WELP.DE vs. OIGS.DE

Last updated Jun 5, 2026

WELP.DE (HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF) and OIGS.DE (Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist) are both Energy Equities funds from Amundi - WELP.DE tracks the MSCI World/Energy NR USD while OIGS.DE tracks the STOXX® Europe 600 Energy ESG+. Both are passively managed. Over the past 3 years, WELP.DE returned 14.42%/yr vs 23.41%/yr for OIGS.DE. A 0.72 correlation means they provide meaningful diversification when combined. WELP.DE charges 0.59%/yr vs 0.30%/yr for OIGS.DE.

Performance

WELP.DE vs. OIGS.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 Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist (OIGS.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WELP.DE achieves a 34.22% return, which is significantly higher than OIGS.DE's 31.26% return.

WELP.DE

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

OIGS.DE

• 1D: -1.01%
• 1M: -2.54%
• YTD: 31.26%
• 6M: 31.09%
• 1Y: 64.03%
• 3Y*: 23.41%
• 5Y*: 20.84%
• 10Y*: 11.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WELP.DE vs. OIGS.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%
OIGS.DE Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist	31.26%	44.50%	-2.05%	-0.33%	9.40%

Correlation

The correlation between WELP.DE and OIGS.DE is 0.64, 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	0.64
Correlation (3Y) Calculated over the trailing 3-year period	0.67
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022	0.72

The correlation between WELP.DE and OIGS.DE has been stable across timeframes, ranging from 0.64 to 0.72 - a consistent structural relationship.

Return for Risk

WELP.DE vs. OIGS.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: 66
WELP.DE Sharpe Ratio Rank: 68
WELP.DE Sortino Ratio Rank: 60
WELP.DE Omega Ratio Rank: 64
WELP.DE Calmar Ratio Rank: 71
WELP.DE Martin Ratio Rank: 66

OIGS.DE

OIGS.DE Risk / Return Rank: 95
OIGS.DE Sharpe Ratio Rank: 95
OIGS.DE Sortino Ratio Rank: 93
OIGS.DE Omega Ratio Rank: 93
OIGS.DE Calmar Ratio Rank: 96
OIGS.DE Martin Ratio Rank: 96

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. OIGS.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 STOXX Europe 600 Energy ESG Screened UCITS ETF Dist (OIGS.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	OIGS.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.21	3.79	-1.58
Sortino ratio: Return per unit of downside risk	2.80	4.54	-1.74
Omega ratio: Gain probability vs. loss probability	1.38	1.63	-0.25
Calmar ratio: Return relative to maximum drawdown	3.47	9.84	-6.37
Martin ratio: Return relative to average drawdown	11.93	34.28	-22.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current WELP.DE Sharpe Ratio is 2.21, which is lower than the OIGS.DE Sharpe Ratio of 3.79. The chart below compares the historical Sharpe Ratios of WELP.DE and OIGS.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.

Sharpe Ratios by Period

	WELP.DE	OIGS.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.21	3.79	-1.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.94	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.50	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.27	+0.34

Drawdowns

WELP.DE vs. OIGS.DE - Drawdown Comparison

The maximum WELP.DE drawdown since its inception was -23.55%, smaller than the maximum OIGS.DE drawdown of -55.79%. Use the drawdown chart below to compare losses from any high point for WELP.DE and OIGS.DE.

Drawdown Indicators

	WELP.DE	OIGS.DE	Difference
Max Drawdown Largest peak-to-trough decline	-23.55%	-55.79%	+32.24%
Max Drawdown (1Y) Largest decline over 1 year	-12.22%	-6.49%	-5.73%
Max Drawdown (3Y) Largest decline over 3 years	-23.55%	-21.44%	-2.11%
Max Drawdown (5Y) Largest decline over 5 years	—	-21.44%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-55.79%	—
Current Drawdown Current decline from peak	-4.77%	-4.67%	-0.10%
Average Drawdown Average peak-to-trough decline	-7.88%	-10.56%	+2.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.56%	1.87%	+1.69%

Volatility

WELP.DE vs. OIGS.DE - Volatility Comparison

HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE) has a higher volatility of 6.37% compared to Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist (OIGS.DE) at 5.97%. This indicates that WELP.DE's price experiences larger fluctuations and is considered to be riskier than OIGS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WELP.DE	OIGS.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.37%	5.97%	+0.40%
Volatility (6M) Calculated over the trailing 6-month period	16.27%	13.24%	+3.03%
Volatility (1Y) Calculated over the trailing 1-year period	19.25%	16.88%	+2.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.61%	21.81%	-2.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.61%	23.75%	-4.14%

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

WELP.DE has a 0.59% expense ratio, which is higher than OIGS.DE's 0.30% expense ratio.

Dividends

WELP.DE vs. OIGS.DE - Dividend Comparison

WELP.DE's dividend yield for the trailing twelve months is around 2.85%, less than OIGS.DE's 2.88% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
OIGS.DE Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist	2.88%	3.78%	4.78%	0.00%	3.66%	4.17%	7.35%	4.04%	4.04%	1.97%
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%

Frequently Asked Questions

Can I hold both WELP.DE and OIGS.DE in my portfolio?

WELP.DE and OIGS.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WELP.DE or OIGS.DE?

On fees, OIGS.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WELP.DE or OIGS.DE?

OIGS.DE is cheaper with a 0.30% expense ratio, compared with 0.59% for WELP.DE.

What is the main difference between WELP.DE and OIGS.DE?

WELP.DE tracks MSCI World/Energy NR USD, while OIGS.DE tracks STOXX® Europe 600 Energy ESG+. Their fees differ too: 0.59% for WELP.DE and 0.30% for OIGS.DE.