WELL.DE vs. IEVD.DE
WELL.DE (Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist) and IEVD.DE (iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc)) are both Technology Equities funds - WELL.DE tracks the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Information Technology while IEVD.DE tracks the STOXX® Global Electric Vehicles & Driving Technology. Both are passively managed. Over the past 3 years, WELL.DE returned 27.36%/yr vs 23.68%/yr for IEVD.DE. A 0.67 correlation means they provide meaningful diversification when combined. WELL.DE charges 0.18%/yr vs 0.40%/yr for IEVD.DE.
Performance
WELL.DE vs. IEVD.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WELL.DE achieves a 21.22% return, which is significantly lower than IEVD.DE's 58.66% return.
WELL.DE
- 1D
- -1.85%
- 1M
- 12.90%
- YTD
- 21.22%
- 6M
- 19.95%
- 1Y
- 44.12%
- 3Y*
- 27.36%
- 5Y*
- —
- 10Y*
- —
IEVD.DE
- 1D
- -1.86%
- 1M
- 20.81%
- YTD
- 58.66%
- 6M
- 58.40%
- 1Y
- 88.90%
- 3Y*
- 23.68%
- 5Y*
- 13.50%
- 10Y*
- —
WELL.DE vs. IEVD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WELL.DE Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist | 21.22% | 9.77% | 38.81% | 57.34% | 0.14% |
IEVD.DE iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) | 58.66% | 10.81% | 5.27% | 23.03% | -2.24% |
Correlation
The correlation between WELL.DE and IEVD.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022 | 0.67 |
The correlation between WELL.DE and IEVD.DE has been stable across timeframes, ranging from 0.65 to 0.67 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WELL.DE vs. IEVD.DE — Risk / Return Rank
WELL.DE
IEVD.DE
WELL.DE vs. IEVD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist (WELL.DE) and iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.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.
| WELL.DE | IEVD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.53 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 4.17 | -1.46 |
| Martin ratioReturn relative to average drawdown | 7.03 | 9.74 | -2.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| WELL.DE | IEVD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 2.71 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.52 | 0.61 | +0.92 |
Drawdowns
WELL.DE vs. IEVD.DE - Drawdown Comparison
The maximum WELL.DE drawdown since its inception was -28.78%, smaller than the maximum IEVD.DE drawdown of -42.37%. Use the drawdown chart below to compare losses from any high point for WELL.DE and IEVD.DE.
Loading charts...
Drawdown Indicators
| WELL.DE | IEVD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.78% | -42.37% | +13.59% |
Max Drawdown (1Y)Largest decline over 1 year | -16.18% | -21.18% | +5.00% |
Max Drawdown (3Y)Largest decline over 3 years | -28.78% | -30.23% | +1.45% |
Max Drawdown (5Y)Largest decline over 5 years | — | -30.39% | — |
Current DrawdownCurrent decline from peak | -2.72% | -1.86% | -0.86% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -10.27% | +5.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.26% | 9.09% | -2.83% |
Volatility
WELL.DE vs. IEVD.DE - Volatility Comparison
The current volatility for Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist (WELL.DE) is 6.79%, while iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.DE) has a volatility of 11.17%. This indicates that WELL.DE experiences smaller price fluctuations and is considered to be less risky than IEVD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WELL.DE | IEVD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.79% | 11.17% | -4.38% |
Volatility (6M)Calculated over the trailing 6-month period | 14.75% | 19.50% | -4.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.24% | 32.58% | -12.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.20% | 24.27% | -2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.20% | 25.27% | -3.07% |
WELL.DE vs. IEVD.DE - Expense Ratio Comparison
WELL.DE has a 0.18% expense ratio, which is lower than IEVD.DE's 0.40% expense ratio.
Dividends
WELL.DE vs. IEVD.DE - Dividend Comparison
WELL.DE's dividend yield for the trailing twelve months is around 0.27%, while IEVD.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IEVD.DE iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% |
WELL.DE Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist | 0.27% | 0.35% | 0.36% | 0.14% |
Frequently Asked Questions
WELL.DE and IEVD.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WELL.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WELL.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for IEVD.DE.
WELL.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Information Technology, while IEVD.DE tracks STOXX® Global Electric Vehicles & Driving Technology. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for WELL.DE and 0.40% for IEVD.DE.
Find the right allocation for WELL.DE and IEVD.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer