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WELN.DE vs. EIMI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WELN.DE vs. EIMI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Global Energy Carbon Reduced UCITS ETF EUR Acc (WELN.DE) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WELN.DE is traded in EUR, while EIMI.L is traded in USD. To make them comparable, the EIMI.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WELN.DE achieves a 30.31% return, which is significantly higher than EIMI.L's 20.40% return.


WELN.DE

1D
1.10%
1M
2.02%
6M
22.27%
YTD
30.31%
1Y
38.69%
3Y*
13.75%
5Y*
10Y*

EIMI.L

1D
-0.97%
1M
-4.82%
6M
12.47%
YTD
20.40%
1Y
35.16%
3Y*
18.29%
5Y*
7.64%
10Y*
8.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELN.DE vs. EIMI.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
WELN.DE
Amundi S&P Global Energy Carbon Reduced UCITS ETF EUR Acc
30.31%-1.40%8.67%-0.38%5.40%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
20.40%16.48%14.45%7.70%-4.21%

Correlation

The correlation between WELN.DE and EIMI.L is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

0.14

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2022

0.18

The correlation between WELN.DE and EIMI.L shifts across timeframes, from -0.11 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WELN.DE vs. EIMI.L — Risk / Return Rank

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

WELN.DE
WELN.DE Risk / Return Rank: 6969
Overall Rank
WELN.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
WELN.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
WELN.DE Omega Ratio Rank: 7070
Omega Ratio Rank
WELN.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
WELN.DE Martin Ratio Rank: 5858
Martin Ratio Rank

EIMI.L
EIMI.L Risk / Return Rank: 5858
Overall Rank
EIMI.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
EIMI.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
EIMI.L Omega Ratio Rank: 5757
Omega Ratio Rank
EIMI.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
EIMI.L Martin Ratio Rank: 5858
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.

WELN.DE vs. EIMI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Energy Carbon Reduced UCITS ETF EUR Acc (WELN.DE) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WELN.DEEIMI.LDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.33

1.31

+0.02

Calmar ratioReturn relative to maximum drawdown

2.96

3.27

-0.31

Martin ratioReturn relative to average drawdown

8.13

9.97

-1.84

WELN.DE vs. EIMI.L - Sharpe Ratio Comparison

The current WELN.DE Sharpe Ratio is 1.91, which is comparable to the EIMI.L Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of WELN.DE and EIMI.L, 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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Drawdowns

WELN.DE vs. EIMI.L - Drawdown Comparison

The maximum WELN.DE drawdown since its inception was -23.24%, smaller than the maximum EIMI.L drawdown of -34.88%. Use the drawdown chart below to compare losses from any high point for WELN.DE and EIMI.L.


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Drawdown Indicators


WELN.DEEIMI.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.24%

-34.88%

+11.64%

Max Drawdown (1Y)

Largest decline over 1 year

-13.01%

-10.72%

-2.29%

Max Drawdown (3Y)

Largest decline over 3 years

-23.24%

-18.31%

-4.93%

Max Drawdown (5Y)

Largest decline over 5 years

-22.33%

Max Drawdown (10Y)

Largest decline over 10 years

-32.18%

Current Drawdown

Current decline from peak

-7.39%

-8.90%

+1.51%

Average Drawdown

Average peak-to-trough decline

-7.81%

-9.22%

+1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.75%

3.52%

+1.23%

Volatility

WELN.DE vs. EIMI.L - Volatility Comparison

The current volatility for Amundi S&P Global Energy Carbon Reduced UCITS ETF EUR Acc (WELN.DE) is 6.31%, while iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a volatility of 8.26%. This indicates that WELN.DE experiences smaller price fluctuations and is considered to be less risky than EIMI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WELN.DEEIMI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

8.26%

-1.95%

Volatility (6M)

Calculated over the trailing 6-month period

17.27%

18.42%

-1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

20.28%

20.70%

-0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.35%

17.42%

+2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.35%

18.63%

+1.72%

WELN.DE vs. EIMI.L - Expense Ratio Comparison

Both WELN.DE and EIMI.L 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

WELN.DE vs. EIMI.L - Dividend Comparison

Neither WELN.DE nor EIMI.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WELN.DE and EIMI.L have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

WELN.DE and EIMI.L have the same expense ratio: 0.18% per year.

WELN.DE is categorized as Energy Equities, while EIMI.L is Emerging Markets Equities. WELN.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Energy, while EIMI.L tracks MSCI Emerging Markets Investable Market Index. They also come from different issuers: Amundi and iShares.

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