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

Performance

WELP.DE vs. CBUF.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 iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist (CBUF.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 25.35% return, which is significantly higher than CBUF.DE's 2.82% return.


WELP.DE

1D
0.00%
1M
-7.19%
YTD
25.35%
6M
26.72%
1Y
34.31%
3Y*
12.49%
5Y*
10Y*

CBUF.DE

1D
1.49%
1M
6.48%
YTD
2.82%
6M
3.28%
1Y
15.40%
3Y*
3.30%
5Y*
4.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
WELP.DE
HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF
25.35%-1.54%7.90%0.25%5.34%
CBUF.DE
iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist
2.82%2.50%0.82%0.27%5.46%

Correlation

The correlation between WELP.DE and CBUF.DE is 0.01, 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

0.01

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

0.18

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

0.19

The correlation between WELP.DE and CBUF.DE shifts across timeframes, from 0.01 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WELP.DE vs. CBUF.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: 5757
Overall Rank
WELP.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
WELP.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
WELP.DE Omega Ratio Rank: 5555
Omega Ratio Rank
WELP.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
WELP.DE Martin Ratio Rank: 5555
Martin Ratio Rank

CBUF.DE
CBUF.DE Risk / Return Rank: 3030
Overall Rank
CBUF.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
CBUF.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
CBUF.DE Omega Ratio Rank: 2929
Omega Ratio Rank
CBUF.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
CBUF.DE Martin Ratio Rank: 2727
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. CBUF.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 iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist (CBUF.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.

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.


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

+0.70

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.31

1.19

+0.12

Calmar ratioReturn relative to maximum drawdown

2.80

1.43

+1.37

Martin ratioReturn relative to average drawdown

8.57

3.50

+5.07

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

The current WELP.DE Sharpe Ratio is 1.75, which is higher than the CBUF.DE Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of WELP.DE and CBUF.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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Drawdowns

WELP.DE vs. CBUF.DE - Drawdown Comparison

The maximum WELP.DE drawdown since its inception was -23.55%, smaller than the maximum CBUF.DE drawdown of -25.79%. Use the drawdown chart below to compare losses from any high point for WELP.DE and CBUF.DE.


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Drawdown Indicators


WELP.DECBUF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.55%

-25.79%

+2.24%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-10.72%

-1.50%

Max Drawdown (3Y)

Largest decline over 3 years

-23.55%

-21.80%

-1.75%

Max Drawdown (5Y)

Largest decline over 5 years

-21.80%

Current Drawdown

Current decline from peak

-11.07%

-4.99%

-6.08%

Average Drawdown

Average peak-to-trough decline

-7.79%

-5.66%

-2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

4.39%

-0.40%

Volatility

WELP.DE vs. CBUF.DE - Volatility Comparison

HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE) has a higher volatility of 6.59% compared to iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist (CBUF.DE) at 5.11%. This indicates that WELP.DE's price experiences larger fluctuations and is considered to be riskier than CBUF.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.DECBUF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

5.11%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

16.90%

10.33%

+6.57%

Volatility (1Y)

Calculated over the trailing 1-year period

19.54%

14.56%

+4.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.07%

13.70%

+6.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.07%

15.41%

+4.66%

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

WELP.DE has a 0.59% expense ratio, which is higher than CBUF.DE's 0.18% expense ratio.


Dividends

WELP.DE vs. CBUF.DE - Dividend Comparison

WELP.DE's dividend yield for the trailing twelve months is around 3.05%, more than CBUF.DE's 1.27% yield.


PositionTTM2025202420232022202120202019
CBUF.DE
iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist
1.27%1.06%1.02%1.16%1.09%1.04%1.26%0.10%
WELP.DE
HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF
3.05%3.78%3.64%0.79%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WELP.DE and CBUF.DE have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBUF.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBUF.DE is cheaper with a 0.18% expense ratio, compared with 0.59% for WELP.DE.

WELP.DE tracks MSCI World/Energy NR USD, while CBUF.DE tracks MSCI World Health Care ESG Reduced Carbon Select 20 35 Capped. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.59% for WELP.DE and 0.18% for CBUF.DE.

Portfolio Optimizer

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