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WELQ.DE vs. XDWU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WELQ.DE vs. XDWU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Global Utilities ESG UCITS ETF EUR Dist (WELQ.DE) and Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WELQ.DE achieves a 6.91% return, which is significantly higher than XDWU.DE's 5.92% return.


WELQ.DE

1D
-0.97%
1M
-4.33%
YTD
6.91%
6M
6.54%
1Y
16.98%
3Y*
11.14%
5Y*
10Y*

XDWU.DE

1D
-1.48%
1M
-3.92%
YTD
5.92%
6M
5.19%
1Y
13.84%
3Y*
11.70%
5Y*
9.86%
10Y*
8.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELQ.DE vs. XDWU.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
WELQ.DE
Amundi S&P Global Utilities ESG UCITS ETF EUR Dist
6.91%18.60%9.91%1.75%9.13%
XDWU.DE
Xtrackers MSCI World Utilities UCITS ETF 1C
5.92%11.38%19.82%-3.19%4.90%

Correlation

The correlation between WELQ.DE and XDWU.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

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

0.92

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

0.92

The correlation between WELQ.DE and XDWU.DE has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.

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Return for Risk

WELQ.DE vs. XDWU.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WELQ.DE
WELQ.DE Risk / Return Rank: 4040
Overall Rank
WELQ.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
WELQ.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
WELQ.DE Omega Ratio Rank: 3434
Omega Ratio Rank
WELQ.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
WELQ.DE Martin Ratio Rank: 4242
Martin Ratio Rank

XDWU.DE
XDWU.DE Risk / Return Rank: 3131
Overall Rank
XDWU.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XDWU.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
XDWU.DE Omega Ratio Rank: 2727
Omega Ratio Rank
XDWU.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
XDWU.DE Martin Ratio Rank: 3232
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.

WELQ.DE vs. XDWU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Utilities ESG UCITS ETF EUR Dist (WELQ.DE) and Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.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.


WELQ.DEXDWU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.22

1.18

+0.04

Calmar ratioReturn relative to maximum drawdown

2.36

1.77

+0.60

Martin ratioReturn relative to average drawdown

6.63

4.77

+1.86

WELQ.DE vs. XDWU.DE - Sharpe Ratio Comparison

The current WELQ.DE Sharpe Ratio is 1.32, which is comparable to the XDWU.DE Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of WELQ.DE and XDWU.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.


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Sharpe Ratios by Period


WELQ.DEXDWU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.07

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.55

+0.42

Drawdowns

WELQ.DE vs. XDWU.DE - Drawdown Comparison

The maximum WELQ.DE drawdown since its inception was -13.98%, smaller than the maximum XDWU.DE drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for WELQ.DE and XDWU.DE.


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Drawdown Indicators


WELQ.DEXDWU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.98%

-33.61%

+19.63%

Max Drawdown (1Y)

Largest decline over 1 year

-6.71%

-7.30%

+0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-12.52%

-12.68%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-23.26%

Max Drawdown (10Y)

Largest decline over 10 years

-33.61%

Current Drawdown

Current decline from peak

-6.53%

-7.22%

+0.69%

Average Drawdown

Average peak-to-trough decline

-3.14%

-6.99%

+3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

2.71%

-0.32%

Volatility

WELQ.DE vs. XDWU.DE - Volatility Comparison

Amundi S&P Global Utilities ESG UCITS ETF EUR Dist (WELQ.DE) and Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) have volatilities of 4.07% and 4.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WELQ.DEXDWU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

4.08%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.01%

10.09%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

12.01%

12.09%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.00%

14.12%

-1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.00%

15.16%

-2.16%

WELQ.DE vs. XDWU.DE - Expense Ratio Comparison

WELQ.DE has a 0.18% expense ratio, which is lower than XDWU.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

WELQ.DE vs. XDWU.DE - Dividend Comparison

WELQ.DE's dividend yield for the trailing twelve months is around 2.60%, while XDWU.DE has not paid dividends to shareholders.


PositionTTM202520242023
WELQ.DE
Amundi S&P Global Utilities ESG UCITS ETF EUR Dist
2.60%2.85%3.42%0.57%
XDWU.DE
Xtrackers MSCI World Utilities UCITS ETF 1C
0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, WELQ.DE and XDWU.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, WELQ.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WELQ.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for XDWU.DE.

WELQ.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Utilities, while XDWU.DE tracks MSCI World/Utilities NR USD. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.18% for WELQ.DE and 0.25% for XDWU.DE.

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