WELJ.DE vs. XDWS.DE

Last updated Jun 5, 2026

WELJ.DE (Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Acc) and XDWS.DE (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) are both Consumer Staples Equities funds - WELJ.DE tracks the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Discretionary while XDWS.DE tracks the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. Both are passively managed. Over the past 3 years, WELJ.DE returned 9.08%/yr vs 3.32%/yr for XDWS.DE. At a 0.22 correlation, their price movements are largely independent. WELJ.DE charges 0.18%/yr vs 0.25%/yr for XDWS.DE.

Performance

WELJ.DE vs. XDWS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Acc (WELJ.DE) and Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WELJ.DE achieves a -1.85% return, which is significantly lower than XDWS.DE's 4.43% return.

WELJ.DE

• 1D: 0.21%
• 1M: -0.53%
• YTD: -1.85%
• 6M: -2.00%
• 1Y: 6.67%
• 3Y*: 9.08%
• 5Y*: —
• 10Y*: —

XDWS.DE

• 1D: -0.24%
• 1M: -2.22%
• YTD: 4.43%
• 6M: 3.49%
• 1Y: 0.24%
• 3Y*: 3.32%
• 5Y*: 4.93%
• 10Y*: 5.34%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WELJ.DE vs. XDWS.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
WELJ.DE Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Acc	-1.85%	-4.79%	29.73%	30.43%	-8.02%
XDWS.DE Xtrackers MSCI World Consumer Staples UCITS ETF 1C	4.43%	-3.34%	12.56%	-1.53%	2.09%

Correlation

The correlation between WELJ.DE and XDWS.DE is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.20
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022	0.22

The correlation between WELJ.DE and XDWS.DE shifts across timeframes, from 0.06 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

Return for Risk

WELJ.DE vs. XDWS.DE — Risk / Return Rank

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

WELJ.DE

WELJ.DE Risk / Return Rank: 15
WELJ.DE Sharpe Ratio Rank: 15
WELJ.DE Sortino Ratio Rank: 15
WELJ.DE Omega Ratio Rank: 14
WELJ.DE Calmar Ratio Rank: 14
WELJ.DE Martin Ratio Rank: 15

XDWS.DE

XDWS.DE Risk / Return Rank: 8
XDWS.DE Sharpe Ratio Rank: 8
XDWS.DE Sortino Ratio Rank: 8
XDWS.DE Omega Ratio Rank: 8
XDWS.DE Calmar Ratio Rank: 8
XDWS.DE Martin Ratio Rank: 8

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.

WELJ.DE vs. XDWS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Acc (WELJ.DE) and Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.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.

	WELJ.DE	XDWS.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.38	-0.07	+0.45
Sortino ratio: Return per unit of downside risk	0.65	-0.02	+0.67
Omega ratio: Gain probability vs. loss probability	1.08	1.00	+0.08
Calmar ratio: Return relative to maximum drawdown	0.44	-0.10	+0.54
Martin ratio: Return relative to average drawdown	1.20	-0.20	+1.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WELJ.DE vs. XDWS.DE - Sharpe Ratio Comparison

The current WELJ.DE Sharpe Ratio is 0.38, which is higher than the XDWS.DE Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of WELJ.DE and XDWS.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.

Sharpe Ratios by Period

	WELJ.DE	XDWS.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.38	-0.07	+0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.43	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.44	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.45	+0.15

Drawdowns

WELJ.DE vs. XDWS.DE - Drawdown Comparison

The maximum WELJ.DE drawdown since its inception was -28.28%, which is greater than XDWS.DE's maximum drawdown of -22.95%. Use the drawdown chart below to compare losses from any high point for WELJ.DE and XDWS.DE.

Drawdown Indicators

	WELJ.DE	XDWS.DE	Difference
Max Drawdown Largest peak-to-trough decline	-28.28%	-22.95%	-5.33%
Max Drawdown (1Y) Largest decline over 1 year	-14.62%	-8.78%	-5.84%
Max Drawdown (3Y) Largest decline over 3 years	-28.28%	-11.90%	-16.38%
Max Drawdown (5Y) Largest decline over 5 years	—	-12.47%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-22.95%	—
Current Drawdown Current decline from peak	-10.41%	-7.60%	-2.81%
Average Drawdown Average peak-to-trough decline	-6.81%	-5.04%	-1.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.36%	4.34%	+1.02%

Volatility

WELJ.DE vs. XDWS.DE - Volatility Comparison

Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Acc (WELJ.DE) and Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) have volatilities of 5.07% and 5.00%, 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.

Volatility by Period

	WELJ.DE	XDWS.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.07%	5.00%	+0.07%
Volatility (6M) Calculated over the trailing 6-month period	12.51%	10.01%	+2.50%
Volatility (1Y) Calculated over the trailing 1-year period	16.84%	12.06%	+4.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.18%	11.35%	+6.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.18%	12.19%	+5.99%

WELJ.DE vs. XDWS.DE - Expense Ratio Comparison

WELJ.DE has a 0.18% expense ratio, which is lower than XDWS.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

WELJ.DE vs. XDWS.DE - Dividend Comparison

Neither WELJ.DE nor XDWS.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both WELJ.DE and XDWS.DE in my portfolio?

WELJ.DE and XDWS.DE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WELJ.DE or XDWS.DE?

On fees, WELJ.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WELJ.DE or XDWS.DE?

WELJ.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for XDWS.DE.

What is the main difference between WELJ.DE and XDWS.DE?

WELJ.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Discretionary, while XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.18% for WELJ.DE and 0.25% for XDWS.DE.