WELP.DE vs. WDEE.DE

Last updated Jun 5, 2026

WELP.DE (HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF) and WDEE.DE (Invesco S&P World Energy ESG UCITS ETF Acc) are both Energy Equities funds - WELP.DE tracks the MSCI World/Energy NR USD while WDEE.DE tracks the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy. Both are passively managed. Over the past 3 years, WELP.DE returned 14.42%/yr vs 16.13%/yr for WDEE.DE. With a 0.96 correlation, they move nearly in lockstep. WELP.DE charges 0.59%/yr vs 0.18%/yr for WDEE.DE.

Performance

WELP.DE vs. WDEE.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 Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with WELP.DE having a 34.22% return and WDEE.DE slightly lower at 33.31%.

WELP.DE

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

WDEE.DE

• 1D: 2.19%
• 1M: 3.35%
• YTD: 33.31%
• 6M: 28.18%
• 1Y: 39.15%
• 3Y*: 16.13%
• 5Y*: —
• 10Y*: —

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

WELP.DE vs. WDEE.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
WELP.DE HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF	34.22%	-1.54%	7.90%	0.11%
WDEE.DE Invesco S&P World Energy ESG UCITS ETF Acc	33.31%	-2.96%	9.29%	6.37%

Correlation

The correlation between WELP.DE and WDEE.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023	0.96

The correlation between WELP.DE and WDEE.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

Return for Risk

WELP.DE vs. WDEE.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

WDEE.DE

WDEE.DE Risk / Return Rank: 53
WDEE.DE Sharpe Ratio Rank: 52
WDEE.DE Sortino Ratio Rank: 48
WDEE.DE Omega Ratio Rank: 50
WDEE.DE Calmar Ratio Rank: 60
WDEE.DE Martin Ratio Rank: 55

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. WDEE.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 S&P World Energy ESG UCITS ETF Acc (WDEE.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	WDEE.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.21	1.75	+0.46
Sortino ratio: Return per unit of downside risk	2.80	2.29	+0.51
Omega ratio: Gain probability vs. loss probability	1.38	1.31	+0.07
Calmar ratio: Return relative to maximum drawdown	3.47	2.94	+0.53
Martin ratio: Return relative to average drawdown	11.93	9.51	+2.43
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. WDEE.DE - Sharpe Ratio Comparison

The current WELP.DE Sharpe Ratio is 2.21, which is comparable to the WDEE.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of WELP.DE and WDEE.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	WDEE.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.21	1.75	+0.46
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.69	-0.08

Drawdowns

WELP.DE vs. WDEE.DE - Drawdown Comparison

The maximum WELP.DE drawdown since its inception was -23.55%, roughly equal to the maximum WDEE.DE drawdown of -23.77%. Use the drawdown chart below to compare losses from any high point for WELP.DE and WDEE.DE.

Drawdown Indicators

	WELP.DE	WDEE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-23.55%	-23.77%	+0.22%
Max Drawdown (1Y) Largest decline over 1 year	-12.22%	-12.42%	+0.20%
Max Drawdown (3Y) Largest decline over 3 years	-23.55%	-23.77%	+0.22%
Current Drawdown Current decline from peak	-4.77%	-4.37%	-0.40%
Average Drawdown Average peak-to-trough decline	-7.88%	-7.19%	-0.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.56%	3.85%	-0.29%

Volatility

WELP.DE vs. WDEE.DE - Volatility Comparison

The current volatility for HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE) is 6.37%, while Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) has a volatility of 7.54%. This indicates that WELP.DE experiences smaller price fluctuations and is considered to be less risky than WDEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WELP.DE	WDEE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.37%	7.54%	-1.17%
Volatility (6M) Calculated over the trailing 6-month period	16.27%	17.53%	-1.26%
Volatility (1Y) Calculated over the trailing 1-year period	19.25%	20.89%	-1.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.61%	19.94%	-0.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.61%	19.94%	-0.33%

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

WELP.DE has a 0.59% expense ratio, which is higher than WDEE.DE's 0.18% expense ratio.

Dividends

WELP.DE vs. WDEE.DE - Dividend Comparison

WELP.DE's dividend yield for the trailing twelve months is around 2.85%, while WDEE.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
WDEE.DE Invesco S&P World Energy ESG UCITS ETF Acc	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

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

With a correlation of 0.94, WELP.DE and WDEE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

On fees, WDEE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

WDEE.DE is cheaper with a 0.18% expense ratio, compared with 0.59% for WELP.DE.

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

WELP.DE tracks MSCI World/Energy NR USD, while WDEE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.59% for WELP.DE and 0.18% for WDEE.DE.