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WELI.DE vs. DXSL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WELI.DE vs. DXSL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Global Materials ESG UCITS ETF EUR Acc (WELI.DE) and Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.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, WELI.DE achieves a 16.84% return, which is significantly higher than DXSL.DE's 8.84% return.


WELI.DE

1D
-0.41%
1M
2.27%
YTD
16.84%
6M
21.11%
1Y
32.05%
3Y*
13.20%
5Y*
10Y*

DXSL.DE

1D
0.45%
1M
-3.07%
YTD
8.84%
6M
10.48%
1Y
14.26%
3Y*
14.15%
5Y*
9.06%
10Y*
11.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELI.DE vs. DXSL.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
WELI.DE
Amundi S&P Global Materials ESG UCITS ETF EUR Acc
16.84%14.91%-0.52%10.29%9.11%
DXSL.DE
Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C
8.84%15.36%9.82%24.09%12.42%

Correlation

The correlation between WELI.DE and DXSL.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 (3Y)
Calculated over the trailing 3-year period

0.67

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

0.68

The correlation between WELI.DE and DXSL.DE has been stable across timeframes, ranging from 0.63 to 0.68 - a consistent structural relationship.

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Return for Risk

WELI.DE vs. DXSL.DE — Risk / Return Rank

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

WELI.DE
WELI.DE Risk / Return Rank: 5151
Overall Rank
WELI.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
WELI.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
WELI.DE Omega Ratio Rank: 5050
Omega Ratio Rank
WELI.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
WELI.DE Martin Ratio Rank: 5353
Martin Ratio Rank

DXSL.DE
DXSL.DE Risk / Return Rank: 2424
Overall Rank
DXSL.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
DXSL.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
DXSL.DE Omega Ratio Rank: 2323
Omega Ratio Rank
DXSL.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
DXSL.DE Martin Ratio Rank: 2828
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.

WELI.DE vs. DXSL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Materials ESG UCITS ETF EUR Acc (WELI.DE) and Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.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.


WELI.DEDXSL.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.02

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

1.31

1.15

+0.16

Calmar ratioReturn relative to maximum drawdown

2.21

1.10

+1.10

Martin ratioReturn relative to average drawdown

8.95

3.89

+5.06

WELI.DE vs. DXSL.DE - Sharpe Ratio Comparison

The current WELI.DE Sharpe Ratio is 1.78, which is higher than the DXSL.DE Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of WELI.DE and DXSL.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


WELI.DEDXSL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

0.75

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.38

+0.48

Drawdowns

WELI.DE vs. DXSL.DE - Drawdown Comparison

The maximum WELI.DE drawdown since its inception was -21.14%, smaller than the maximum DXSL.DE drawdown of -58.54%. Use the drawdown chart below to compare losses from any high point for WELI.DE and DXSL.DE.


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Drawdown Indicators


WELI.DEDXSL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.14%

-58.54%

+37.40%

Max Drawdown (1Y)

Largest decline over 1 year

-14.69%

-13.21%

-1.48%

Max Drawdown (3Y)

Largest decline over 3 years

-21.14%

-20.06%

-1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-31.06%

Max Drawdown (10Y)

Largest decline over 10 years

-41.92%

Current Drawdown

Current decline from peak

-1.73%

-3.07%

+1.34%

Average Drawdown

Average peak-to-trough decline

-4.51%

-10.00%

+5.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

3.75%

-0.12%

Volatility

WELI.DE vs. DXSL.DE - Volatility Comparison

Amundi S&P Global Materials ESG UCITS ETF EUR Acc (WELI.DE) has a higher volatility of 6.48% compared to Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) at 6.00%. This indicates that WELI.DE's price experiences larger fluctuations and is considered to be riskier than DXSL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WELI.DEDXSL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.48%

6.00%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

15.53%

15.78%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

18.23%

19.33%

-1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.10%

19.22%

-3.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.10%

19.64%

-3.54%

WELI.DE vs. DXSL.DE - Expense Ratio Comparison

WELI.DE has a 0.18% expense ratio, which is higher than DXSL.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

WELI.DE vs. DXSL.DE - Dividend Comparison

Neither WELI.DE nor DXSL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WELI.DE and DXSL.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.

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

DXSL.DE is cheaper with a 0.17% expense ratio, compared with 0.18% for WELI.DE.

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

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