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

Performance

WELK.DE vs. GSIB - 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 Themes Global Systemically Important Banks ETF (GSIB). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WELK.DE is traded in EUR, while GSIB is traded in USD. To make them comparable, the GSIB values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WELK.DE achieves a 12.56% return, which is significantly lower than GSIB's 23.38% return.


WELK.DE

1D
0.00%
1M
7.26%
6M
12.54%
YTD
12.56%
1Y
25.34%
3Y*
25.33%
5Y*
10Y*

GSIB

1D
0.69%
1M
5.19%
6M
18.22%
YTD
23.38%
1Y
49.11%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELK.DE vs. GSIB - Yearly Performance Comparison


2026 (YTD)202520242023
WELK.DE
Amundi S&P Global Financials ESG UCITS ETF EUR Acc
12.56%17.19%33.74%1.09%
GSIB
Themes Global Systemically Important Banks ETF
23.38%42.49%41.63%0.46%

Correlation

The correlation between WELK.DE and GSIB is 0.68, 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

0.68

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2023

0.59

The correlation between WELK.DE and GSIB has been stable across timeframes, ranging from 0.59 to 0.68 - a consistent structural relationship.

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Return for Risk

WELK.DE vs. GSIB — 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: 6666
Overall Rank
WELK.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
WELK.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
WELK.DE Omega Ratio Rank: 6565
Omega Ratio Rank
WELK.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
WELK.DE Martin Ratio Rank: 5959
Martin Ratio Rank

GSIB
GSIB Risk / Return Rank: 8888
Overall Rank
GSIB Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GSIB Sortino Ratio Rank: 9393
Sortino Ratio Rank
GSIB Omega Ratio Rank: 9090
Omega Ratio Rank
GSIB Calmar Ratio Rank: 8181
Calmar Ratio Rank
GSIB Martin Ratio Rank: 8080
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. GSIB - 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 Themes Global Systemically Important Banks ETF (GSIB). 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.


WELK.DEGSIBDifference
Sharpe ratioReturn per unit of total volatility

-1.22

Sortino ratioReturn per unit of downside risk

-1.40

Omega ratioGain probability vs. loss probability

1.32

1.53

-0.21

Calmar ratioReturn relative to maximum drawdown

2.61

4.40

-1.79

Martin ratioReturn relative to average drawdown

8.43

16.08

-7.66

WELK.DE vs. GSIB - Sharpe Ratio Comparison

The current WELK.DE Sharpe Ratio is 1.81, which is lower than the GSIB Sharpe Ratio of 3.03. The chart below compares the historical Sharpe Ratios of WELK.DE and GSIB, 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

WELK.DE vs. GSIB - Drawdown Comparison

The maximum WELK.DE drawdown since its inception was -20.08%, roughly equal to the maximum GSIB drawdown of -19.20%. Use the drawdown chart below to compare losses from any high point for WELK.DE and GSIB.


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Drawdown Indicators


WELK.DEGSIBDifference

Max Drawdown

Largest peak-to-trough decline

-20.08%

-19.20%

-0.88%

Max Drawdown (1Y)

Largest decline over 1 year

-9.66%

-11.28%

+1.62%

Max Drawdown (3Y)

Largest decline over 3 years

-20.08%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.13%

-2.02%

-1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

3.08%

-0.08%

Volatility

WELK.DE vs. GSIB - Volatility Comparison

The current volatility for Amundi S&P Global Financials ESG UCITS ETF EUR Acc (WELK.DE) is 3.50%, while Themes Global Systemically Important Banks ETF (GSIB) has a volatility of 3.82%. This indicates that WELK.DE experiences smaller price fluctuations and is considered to be less risky than GSIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WELK.DEGSIBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

3.82%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

10.57%

13.10%

-2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

13.91%

16.42%

-2.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.38%

18.33%

-2.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.38%

18.33%

-2.95%

WELK.DE vs. GSIB - Expense Ratio Comparison

WELK.DE has a 0.18% expense ratio, which is lower than GSIB's 0.35% expense ratio.


Dividends

WELK.DE vs. GSIB - Dividend Comparison

WELK.DE has not paid dividends to shareholders, while GSIB's dividend yield for the trailing twelve months is around 1.58%.


Frequently Asked Questions


WELK.DE and GSIB have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

WELK.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for GSIB.

They also come from different issuers: Amundi and Themes. Their fees differ too: 0.18% for WELK.DE and 0.35% for GSIB.

Portfolio Optimizer

Find the right allocation for WELK.DE and GSIB

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