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WELM.DE vs. 3SUE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WELM.DE vs. 3SUE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist (WELM.DE) and iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist (3SUE.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, WELM.DE achieves a 2.90% return, which is significantly higher than 3SUE.DE's 0.62% return.


WELM.DE

1D
-0.22%
1M
-2.14%
YTD
2.90%
6M
2.13%
1Y
-3.32%
3Y*
0.41%
5Y*
10Y*

3SUE.DE

1D
-0.18%
1M
-2.28%
YTD
0.62%
6M
0.29%
1Y
-4.54%
3Y*
0.49%
5Y*
3.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELM.DE vs. 3SUE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
WELM.DE
Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist
2.90%-6.92%9.50%-2.21%2.15%
3SUE.DE
iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist
0.62%-6.04%9.20%-0.30%1.84%

Correlation

The correlation between WELM.DE and 3SUE.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.86

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2022

0.82

The correlation between WELM.DE and 3SUE.DE shifts across timeframes, from 0.82 (all time) to 0.92 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

WELM.DE vs. 3SUE.DE — Risk / Return Rank

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

WELM.DE
WELM.DE Risk / Return Rank: 66
Overall Rank
WELM.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
WELM.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
WELM.DE Omega Ratio Rank: 66
Omega Ratio Rank
WELM.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
WELM.DE Martin Ratio Rank: 66
Martin Ratio Rank

3SUE.DE
3SUE.DE Risk / Return Rank: 55
Overall Rank
3SUE.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
3SUE.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
3SUE.DE Omega Ratio Rank: 55
Omega Ratio Rank
3SUE.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
3SUE.DE Martin Ratio Rank: 55
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.

WELM.DE vs. 3SUE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist (WELM.DE) and iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist (3SUE.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.


WELM.DE3SUE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

0.97

0.95

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.37

-0.41

+0.05

Martin ratioReturn relative to average drawdown

-0.70

-0.91

+0.21

WELM.DE vs. 3SUE.DE - Sharpe Ratio Comparison

The current WELM.DE Sharpe Ratio is -0.27, which is comparable to the 3SUE.DE Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of WELM.DE and 3SUE.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


WELM.DE3SUE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

-0.38

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.31

-0.18

Drawdowns

WELM.DE vs. 3SUE.DE - Drawdown Comparison

The maximum WELM.DE drawdown since its inception was -13.66%, smaller than the maximum 3SUE.DE drawdown of -22.98%. Use the drawdown chart below to compare losses from any high point for WELM.DE and 3SUE.DE.


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Drawdown Indicators


WELM.DE3SUE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.66%

-22.98%

+9.32%

Max Drawdown (1Y)

Largest decline over 1 year

-9.30%

-10.93%

+1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-13.66%

-13.04%

-0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-13.04%

Current Drawdown

Current decline from peak

-8.92%

-10.63%

+1.71%

Average Drawdown

Average peak-to-trough decline

-5.59%

-5.61%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.63%

4.97%

+0.66%

Volatility

WELM.DE vs. 3SUE.DE - Volatility Comparison

Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist (WELM.DE) and iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist (3SUE.DE) have volatilities of 5.09% and 4.88%, 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


WELM.DE3SUE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

4.88%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

10.23%

9.87%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

12.75%

12.05%

+0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.50%

11.43%

+1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.50%

13.09%

-0.59%

WELM.DE vs. 3SUE.DE - Expense Ratio Comparison

Both WELM.DE and 3SUE.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

WELM.DE vs. 3SUE.DE - Dividend Comparison

WELM.DE's dividend yield for the trailing twelve months is around 2.27%, less than 3SUE.DE's 2.62% yield.


PositionTTM2025202420232022202120202019
3SUE.DE
iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist
2.62%2.64%2.63%2.44%2.21%2.43%3.30%0.40%
WELM.DE
Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist
2.27%2.18%2.02%2.48%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.92, WELM.DE and 3SUE.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.

WELM.DE and 3SUE.DE have the same expense ratio: 0.18% per year.

WELM.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Staples, while 3SUE.DE tracks MSCI World Consumer Staples. They also come from different issuers: Amundi and iShares.

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