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WELN.DE vs. ESIE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WELN.DE vs. ESIE.DE - 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 MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE). The values are adjusted to include any dividend payments, if applicable.

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WELN.DE vs. ESIE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
WELN.DE
Amundi S&P Global Energy Carbon Reduced UCITS ETF EUR Acc
33.48%-1.37%8.67%-0.46%6.24%
ESIE.DE
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)
43.14%15.26%-6.63%8.58%7.09%

Returns By Period

In the year-to-date period, WELN.DE achieves a 33.48% return, which is significantly lower than ESIE.DE's 43.14% return.


WELN.DE

1D
0.89%
1M
5.07%
YTD
33.48%
6M
35.62%
1Y
24.80%
3Y*
12.48%
5Y*
10Y*

ESIE.DE

1D
3.49%
1M
17.96%
YTD
43.14%
6M
50.01%
1Y
47.21%
3Y*
17.73%
5Y*
22.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WELN.DE vs. ESIE.DE - Expense Ratio Comparison

Both WELN.DE and ESIE.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%.


Return for Risk

WELN.DE vs. ESIE.DE — 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: 7070
Overall Rank
WELN.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
WELN.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
WELN.DE Omega Ratio Rank: 5656
Omega Ratio Rank
WELN.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
WELN.DE Martin Ratio Rank: 8888
Martin Ratio Rank

ESIE.DE
ESIE.DE Risk / Return Rank: 9191
Overall Rank
ESIE.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ESIE.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
ESIE.DE Omega Ratio Rank: 8787
Omega Ratio Rank
ESIE.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
ESIE.DE Martin Ratio Rank: 9696
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. ESIE.DE - 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 MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.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.


WELN.DEESIE.DEDifference

Sharpe ratio

Return per unit of total volatility

1.14

2.02

-0.88

Sortino ratio

Return per unit of downside risk

1.50

2.44

-0.94

Omega ratio

Gain probability vs. loss probability

1.22

1.37

-0.15

Calmar ratio

Return relative to maximum drawdown

4.17

5.46

-1.30

Martin ratio

Return relative to average drawdown

12.72

20.02

-7.31

WELN.DE vs. ESIE.DE - Sharpe Ratio Comparison

The current WELN.DE Sharpe Ratio is 1.14, which is lower than the ESIE.DE Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of WELN.DE and ESIE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WELN.DEESIE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

2.02

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

1.02

-0.38

Correlation

The correlation between WELN.DE and ESIE.DE is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WELN.DE vs. ESIE.DE - Dividend Comparison

Neither WELN.DE nor ESIE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WELN.DE vs. ESIE.DE - Drawdown Comparison

The maximum WELN.DE drawdown since its inception was -23.29%, smaller than the maximum ESIE.DE drawdown of -26.20%. Use the drawdown chart below to compare losses from any high point for WELN.DE and ESIE.DE.


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Drawdown Indicators


WELN.DEESIE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.29%

-26.20%

+2.91%

Max Drawdown (1Y)

Largest decline over 1 year

-14.87%

-16.09%

+1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-26.20%

Current Drawdown

Current decline from peak

-5.17%

-1.60%

-3.57%

Average Drawdown

Average peak-to-trough decline

-7.93%

-6.67%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.80%

-0.31%

Volatility

WELN.DE vs. ESIE.DE - Volatility Comparison

The current volatility for Amundi S&P Global Energy Carbon Reduced UCITS ETF EUR Acc (WELN.DE) is 7.46%, while iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) has a volatility of 10.34%. This indicates that WELN.DE experiences smaller price fluctuations and is considered to be less risky than ESIE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WELN.DEESIE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.46%

10.34%

-2.88%

Volatility (6M)

Calculated over the trailing 6-month period

13.47%

16.28%

-2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

21.68%

23.30%

-1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.54%

23.42%

-3.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.54%

23.89%

-4.35%