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WELP.DE vs. AMEE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WELP.DE vs. AMEE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE) and Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.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, WELP.DE achieves a 34.22% return, which is significantly higher than AMEE.DE's 27.83% return.


WELP.DE

1D
-0.43%
1M
2.87%
YTD
34.22%
6M
29.93%
1Y
43.27%
3Y*
14.42%
5Y*
10Y*

AMEE.DE

1D
-0.87%
1M
-3.42%
YTD
27.83%
6M
25.69%
1Y
62.63%
3Y*
32.97%
5Y*
28.59%
10Y*
15.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELP.DE vs. AMEE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
WELP.DE
HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF
34.22%-1.54%7.90%0.25%6.11%
AMEE.DE
Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc
27.83%37.58%15.56%12.19%7.09%

Correlation

The correlation between WELP.DE and AMEE.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.36

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2022

0.47

Over the past year, the correlation between WELP.DE and AMEE.DE has dropped to 0.13 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

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Return for Risk

WELP.DE vs. AMEE.DE — Risk / Return Rank

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

WELP.DE
WELP.DE Risk / Return Rank: 6666
Overall Rank
WELP.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
WELP.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
WELP.DE Omega Ratio Rank: 6464
Omega Ratio Rank
WELP.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
WELP.DE Martin Ratio Rank: 6666
Martin Ratio Rank

AMEE.DE
AMEE.DE Risk / Return Rank: 9191
Overall Rank
AMEE.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
AMEE.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
AMEE.DE Omega Ratio Rank: 8686
Omega Ratio Rank
AMEE.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
AMEE.DE Martin Ratio Rank: 9393
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.

WELP.DE vs. AMEE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE) and Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.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.


WELP.DEAMEE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.37

Omega ratioGain probability vs. loss probability

1.38

1.52

-0.14

Calmar ratioReturn relative to maximum drawdown

3.47

7.71

-4.24

Martin ratioReturn relative to average drawdown

11.93

23.88

-11.94

WELP.DE vs. AMEE.DE - Sharpe Ratio Comparison

The current WELP.DE Sharpe Ratio is 2.21, which is lower than the AMEE.DE Sharpe Ratio of 3.24. The chart below compares the historical Sharpe Ratios of WELP.DE and AMEE.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


WELP.DEAMEE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

3.24

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.41

+0.21

Drawdowns

WELP.DE vs. AMEE.DE - Drawdown Comparison

The maximum WELP.DE drawdown since its inception was -23.55%, smaller than the maximum AMEE.DE drawdown of -59.14%. Use the drawdown chart below to compare losses from any high point for WELP.DE and AMEE.DE.


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Drawdown Indicators


WELP.DEAMEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.55%

-59.14%

+35.59%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-7.92%

-4.30%

Max Drawdown (3Y)

Largest decline over 3 years

-23.55%

-15.74%

-7.81%

Max Drawdown (5Y)

Largest decline over 5 years

-19.23%

Max Drawdown (10Y)

Largest decline over 10 years

-59.14%

Current Drawdown

Current decline from peak

-4.77%

-3.54%

-1.23%

Average Drawdown

Average peak-to-trough decline

-7.88%

-10.65%

+2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

2.56%

+1.00%

Volatility

WELP.DE vs. AMEE.DE - Volatility Comparison

The current volatility for HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE) is 6.37%, while Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE) has a volatility of 7.10%. This indicates that WELP.DE experiences smaller price fluctuations and is considered to be less risky than AMEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WELP.DEAMEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.37%

7.10%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

16.27%

14.18%

+2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

19.25%

18.89%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.61%

22.25%

-2.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

25.74%

-6.13%

WELP.DE vs. AMEE.DE - Expense Ratio Comparison

WELP.DE has a 0.59% expense ratio, which is higher than AMEE.DE's 0.45% expense ratio.


Dividends

WELP.DE vs. AMEE.DE - Dividend Comparison

WELP.DE's dividend yield for the trailing twelve months is around 2.85%, while AMEE.DE has not paid dividends to shareholders.


Frequently Asked Questions


WELP.DE and AMEE.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AMEE.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AMEE.DE is cheaper with a 0.45% expense ratio, compared with 0.59% for WELP.DE.

WELP.DE tracks MSCI World/Energy NR USD, while AMEE.DE tracks Bloomberg Hydrogen ESG. Their fees differ too: 0.59% for WELP.DE and 0.45% for AMEE.DE.

Portfolio Optimizer

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