WELP.DE vs. IQQH.DE
WELP.DE (HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF) and IQQH.DE (iShares Global Clean Energy UCITS ETF USD (Dist)) are both Energy Equities funds - WELP.DE tracks the MSCI World/Energy NR USD while IQQH.DE tracks the S&P Global Clean Energy. Both are passively managed. Over the past 3 years, WELP.DE returned 14.42%/yr vs 5.37%/yr for IQQH.DE. At a 0.18 correlation, their price movements are largely independent. WELP.DE charges 0.59%/yr vs 0.65%/yr for IQQH.DE.
Performance
WELP.DE vs. IQQH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WELP.DE achieves a 34.22% return, which is significantly lower than IQQH.DE's 39.28% return.
WELP.DE
- 1D
- -0.43%
- 1M
- 2.87%
- YTD
- 34.22%
- 6M
- 29.93%
- 1Y
- 43.27%
- 3Y*
- 14.42%
- 5Y*
- —
- 10Y*
- —
IQQH.DE
- 1D
- -1.81%
- 1M
- 8.45%
- YTD
- 39.28%
- 6M
- 35.95%
- 1Y
- 78.04%
- 3Y*
- 5.37%
- 5Y*
- 2.58%
- 10Y*
- 11.71%
WELP.DE vs. IQQH.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% |
IQQH.DE iShares Global Clean Energy UCITS ETF USD (Dist) | 39.28% | 29.83% | -21.49% | -22.15% | -0.45% |
Correlation
The correlation between WELP.DE and IQQH.DE is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022 | 0.18 |
The correlation between WELP.DE and IQQH.DE shifts across timeframes, from -0.02 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WELP.DE vs. IQQH.DE — Risk / Return Rank
WELP.DE
IQQH.DE
WELP.DE vs. IQQH.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 Global Clean Energy UCITS ETF USD (Dist) (IQQH.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 | IQQH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.50 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 6.29 | -2.81 |
| Martin ratioReturn relative to average drawdown | 11.93 | 19.88 | -7.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WELP.DE | IQQH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 3.18 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.10 | — |
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 | -0.01 | +0.63 |
Drawdowns
WELP.DE vs. IQQH.DE - Drawdown Comparison
The maximum WELP.DE drawdown since its inception was -23.55%, smaller than the maximum IQQH.DE drawdown of -86.09%. Use the drawdown chart below to compare losses from any high point for WELP.DE and IQQH.DE.
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Drawdown Indicators
| WELP.DE | IQQH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.55% | -86.09% | +62.54% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -12.32% | +0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -23.55% | -44.43% | +20.88% |
Max Drawdown (5Y)Largest decline over 5 years | — | -57.70% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -63.78% | — |
Current DrawdownCurrent decline from peak | -4.77% | -24.01% | +19.24% |
Average DrawdownAverage peak-to-trough decline | -7.88% | -59.78% | +51.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 3.90% | -0.34% |
Volatility
WELP.DE vs. IQQH.DE - Volatility Comparison
The current volatility for HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE) is 6.37%, while iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.DE) has a volatility of 9.79%. This indicates that WELP.DE experiences smaller price fluctuations and is considered to be less risky than IQQH.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.DE | IQQH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 9.79% | -3.42% |
Volatility (6M)Calculated over the trailing 6-month period | 16.27% | 18.31% | -2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.25% | 24.37% | -5.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.61% | 24.69% | -5.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 25.08% | -5.47% |
WELP.DE vs. IQQH.DE - Expense Ratio Comparison
WELP.DE has a 0.59% expense ratio, which is lower than IQQH.DE's 0.65% expense ratio.
Dividends
WELP.DE vs. IQQH.DE - Dividend Comparison
WELP.DE's dividend yield for the trailing twelve months is around 2.85%, more than IQQH.DE's 0.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQH.DE iShares Global Clean Energy UCITS ETF USD (Dist) | 0.94% | 1.53% | 1.32% | 1.23% | 0.83% | 1.23% | 0.56% | 2.89% | 3.30% | 4.82% | 4.72% | 2.86% |
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 IQQH.DE have a correlation of -0.02, 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 0.65% for IQQH.DE.
WELP.DE tracks MSCI World/Energy NR USD, while IQQH.DE tracks S&P Global Clean Energy. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.59% for WELP.DE and 0.65% for IQQH.DE.
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