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WELK.DE vs. IUSQ.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WELK.DE and IUSQ.DE is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

WELK.DE vs. IUSQ.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 ACWI UCITS ETF (Acc) (IUSQ.DE). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
14.36%
5.49%
WELK.DE
IUSQ.DE

Key characteristics

Sharpe Ratio

WELK.DE:

3.01

IUSQ.DE:

2.13

Sortino Ratio

WELK.DE:

4.13

IUSQ.DE:

2.89

Omega Ratio

WELK.DE:

1.62

IUSQ.DE:

1.42

Calmar Ratio

WELK.DE:

4.37

IUSQ.DE:

2.91

Martin Ratio

WELK.DE:

21.90

IUSQ.DE:

13.53

Ulcer Index

WELK.DE:

1.79%

IUSQ.DE:

1.76%

Daily Std Dev

WELK.DE:

13.02%

IUSQ.DE:

11.25%

Max Drawdown

WELK.DE:

-13.92%

IUSQ.DE:

-33.60%

Current Drawdown

WELK.DE:

-0.64%

IUSQ.DE:

-0.20%

Returns By Period

In the year-to-date period, WELK.DE achieves a 8.01% return, which is significantly higher than IUSQ.DE's 4.43% return.


WELK.DE

YTD

8.01%

1M

2.87%

6M

24.53%

1Y

37.64%

5Y*

N/A

10Y*

N/A

IUSQ.DE

YTD

4.43%

1M

1.16%

6M

13.94%

1Y

22.05%

5Y*

11.54%

10Y*

10.03%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

WELK.DE has a 0.18% expense ratio, which is lower than IUSQ.DE's 0.20% 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%.


IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
Expense ratio chart for IUSQ.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for WELK.DE: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

WELK.DE vs. IUSQ.DE — Risk-Adjusted Performance Rank

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

WELK.DE
The Risk-Adjusted Performance Rank of WELK.DE is 9595
Overall Rank
The Sharpe Ratio Rank of WELK.DE is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of WELK.DE is 9696
Sortino Ratio Rank
The Omega Ratio Rank of WELK.DE is 9696
Omega Ratio Rank
The Calmar Ratio Rank of WELK.DE is 9393
Calmar Ratio Rank
The Martin Ratio Rank of WELK.DE is 9696
Martin Ratio Rank

IUSQ.DE
The Risk-Adjusted Performance Rank of IUSQ.DE is 8585
Overall Rank
The Sharpe Ratio Rank of IUSQ.DE is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of IUSQ.DE is 8585
Sortino Ratio Rank
The Omega Ratio Rank of IUSQ.DE is 8787
Omega Ratio Rank
The Calmar Ratio Rank of IUSQ.DE is 8181
Calmar Ratio Rank
The Martin Ratio Rank of IUSQ.DE is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WELK.DE vs. IUSQ.DE - Risk-Adjusted Performance 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 ACWI UCITS ETF (Acc) (IUSQ.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.


Sharpe ratio
The chart of Sharpe ratio for WELK.DE, currently valued at 2.64, compared to the broader market0.002.004.002.641.76
The chart of Sortino ratio for WELK.DE, currently valued at 3.49, compared to the broader market0.005.0010.003.492.46
The chart of Omega ratio for WELK.DE, currently valued at 1.47, compared to the broader market0.501.001.502.002.503.001.471.32
The chart of Calmar ratio for WELK.DE, currently valued at 4.39, compared to the broader market0.005.0010.0015.0020.004.392.56
The chart of Martin ratio for WELK.DE, currently valued at 16.68, compared to the broader market0.0020.0040.0060.0080.00100.0016.6810.18
WELK.DE
IUSQ.DE

The current WELK.DE Sharpe Ratio is 3.01, which is higher than the IUSQ.DE Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of WELK.DE and IUSQ.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
2.64
1.76
WELK.DE
IUSQ.DE

Dividends

WELK.DE vs. IUSQ.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

WELK.DE vs. IUSQ.DE - Drawdown Comparison

The maximum WELK.DE drawdown since its inception was -13.92%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for WELK.DE and IUSQ.DE. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.78%
-0.05%
WELK.DE
IUSQ.DE

Volatility

WELK.DE vs. IUSQ.DE - Volatility Comparison

Amundi S&P Global Financials ESG UCITS ETF EUR Acc (WELK.DE) has a higher volatility of 3.37% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.15%. This indicates that WELK.DE's price experiences larger fluctuations and is considered to be riskier than IUSQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.37%
3.15%
WELK.DE
IUSQ.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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