDI.DE

1D
-0.73%
1M
1.70%
6M
12.06%
YTD
18.03%
1Y
22.04%
3Y*
18.95%
5Y*
13.91%
10Y*
13.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
WELH.DE
Amundi S&P Global Industrials ESG UCITS ETF EUR Acc
18.24%9.85%16.48%19.96%2.78%
ZPDI.DE
State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc)
18.03%6.82%23.74%13.82%3.45%

Correlation

The correlation between WELH.DE and ZPDI.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

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

0.85

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2022

0.83

The correlation between WELH.DE and ZPDI.DE has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

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Return for Risk

WELH.DE vs. ZPDI.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: 6161
Overall Rank
WELH.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
WELH.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
WELH.DE Omega Ratio Rank: 5656
Omega Ratio Rank
WELH.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
WELH.DE Martin Ratio Rank: 6565
Martin Ratio Rank

ZPDI.DE
ZPDI.DE Risk / Return Rank: 5454
Overall Rank
ZPDI.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
ZPDI.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
ZPDI.DE Omega Ratio Rank: 4848
Omega Ratio Rank
ZPDI.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
ZPDI.DE Martin Ratio Rank: 5656
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. ZPDI.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 State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc) (ZPDI.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.


WELH.DEZPDI.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.28

1.26

+0.03

Calmar ratioReturn relative to maximum drawdown

2.53

2.49

+0.05

Martin ratioReturn relative to average drawdown

9.39

8.07

+1.32

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

The current WELH.DE Sharpe Ratio is 1.60, which is comparable to the ZPDI.DE Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of WELH.DE and ZPDI.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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Drawdowns

WELH.DE vs. ZPDI.DE - Drawdown Comparison

The maximum WELH.DE drawdown since its inception was -20.70%, smaller than the maximum ZPDI.DE drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for WELH.DE and ZPDI.DE.


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Drawdown Indicators


WELH.DEZPDI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.70%

-41.62%

+20.92%

Max Drawdown (1Y)

Largest decline over 1 year

-9.84%

-8.83%

-1.01%

Max Drawdown (3Y)

Largest decline over 3 years

-20.70%

-22.54%

+1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-22.54%

Max Drawdown (10Y)

Largest decline over 10 years

-41.62%

Current Drawdown

Current decline from peak

-2.16%

-3.51%

+1.35%

Average Drawdown

Average peak-to-trough decline

-2.60%

-5.94%

+3.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

2.72%

-0.06%

Volatility

WELH.DE vs. ZPDI.DE - Volatility Comparison

Amundi S&P Global Industrials ESG UCITS ETF EUR Acc (WELH.DE) and State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc) (ZPDI.DE) have volatilities of 4.77% and 4.90%, 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


WELH.DEZPDI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

4.90%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.81%

11.76%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

15.58%

15.11%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.46%

16.80%

-1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.46%

20.52%

-5.06%

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

WELH.DE has a 0.18% expense ratio, which is higher than ZPDI.DE's 0.15% 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. ZPDI.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


WELH.DE and ZPDI.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPDI.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPDI.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for WELH.DE.

WELH.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Industrials, while ZPDI.DE tracks S&P Industrials Select Sector Daily Capped 35/20 Index. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.18% for WELH.DE and 0.15% for ZPDI.DE.

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