WELP.DE vs. LSMC.DE
WELP.DE (HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF) and LSMC.DE (Amundi MSCI Semiconductors ESG Screened UCITS ETF) are both exchange-traded funds - WELP.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD, while LSMC.DE is a Semiconductors fund tracking the MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Both are passively managed. Over the past 3 years, WELP.DE returned 14.42%/yr vs 62.06%/yr for LSMC.DE. At a 0.14 correlation, their price movements are largely independent. WELP.DE charges 0.59%/yr vs 0.45%/yr for LSMC.DE.
Performance
WELP.DE vs. LSMC.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 LSMC.DE's 63.83% return.
WELP.DE
- 1D
- -0.43%
- 1M
- -0.84%
- YTD
- 34.22%
- 6M
- 30.47%
- 1Y
- 42.64%
- 3Y*
- 14.42%
- 5Y*
- —
- 10Y*
- —
LSMC.DE
- 1D
- -3.34%
- 1M
- 12.86%
- YTD
- 63.83%
- 6M
- 63.41%
- 1Y
- 126.99%
- 3Y*
- 62.06%
- 5Y*
- 36.20%
- 10Y*
- 28.49%
WELP.DE vs. LSMC.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% |
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF | 63.83% | 32.60% | 66.54% | 74.46% | 5.82% |
Correlation
The correlation between WELP.DE and LSMC.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 | 0.12 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022 | 0.14 |
The correlation between WELP.DE and LSMC.DE shifts across timeframes, from -0.02 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WELP.DE vs. LSMC.DE — Risk / Return Rank
WELP.DE
LSMC.DE
WELP.DE vs. LSMC.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 MSCI Semiconductors ESG Screened UCITS ETF (LSMC.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 | LSMC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.81 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.59 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 10.37 | -6.89 |
| Martin ratioReturn relative to average drawdown | 11.93 | 32.83 | -20.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WELP.DE | LSMC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 4.27 | -2.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.15 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.09 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.82 | -0.20 |
Drawdowns
WELP.DE vs. LSMC.DE - Drawdown Comparison
The maximum WELP.DE drawdown since its inception was -23.55%, smaller than the maximum LSMC.DE drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for WELP.DE and LSMC.DE.
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Drawdown Indicators
| WELP.DE | LSMC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.55% | -39.77% | +16.22% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -12.53% | +0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -23.55% | -36.22% | +12.67% |
Max Drawdown (5Y)Largest decline over 5 years | — | -39.77% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.77% | — |
Current DrawdownCurrent decline from peak | -4.77% | -3.34% | -1.43% |
Average DrawdownAverage peak-to-trough decline | -7.88% | -9.37% | +1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 3.96% | -0.40% |
Volatility
WELP.DE vs. LSMC.DE - Volatility Comparison
The current volatility for HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE) is 6.37%, while Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 11.23%. This indicates that WELP.DE experiences smaller price fluctuations and is considered to be less risky than LSMC.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 | LSMC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 11.23% | -4.86% |
Volatility (6M)Calculated over the trailing 6-month period | 16.27% | 22.18% | -5.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.25% | 30.40% | -11.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.61% | 31.21% | -11.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 26.06% | -6.45% |
WELP.DE vs. LSMC.DE - Expense Ratio Comparison
WELP.DE has a 0.59% expense ratio, which is higher than LSMC.DE's 0.45% expense ratio.
Dividends
WELP.DE vs. LSMC.DE - Dividend Comparison
WELP.DE's dividend yield for the trailing twelve months is around 2.85%, while LSMC.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% |
WELP.DE HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF | 2.85% | 3.78% | 3.64% | 0.79% |
Frequently Asked Questions
WELP.DE and LSMC.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, LSMC.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LSMC.DE is cheaper with a 0.45% expense ratio, compared with 0.59% for WELP.DE.
WELP.DE is categorized as Energy Equities, while LSMC.DE is Semiconductors. WELP.DE tracks MSCI World/Energy NR USD, while LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Their fees differ too: 0.59% for WELP.DE and 0.45% for LSMC.DE.
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