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WELR.DE vs. IU5C.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WELR.DE vs. IU5C.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Global Communication Services ESG UCITS ETF EUR Dist (WELR.DE) and iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with WELR.DE having a 3.18% return and IU5C.DE slightly lower at 3.08%.


WELR.DE

1D
0.97%
1M
0.72%
YTD
3.18%
6M
1.21%
1Y
21.19%
3Y*
21.51%
5Y*
10Y*

IU5C.DE

1D
1.39%
1M
-2.99%
YTD
3.08%
6M
0.70%
1Y
17.66%
3Y*
23.65%
5Y*
12.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELR.DE vs. IU5C.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
WELR.DE
Amundi S&P Global Communication Services ESG UCITS ETF EUR Dist
3.18%15.85%35.02%46.75%-6.91%
IU5C.DE
iShares S&P 500 Communication Sector UCITS ETF USD (Acc)
3.08%12.25%46.75%50.73%-9.77%

Correlation

The correlation between WELR.DE and IU5C.DE is 0.90, 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

0.90

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 WELR.DE and IU5C.DE has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

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Return for Risk

WELR.DE vs. IU5C.DE — Risk / Return Rank

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

WELR.DE
WELR.DE Risk / Return Rank: 3535
Overall Rank
WELR.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
WELR.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
WELR.DE Omega Ratio Rank: 3636
Omega Ratio Rank
WELR.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
WELR.DE Martin Ratio Rank: 3131
Martin Ratio Rank

IU5C.DE
IU5C.DE Risk / Return Rank: 4242
Overall Rank
IU5C.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IU5C.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
IU5C.DE Omega Ratio Rank: 3535
Omega Ratio Rank
IU5C.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
IU5C.DE Martin Ratio Rank: 4848
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.

WELR.DE vs. IU5C.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Communication Services ESG UCITS ETF EUR Dist (WELR.DE) and iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.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.


WELR.DEIU5C.DEDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.23

1.23

+0.01

Calmar ratioReturn relative to maximum drawdown

1.44

2.32

-0.88

Martin ratioReturn relative to average drawdown

4.45

7.89

-3.44

WELR.DE vs. IU5C.DE - Sharpe Ratio Comparison

The current WELR.DE Sharpe Ratio is 1.35, which is comparable to the IU5C.DE Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of WELR.DE and IU5C.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


WELR.DEIU5C.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.35

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

1.32

0.73

+0.59

Drawdowns

WELR.DE vs. IU5C.DE - Drawdown Comparison

The maximum WELR.DE drawdown since its inception was -25.22%, smaller than the maximum IU5C.DE drawdown of -39.23%. Use the drawdown chart below to compare losses from any high point for WELR.DE and IU5C.DE.


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Drawdown Indicators


WELR.DEIU5C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.22%

-39.23%

+14.01%

Max Drawdown (1Y)

Largest decline over 1 year

-14.70%

-8.06%

-6.64%

Max Drawdown (3Y)

Largest decline over 3 years

-25.22%

-23.61%

-1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-39.23%

Current Drawdown

Current decline from peak

-2.48%

-4.21%

+1.73%

Average Drawdown

Average peak-to-trough decline

-4.28%

-8.63%

+4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.75%

2.37%

+2.38%

Volatility

WELR.DE vs. IU5C.DE - Volatility Comparison

Amundi S&P Global Communication Services ESG UCITS ETF EUR Dist (WELR.DE) and iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE) have volatilities of 4.20% and 4.12%, 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


WELR.DEIU5C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

4.12%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

10.86%

9.51%

+1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

15.63%

13.87%

+1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.26%

19.30%

-1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.26%

19.91%

-1.65%

WELR.DE vs. IU5C.DE - Expense Ratio Comparison

WELR.DE has a 0.18% expense ratio, which is higher than IU5C.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

WELR.DE vs. IU5C.DE - Dividend Comparison

WELR.DE's dividend yield for the trailing twelve months is around 0.50%, while IU5C.DE has not paid dividends to shareholders.


Frequently Asked Questions


WELR.DE and IU5C.DE have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IU5C.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IU5C.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for WELR.DE.

WELR.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Communication Services, while IU5C.DE tracks S&P 500 Capped 35/20 Communication Services. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for WELR.DE and 0.15% for IU5C.DE.

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