PortfoliosLab logoPortfoliosLab logo
WELP.DE vs. ZPDE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WELP.DE vs. ZPDE.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 SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with WELP.DE having a 34.22% return and ZPDE.DE slightly lower at 32.72%.


WELP.DE

1D
-0.43%
1M
-0.84%
YTD
34.22%
6M
30.47%
1Y
42.64%
3Y*
14.42%
5Y*
10Y*

ZPDE.DE

1D
-0.53%
1M
4.44%
YTD
32.72%
6M
28.42%
1Y
44.87%
3Y*
14.16%
5Y*
21.32%
10Y*
9.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
WELP.DE
HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF
34.22%-1.54%7.90%0.25%6.11%
ZPDE.DE
SPDR S&P US Energy Select Sector UCITS ETF
32.72%-2.67%9.39%-2.97%-0.56%

Correlation

The correlation between WELP.DE and ZPDE.DE is 0.93, 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

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2022

0.92

The correlation between WELP.DE and ZPDE.DE has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

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. ZPDE.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: 6666
Overall Rank
WELP.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
WELP.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
WELP.DE Omega Ratio Rank: 6464
Omega Ratio Rank
WELP.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
WELP.DE Martin Ratio Rank: 6666
Martin Ratio Rank

ZPDE.DE
ZPDE.DE Risk / Return Rank: 5151
Overall Rank
ZPDE.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ZPDE.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
ZPDE.DE Omega Ratio Rank: 5252
Omega Ratio Rank
ZPDE.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
ZPDE.DE Martin Ratio Rank: 4949
Martin Ratio Rank
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. ZPDE.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 SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.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.DEZPDE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.38

1.32

+0.06

Calmar ratioReturn relative to maximum drawdown

3.47

2.54

+0.94

Martin ratioReturn relative to average drawdown

11.93

8.09

+3.84

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

The current WELP.DE Sharpe Ratio is 2.21, which is comparable to the ZPDE.DE Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of WELP.DE and ZPDE.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.


Loading charts...

Sharpe Ratios by Period


WELP.DEZPDE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

1.83

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.26

+0.35

Drawdowns

WELP.DE vs. ZPDE.DE - Drawdown Comparison

The maximum WELP.DE drawdown since its inception was -23.55%, smaller than the maximum ZPDE.DE drawdown of -65.58%. Use the drawdown chart below to compare losses from any high point for WELP.DE and ZPDE.DE.


Loading charts...

Drawdown Indicators


WELP.DEZPDE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.55%

-65.58%

+42.03%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-17.16%

+4.94%

Max Drawdown (3Y)

Largest decline over 3 years

-23.55%

-26.97%

+3.42%

Max Drawdown (5Y)

Largest decline over 5 years

-26.97%

Max Drawdown (10Y)

Largest decline over 10 years

-65.58%

Current Drawdown

Current decline from peak

-4.77%

-8.87%

+4.10%

Average Drawdown

Average peak-to-trough decline

-7.88%

-17.28%

+9.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

5.40%

-1.84%

Volatility

WELP.DE vs. ZPDE.DE - Volatility Comparison

The current volatility for HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE) is 6.37%, while SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) has a volatility of 7.53%. This indicates that WELP.DE experiences smaller price fluctuations and is considered to be less risky than ZPDE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WELP.DEZPDE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.37%

7.53%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

16.27%

20.35%

-4.08%

Volatility (1Y)

Calculated over the trailing 1-year period

19.25%

23.96%

-4.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.61%

26.90%

-7.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

28.89%

-9.28%

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

WELP.DE has a 0.59% expense ratio, which is higher than ZPDE.DE's 0.15% expense ratio.


Dividends

WELP.DE vs. ZPDE.DE - Dividend Comparison

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


PositionTTM202520242023
WELP.DE
HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF
2.85%3.78%3.64%0.79%
ZPDE.DE
SPDR S&P US Energy Select Sector UCITS ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, WELP.DE and ZPDE.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.

On fees, ZPDE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPDE.DE is cheaper with a 0.15% expense ratio, compared with 0.59% for WELP.DE.

WELP.DE tracks MSCI World/Energy NR USD, while ZPDE.DE tracks S&P Energy Select Sector. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.59% for WELP.DE and 0.15% for ZPDE.DE.

Portfolio Optimizer

Find the right allocation for WELP.DE and ZPDE.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