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WELK.DE vs. WF1E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WELK.DE vs. WF1E.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 Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.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 higher than WF1E.DE's 1.34% return.


WELK.DE

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

WF1E.DE

1D
1.98%
1M
1.45%
YTD
1.34%
6M
5.57%
1Y
10.72%
3Y*
20.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELK.DE vs. WF1E.DE - Yearly Performance Comparison


2026 (YTD)202520242023
WELK.DE
Amundi S&P Global Financials ESG UCITS ETF EUR Acc
1.91%17.19%33.74%13.43%
WF1E.DE
Invesco S&P World Financials ESG UCITS ETF Acc
1.34%13.85%32.68%14.22%

Correlation

The correlation between WELK.DE and WF1E.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

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

0.96

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

0.96

The correlation between WELK.DE and WF1E.DE has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

WELK.DE vs. WF1E.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

WF1E.DE
WF1E.DE Risk / Return Rank: 2525
Overall Rank
WF1E.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
WF1E.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
WF1E.DE Omega Ratio Rank: 2222
Omega Ratio Rank
WF1E.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
WF1E.DE Martin Ratio Rank: 2727
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. WF1E.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 Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.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.DEWF1E.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.17

1.15

+0.03

Calmar ratioReturn relative to maximum drawdown

1.42

1.19

+0.23

Martin ratioReturn relative to average drawdown

4.51

3.65

+0.86

WELK.DE vs. WF1E.DE - Sharpe Ratio Comparison

The current WELK.DE Sharpe Ratio is 1.00, which is comparable to the WF1E.DE Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of WELK.DE and WF1E.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.DEWF1E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.84

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

1.34

-0.01

Drawdowns

WELK.DE vs. WF1E.DE - Drawdown Comparison

The maximum WELK.DE drawdown since its inception was -20.08%, roughly equal to the maximum WF1E.DE drawdown of -19.97%. Use the drawdown chart below to compare losses from any high point for WELK.DE and WF1E.DE.


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Drawdown Indicators


WELK.DEWF1E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.08%

-19.97%

-0.11%

Max Drawdown (1Y)

Largest decline over 1 year

-9.66%

-8.92%

-0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-20.08%

-19.97%

-0.11%

Current Drawdown

Current decline from peak

-0.71%

-0.87%

+0.16%

Average Drawdown

Average peak-to-trough decline

-3.18%

-2.63%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

2.92%

+0.13%

Volatility

WELK.DE vs. WF1E.DE - Volatility Comparison

Amundi S&P Global Financials ESG UCITS ETF EUR Acc (WELK.DE) and Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.DE) have volatilities of 3.58% and 3.46%, 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.


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Volatility by Period


WELK.DEWF1E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

3.46%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.56%

9.46%

+1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

13.80%

12.69%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.29%

14.49%

+0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.29%

14.49%

+0.80%

WELK.DE vs. WF1E.DE - Expense Ratio Comparison

Both WELK.DE and WF1E.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. WF1E.DE - Dividend Comparison

Neither WELK.DE nor WF1E.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, WELK.DE and WF1E.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 WF1E.DE have the same expense ratio: 0.18% per year.

WELK.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Financials, while WF1E.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Financials. They also come from different issuers: Amundi and Invesco.

Portfolio Optimizer

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