PortfoliosLab logoPortfoliosLab logo
WELP.DE vs. EXH1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WELP.DE vs. EXH1.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 STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with WELP.DE having a 34.22% return and EXH1.DE slightly lower at 32.64%.


WELP.DE

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

EXH1.DE

1D
-0.74%
1M
-1.97%
YTD
32.64%
6M
31.85%
1Y
55.75%
3Y*
21.27%
5Y*
19.54%
10Y*
11.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELP.DE vs. EXH1.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%
EXH1.DE
iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)
32.64%27.13%-3.22%7.61%9.48%

Correlation

The correlation between WELP.DE and EXH1.DE is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

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

0.79

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

0.81

The correlation between WELP.DE and EXH1.DE has been stable across timeframes, ranging from 0.73 to 0.81 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

WELP.DE vs. EXH1.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

EXH1.DE
EXH1.DE Risk / Return Rank: 9090
Overall Rank
EXH1.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EXH1.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
EXH1.DE Omega Ratio Rank: 8686
Omega Ratio Rank
EXH1.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
EXH1.DE Martin Ratio Rank: 9494
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. EXH1.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 STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.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.DEEXH1.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.38

1.52

-0.14

Calmar ratioReturn relative to maximum drawdown

3.47

8.05

-4.58

Martin ratioReturn relative to average drawdown

11.93

26.11

-14.18

WELP.DE vs. EXH1.DE - Sharpe Ratio Comparison

The current WELP.DE Sharpe Ratio is 2.21, which is comparable to the EXH1.DE Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of WELP.DE and EXH1.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.


Loading charts...

Sharpe Ratios by Period


WELP.DEEXH1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

3.05

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.25

+0.37

Drawdowns

WELP.DE vs. EXH1.DE - Drawdown Comparison

The maximum WELP.DE drawdown since its inception was -23.55%, smaller than the maximum EXH1.DE drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for WELP.DE and EXH1.DE.


Loading charts...

Drawdown Indicators


WELP.DEEXH1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.55%

-55.76%

+32.21%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-6.87%

-5.35%

Max Drawdown (3Y)

Largest decline over 3 years

-23.55%

-20.96%

-2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-20.96%

Max Drawdown (10Y)

Largest decline over 10 years

-55.76%

Current Drawdown

Current decline from peak

-4.77%

-4.62%

-0.15%

Average Drawdown

Average peak-to-trough decline

-7.88%

-13.64%

+5.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

2.12%

+1.44%

Volatility

WELP.DE vs. EXH1.DE - Volatility Comparison

HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE) has a higher volatility of 6.37% compared to iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE) at 5.94%. This indicates that WELP.DE's price experiences larger fluctuations and is considered to be riskier than EXH1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WELP.DEEXH1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.37%

5.94%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

16.27%

14.85%

+1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

19.25%

18.20%

+1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.61%

21.63%

-2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

24.08%

-4.47%

WELP.DE vs. EXH1.DE - Expense Ratio Comparison

WELP.DE has a 0.59% expense ratio, which is higher than EXH1.DE's 0.47% expense ratio.


Dividends

WELP.DE vs. EXH1.DE - Dividend Comparison

WELP.DE's dividend yield for the trailing twelve months is around 2.85%, less than EXH1.DE's 2.98% yield.


PositionTTM20252024202320222021202020192018201720162015
EXH1.DE
iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)
2.98%4.05%4.54%4.44%3.38%3.26%5.05%4.00%2.85%5.39%4.20%5.08%
WELP.DE
HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF
2.85%3.78%3.64%0.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WELP.DE and EXH1.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXH1.DE is cheaper at 0.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXH1.DE is cheaper with a 0.47% expense ratio, compared with 0.59% for WELP.DE.

WELP.DE tracks MSCI World/Energy NR USD, while EXH1.DE tracks STOXX® Europe 600 Oil & Gas. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.59% for WELP.DE and 0.47% for EXH1.DE.

Portfolio Optimizer

Find the right allocation for WELP.DE and EXH1.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer