WELL.DE vs. UIC2.DE

Last updated Jun 5, 2026

WELL.DE (Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist) and UIC2.DE (UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc) are both Technology Equities funds - WELL.DE tracks the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Information Technology while UIC2.DE tracks the Solactive China Technology. Both are passively managed. Over the past 3 years, WELL.DE returned 27.36%/yr vs 8.94%/yr for UIC2.DE. At a 0.26 correlation, their price movements are largely independent. WELL.DE charges 0.18%/yr vs 0.47%/yr for UIC2.DE.

Performance

WELL.DE vs. UIC2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist (WELL.DE) and UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (UIC2.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WELL.DE achieves a 21.22% return, which is significantly higher than UIC2.DE's -6.51% return.

WELL.DE

• 1D: -1.85%
• 1M: 12.90%
• YTD: 21.22%
• 6M: 19.95%
• 1Y: 44.12%
• 3Y*: 27.36%
• 5Y*: —
• 10Y*: —

UIC2.DE

• 1D: -0.65%
• 1M: -1.09%
• YTD: -6.51%
• 6M: -8.96%
• 1Y: 0.73%
• 3Y*: 8.94%
• 5Y*: -8.06%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WELL.DE vs. UIC2.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%
UIC2.DE UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc	-6.51%	25.73%	19.00%	-13.83%	8.31%

Correlation

The correlation between WELL.DE and UIC2.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022	0.26

Return for Risk

WELL.DE vs. UIC2.DE — Risk / Return Rank

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

WELL.DE

WELL.DE Risk / Return Rank: 57
WELL.DE Sharpe Ratio Rank: 67
WELL.DE Sortino Ratio Rank: 62
WELL.DE Omega Ratio Rank: 59
WELL.DE Calmar Ratio Rank: 56
WELL.DE Martin Ratio Rank: 44

UIC2.DE

UIC2.DE Risk / Return Rank: 10
UIC2.DE Sharpe Ratio Rank: 9
UIC2.DE Sortino Ratio Rank: 10
UIC2.DE Omega Ratio Rank: 11
UIC2.DE Calmar Ratio Rank: 9
UIC2.DE Martin Ratio Rank: 9

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.

WELL.DE vs. UIC2.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 UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (UIC2.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	UIC2.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.17	0.02	+2.15
Sortino ratio: Return per unit of downside risk	2.84	0.28	+2.56
Omega ratio: Gain probability vs. loss probability	1.36	1.04	+0.32
Calmar ratio: Return relative to maximum drawdown	2.71	0.02	+2.69
Martin ratio: Return relative to average drawdown	7.03	0.04	+6.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WELL.DE vs. UIC2.DE - Sharpe Ratio Comparison

The current WELL.DE Sharpe Ratio is 2.17, which is higher than the UIC2.DE Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of WELL.DE and UIC2.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.

Sharpe Ratios by Period

	WELL.DE	UIC2.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.17	0.02	+2.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.21	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.52	-0.24	+1.77

Drawdowns

WELL.DE vs. UIC2.DE - Drawdown Comparison

The maximum WELL.DE drawdown since its inception was -28.78%, smaller than the maximum UIC2.DE drawdown of -63.35%. Use the drawdown chart below to compare losses from any high point for WELL.DE and UIC2.DE.

Drawdown Indicators

	WELL.DE	UIC2.DE	Difference
Max Drawdown Largest peak-to-trough decline	-28.78%	-63.35%	+34.57%
Max Drawdown (1Y) Largest decline over 1 year	-16.18%	-30.64%	+14.46%
Max Drawdown (3Y) Largest decline over 3 years	-28.78%	-30.66%	+1.88%
Max Drawdown (5Y) Largest decline over 5 years	—	-63.26%	—
Current Drawdown Current decline from peak	-2.72%	-39.60%	+36.88%
Average Drawdown Average peak-to-trough decline	-4.72%	-42.07%	+37.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.26%	18.47%	-12.21%

Volatility

WELL.DE vs. UIC2.DE - Volatility Comparison

The current volatility for Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist (WELL.DE) is 6.79%, while UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (UIC2.DE) has a volatility of 10.04%. This indicates that WELL.DE experiences smaller price fluctuations and is considered to be less risky than UIC2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WELL.DE	UIC2.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.79%	10.04%	-3.25%
Volatility (6M) Calculated over the trailing 6-month period	14.75%	17.36%	-2.61%
Volatility (1Y) Calculated over the trailing 1-year period	20.24%	33.06%	-12.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.20%	37.72%	-15.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.20%	37.40%	-15.20%

WELL.DE vs. UIC2.DE - Expense Ratio Comparison

WELL.DE has a 0.18% expense ratio, which is lower than UIC2.DE's 0.47% expense ratio.

Dividends

WELL.DE vs. UIC2.DE - Dividend Comparison

WELL.DE's dividend yield for the trailing twelve months is around 0.27%, while UIC2.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
UIC2.DE UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-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

Can I hold both WELL.DE and UIC2.DE in my portfolio?

WELL.DE and UIC2.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WELL.DE or UIC2.DE?

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.

Which ETF is cheaper, WELL.DE or UIC2.DE?

WELL.DE is cheaper with a 0.18% expense ratio, compared with 0.47% for UIC2.DE.

What is the main difference between WELL.DE and UIC2.DE?

WELL.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Information Technology, while UIC2.DE tracks Solactive China Technology. They also come from different issuers: Amundi and UBS. Their fees differ too: 0.18% for WELL.DE and 0.47% for UIC2.DE.