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WELK.DE vs. ESIF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WELK.DE vs. ESIF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Global Financials ESG UCITS ETF EUR Acc (WELK.DE) and iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.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, WELK.DE achieves a 1.91% return, which is significantly lower than ESIF.DE's 3.87% return.


WELK.DE

1D
2.00%
1M
1.21%
YTD
1.91%
6M
5.76%
1Y
13.95%
3Y*
21.67%
5Y*
10Y*

ESIF.DE

1D
0.61%
1M
0.49%
YTD
3.87%
6M
10.51%
1Y
22.17%
3Y*
28.94%
5Y*
19.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELK.DE vs. ESIF.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
WELK.DE
Amundi S&P Global Financials ESG UCITS ETF EUR Acc
1.91%17.19%33.74%12.60%9.71%
ESIF.DE
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)
3.87%47.69%25.31%21.61%15.68%

Correlation

The correlation between WELK.DE and ESIF.DE is 0.81, 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

0.81

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

0.75

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

0.75

The correlation between WELK.DE and ESIF.DE has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.

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Return for Risk

WELK.DE vs. ESIF.DE — Risk / Return Rank

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

WELK.DE
WELK.DE Risk / Return Rank: 2929
Overall Rank
WELK.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
WELK.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
WELK.DE Omega Ratio Rank: 2626
Omega Ratio Rank
WELK.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
WELK.DE Martin Ratio Rank: 3131
Martin Ratio Rank

ESIF.DE
ESIF.DE Risk / Return Rank: 3636
Overall Rank
ESIF.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ESIF.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
ESIF.DE Omega Ratio Rank: 3434
Omega Ratio Rank
ESIF.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
ESIF.DE Martin Ratio Rank: 3939
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.

WELK.DE vs. ESIF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Financials ESG UCITS ETF EUR Acc (WELK.DE) and iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.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.


WELK.DEESIF.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.17

1.22

-0.05

Calmar ratioReturn relative to maximum drawdown

1.42

1.81

-0.39

Martin ratioReturn relative to average drawdown

4.51

6.04

-1.53

WELK.DE vs. ESIF.DE - Sharpe Ratio Comparison

The current WELK.DE Sharpe Ratio is 1.00, which is comparable to the ESIF.DE Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of WELK.DE and ESIF.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


WELK.DEESIF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.25

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

1.16

+0.17

Drawdowns

WELK.DE vs. ESIF.DE - Drawdown Comparison

The maximum WELK.DE drawdown since its inception was -20.08%, smaller than the maximum ESIF.DE drawdown of -22.93%. Use the drawdown chart below to compare losses from any high point for WELK.DE and ESIF.DE.


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Drawdown Indicators


WELK.DEESIF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.08%

-22.93%

+2.85%

Max Drawdown (1Y)

Largest decline over 1 year

-9.66%

-12.38%

+2.72%

Max Drawdown (3Y)

Largest decline over 3 years

-20.08%

-17.10%

-2.98%

Max Drawdown (5Y)

Largest decline over 5 years

-22.93%

Current Drawdown

Current decline from peak

-0.71%

-2.65%

+1.94%

Average Drawdown

Average peak-to-trough decline

-3.18%

-4.14%

+0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

3.72%

-0.67%

Volatility

WELK.DE vs. ESIF.DE - Volatility Comparison

The current volatility for Amundi S&P Global Financials ESG UCITS ETF EUR Acc (WELK.DE) is 3.58%, while iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) has a volatility of 5.37%. This indicates that WELK.DE experiences smaller price fluctuations and is considered to be less risky than ESIF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WELK.DEESIF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

5.37%

-1.79%

Volatility (6M)

Calculated over the trailing 6-month period

10.56%

14.59%

-4.03%

Volatility (1Y)

Calculated over the trailing 1-year period

13.80%

17.99%

-4.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.29%

18.96%

-3.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.29%

18.84%

-3.55%

WELK.DE vs. ESIF.DE - Expense Ratio Comparison

Both WELK.DE and ESIF.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

WELK.DE vs. ESIF.DE - Dividend Comparison

Neither WELK.DE nor ESIF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WELK.DE and ESIF.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

WELK.DE and ESIF.DE have the same expense ratio: 0.18% per year.

WELK.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Financials, while ESIF.DE tracks MSCI World/Financials NR USD. They also come from different issuers: Amundi and iShares.

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