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WELS.DE vs. LYPE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WELS.DE vs. LYPE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Global Health Care ESG UCITS ETF EUR Acc (WELS.DE) and Amundi MSCI World Health Care UCITS ETF EUR Acc (LYPE.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, WELS.DE achieves a -3.35% return, which is significantly lower than LYPE.DE's -2.00% return.


WELS.DE

1D
2.97%
1M
4.14%
YTD
-3.35%
6M
-2.82%
1Y
6.93%
3Y*
2.22%
5Y*
10Y*

LYPE.DE

1D
2.79%
1M
3.48%
YTD
-2.00%
6M
-1.61%
1Y
9.70%
3Y*
2.46%
5Y*
5.27%
10Y*
7.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELS.DE vs. LYPE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
WELS.DE
Amundi S&P Global Health Care ESG UCITS ETF EUR Acc
-3.35%1.05%7.20%2.33%4.02%
LYPE.DE
Amundi MSCI World Health Care UCITS ETF EUR Acc
-2.00%2.17%7.03%-0.27%1.99%

Correlation

The correlation between WELS.DE and LYPE.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

0.97

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

0.97

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

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Return for Risk

WELS.DE vs. LYPE.DE — Risk / Return Rank

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

WELS.DE
WELS.DE Risk / Return Rank: 1616
Overall Rank
WELS.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
WELS.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
WELS.DE Omega Ratio Rank: 1616
Omega Ratio Rank
WELS.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
WELS.DE Martin Ratio Rank: 1515
Martin Ratio Rank

LYPE.DE
LYPE.DE Risk / Return Rank: 2121
Overall Rank
LYPE.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
LYPE.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
LYPE.DE Omega Ratio Rank: 2020
Omega Ratio Rank
LYPE.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
LYPE.DE Martin Ratio Rank: 2020
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.

WELS.DE vs. LYPE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Health Care ESG UCITS ETF EUR Acc (WELS.DE) and Amundi MSCI World Health Care UCITS ETF EUR Acc (LYPE.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.


WELS.DELYPE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.09

1.13

-0.04

Calmar ratioReturn relative to maximum drawdown

0.56

0.93

-0.37

Martin ratioReturn relative to average drawdown

1.30

2.27

-0.97

WELS.DE vs. LYPE.DE - Sharpe Ratio Comparison

The current WELS.DE Sharpe Ratio is 0.47, which is lower than the LYPE.DE Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of WELS.DE and LYPE.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


WELS.DELYPE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

0.68

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.76

-0.54

Drawdowns

WELS.DE vs. LYPE.DE - Drawdown Comparison

The maximum WELS.DE drawdown since its inception was -23.13%, smaller than the maximum LYPE.DE drawdown of -25.95%. Use the drawdown chart below to compare losses from any high point for WELS.DE and LYPE.DE.


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Drawdown Indicators


WELS.DELYPE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.13%

-25.95%

+2.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-10.21%

-2.14%

Max Drawdown (3Y)

Largest decline over 3 years

-23.13%

-21.30%

-1.83%

Max Drawdown (5Y)

Largest decline over 5 years

-21.30%

Max Drawdown (10Y)

Largest decline over 10 years

-25.95%

Current Drawdown

Current decline from peak

-12.08%

-8.75%

-3.33%

Average Drawdown

Average peak-to-trough decline

-7.30%

-5.06%

-2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.34%

4.18%

+1.16%

Volatility

WELS.DE vs. LYPE.DE - Volatility Comparison

Amundi S&P Global Health Care ESG UCITS ETF EUR Acc (WELS.DE) has a higher volatility of 5.27% compared to Amundi MSCI World Health Care UCITS ETF EUR Acc (LYPE.DE) at 4.96%. This indicates that WELS.DE's price experiences larger fluctuations and is considered to be riskier than LYPE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WELS.DELYPE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

4.96%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

10.22%

9.76%

+0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

14.60%

13.82%

+0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.59%

13.41%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.59%

14.64%

-1.05%

WELS.DE vs. LYPE.DE - Expense Ratio Comparison

WELS.DE has a 0.18% expense ratio, which is lower than LYPE.DE's 0.30% expense ratio.


Dividends

WELS.DE vs. LYPE.DE - Dividend Comparison

Neither WELS.DE nor LYPE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


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

WELS.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for LYPE.DE.

WELS.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Health Care, while LYPE.DE tracks MSCI World Health Care. Their fees differ too: 0.18% for WELS.DE and 0.30% for LYPE.DE.

Portfolio Optimizer

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