WELP.DE vs. G1CD.DE
WELP.DE (HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF) and G1CD.DE (Invesco Global Clean Energy UCITS ETF Dist) are both Energy Equities funds - WELP.DE tracks the MSCI World/Energy NR USD while G1CD.DE tracks the WilderHill New Energy Global Innovation. Both are passively managed. Over the past 3 years, WELP.DE returned 14.42%/yr vs 5.13%/yr for G1CD.DE. At a 0.25 correlation, their price movements are largely independent. WELP.DE charges 0.59%/yr vs 0.60%/yr for G1CD.DE.
Performance
WELP.DE vs. G1CD.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with WELP.DE having a 34.22% return and G1CD.DE slightly higher at 35.16%.
WELP.DE
- 1D
- -0.43%
- 1M
- -0.84%
- YTD
- 34.22%
- 6M
- 30.47%
- 1Y
- 42.64%
- 3Y*
- 14.42%
- 5Y*
- —
- 10Y*
- —
G1CD.DE
- 1D
- -0.69%
- 1M
- 3.11%
- YTD
- 35.16%
- 6M
- 37.55%
- 1Y
- 83.64%
- 3Y*
- 5.13%
- 5Y*
- —
- 10Y*
- —
WELP.DE vs. G1CD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WELP.DE HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF | 34.22% | -1.54% | 7.90% | 0.25% | 6.11% |
G1CD.DE Invesco Global Clean Energy UCITS ETF Dist | 35.16% | 28.09% | -22.10% | -13.60% | -7.17% |
Correlation
The correlation between WELP.DE and G1CD.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 | 0.23 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022 | 0.25 |
The correlation between WELP.DE and G1CD.DE shifts across timeframes, from -0.01 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
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. G1CD.DE — Risk / Return Rank
WELP.DE
G1CD.DE
WELP.DE vs. G1CD.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 Invesco Global Clean Energy UCITS ETF Dist (G1CD.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.DE | G1CD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.69 | ||
| Sortino ratioReturn per unit of downside risk | -1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.62 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 7.85 | -4.37 |
| Martin ratioReturn relative to average drawdown | 11.93 | 27.83 | -15.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| WELP.DE | G1CD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 3.90 | -1.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.07 | +0.55 |
Drawdowns
WELP.DE vs. G1CD.DE - Drawdown Comparison
The maximum WELP.DE drawdown since its inception was -23.55%, smaller than the maximum G1CD.DE drawdown of -64.00%. Use the drawdown chart below to compare losses from any high point for WELP.DE and G1CD.DE.
Loading charts...
Drawdown Indicators
| WELP.DE | G1CD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.55% | -64.00% | +40.45% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -10.60% | -1.62% |
Max Drawdown (3Y)Largest decline over 3 years | -23.55% | -52.73% | +29.18% |
Current DrawdownCurrent decline from peak | -4.77% | -16.50% | +11.73% |
Average DrawdownAverage peak-to-trough decline | -7.88% | -35.01% | +27.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 3.00% | +0.56% |
Volatility
WELP.DE vs. G1CD.DE - Volatility Comparison
The current volatility for HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE) is 6.37%, while Invesco Global Clean Energy UCITS ETF Dist (G1CD.DE) has a volatility of 8.16%. This indicates that WELP.DE experiences smaller price fluctuations and is considered to be less risky than G1CD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WELP.DE | G1CD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 8.16% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 16.27% | 14.33% | +1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.25% | 21.33% | -2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.61% | 25.12% | -5.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 25.12% | -5.51% |
WELP.DE vs. G1CD.DE - Expense Ratio Comparison
WELP.DE has a 0.59% expense ratio, which is lower than G1CD.DE's 0.60% expense ratio.
Dividends
WELP.DE vs. G1CD.DE - Dividend Comparison
WELP.DE's dividend yield for the trailing twelve months is around 2.85%, more than G1CD.DE's 1.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
G1CD.DE Invesco Global Clean Energy UCITS ETF Dist | 1.52% | 2.08% | 1.37% | 0.70% | 0.09% |
WELP.DE HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF | 2.85% | 3.78% | 3.64% | 0.79% | 0.00% |
Frequently Asked Questions
WELP.DE and G1CD.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, WELP.DE is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WELP.DE is cheaper with a 0.59% expense ratio, compared with 0.60% for G1CD.DE.
WELP.DE tracks MSCI World/Energy NR USD, while G1CD.DE tracks WilderHill New Energy Global Innovation. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.59% for WELP.DE and 0.60% for G1CD.DE.
Find the right allocation for WELP.DE and G1CD.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