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

Performance

WELN.DE vs. WEBG.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 Amundi Prime All Country World UCITS ETF Dist (WEBG.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, WELN.DE achieves a 33.78% return, which is significantly higher than WEBG.DE's 12.80% return.


WELN.DE

1D
-0.46%
1M
2.90%
YTD
33.78%
6M
30.26%
1Y
43.28%
3Y*
14.42%
5Y*
10Y*

WEBG.DE

1D
-0.23%
1M
3.70%
YTD
12.80%
6M
12.74%
1Y
26.64%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between WELN.DE and WEBG.DE is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.00

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2024

0.25

The correlation between WELN.DE and WEBG.DE shifts across timeframes, from -0.00 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WELN.DE vs. WEBG.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: 6565
Overall Rank
WELN.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
WELN.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
WELN.DE Omega Ratio Rank: 6262
Omega Ratio Rank
WELN.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
WELN.DE Martin Ratio Rank: 6565
Martin Ratio Rank

WEBG.DE
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. WEBG.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 Amundi Prime All Country World UCITS ETF Dist (WEBG.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.DEWEBG.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.37

1.44

-0.06

Calmar ratioReturn relative to maximum drawdown

3.44

4.11

-0.67

Martin ratioReturn relative to average drawdown

11.82

16.53

-4.71

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

The current WELN.DE Sharpe Ratio is 2.17, which is comparable to the WEBG.DE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of WELN.DE and WEBG.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


WELN.DEWEBG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

2.33

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.24

-0.64

Drawdowns

WELN.DE vs. WEBG.DE - Drawdown Comparison

The maximum WELN.DE drawdown since its inception was -23.29%, which is greater than WEBG.DE's maximum drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for WELN.DE and WEBG.DE.


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Drawdown Indicators


WELN.DEWEBG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.29%

-21.31%

-1.98%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-6.50%

-5.85%

Max Drawdown (3Y)

Largest decline over 3 years

-23.29%

Current Drawdown

Current decline from peak

-4.95%

-0.63%

-4.32%

Average Drawdown

Average peak-to-trough decline

-7.87%

-2.81%

-5.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

1.62%

+1.98%

Volatility

WELN.DE vs. WEBG.DE - Volatility Comparison

Amundi S&P Global Energy Carbon Reduced UCITS ETF EUR Acc (WELN.DE) has a higher volatility of 6.50% compared to Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) at 3.10%. This indicates that WELN.DE's price experiences larger fluctuations and is considered to be riskier than WEBG.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.DEWEBG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

3.10%

+3.40%

Volatility (6M)

Calculated over the trailing 6-month period

16.38%

8.28%

+8.10%

Volatility (1Y)

Calculated over the trailing 1-year period

19.61%

11.48%

+8.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.90%

14.15%

+5.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.90%

14.15%

+5.75%

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

WELN.DE has a 0.18% expense ratio, which is higher than WEBG.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

WELN.DE vs. WEBG.DE - Dividend Comparison

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


Frequently Asked Questions


WELN.DE and WEBG.DE have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WEBG.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBG.DE is cheaper with a 0.07% expense ratio, compared with 0.18% for WELN.DE.

WELN.DE is categorized as Energy Equities, while WEBG.DE is Global Equities. WELN.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Energy, while WEBG.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. Their fees differ too: 0.18% for WELN.DE and 0.07% for WEBG.DE.

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