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WELS.DE vs. QDVE.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WELS.DE and QDVE.DE is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

WELS.DE vs. QDVE.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 iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-8.77%
5.92%
WELS.DE
QDVE.DE

Key characteristics

Sharpe Ratio

WELS.DE:

0.64

QDVE.DE:

1.42

Sortino Ratio

WELS.DE:

0.94

QDVE.DE:

1.91

Omega Ratio

WELS.DE:

1.12

QDVE.DE:

1.26

Calmar Ratio

WELS.DE:

0.69

QDVE.DE:

2.00

Martin Ratio

WELS.DE:

1.72

QDVE.DE:

6.23

Ulcer Index

WELS.DE:

4.14%

QDVE.DE:

5.03%

Daily Std Dev

WELS.DE:

11.13%

QDVE.DE:

22.11%

Max Drawdown

WELS.DE:

-10.38%

QDVE.DE:

-31.45%

Current Drawdown

WELS.DE:

-4.04%

QDVE.DE:

-2.66%

Returns By Period

In the year-to-date period, WELS.DE achieves a 6.60% return, which is significantly higher than QDVE.DE's 0.11% return.


WELS.DE

YTD

6.60%

1M

5.43%

6M

-1.82%

1Y

5.95%

5Y*

N/A

10Y*

N/A

QDVE.DE

YTD

0.11%

1M

0.31%

6M

13.99%

1Y

35.92%

5Y*

23.06%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

WELS.DE has a 0.18% expense ratio, which is higher than QDVE.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%.


WELS.DE
Amundi S&P Global Health Care ESG UCITS ETF EUR Acc
Expense ratio chart for WELS.DE: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for QDVE.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

WELS.DE vs. QDVE.DE — Risk-Adjusted Performance Rank

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

WELS.DE
The Risk-Adjusted Performance Rank of WELS.DE is 2424
Overall Rank
The Sharpe Ratio Rank of WELS.DE is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of WELS.DE is 2121
Sortino Ratio Rank
The Omega Ratio Rank of WELS.DE is 2222
Omega Ratio Rank
The Calmar Ratio Rank of WELS.DE is 3232
Calmar Ratio Rank
The Martin Ratio Rank of WELS.DE is 2020
Martin Ratio Rank

QDVE.DE
The Risk-Adjusted Performance Rank of QDVE.DE is 5858
Overall Rank
The Sharpe Ratio Rank of QDVE.DE is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of QDVE.DE is 5454
Sortino Ratio Rank
The Omega Ratio Rank of QDVE.DE is 5959
Omega Ratio Rank
The Calmar Ratio Rank of QDVE.DE is 6464
Calmar Ratio Rank
The Martin Ratio Rank of QDVE.DE is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WELS.DE vs. QDVE.DE - Risk-Adjusted Performance 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 iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.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.


Sharpe ratio
The chart of Sharpe ratio for WELS.DE, currently valued at 0.34, compared to the broader market0.002.004.000.341.25
The chart of Sortino ratio for WELS.DE, currently valued at 0.54, compared to the broader market-2.000.002.004.006.008.0010.0012.000.541.74
The chart of Omega ratio for WELS.DE, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.23
The chart of Calmar ratio for WELS.DE, currently valued at 0.23, compared to the broader market0.005.0010.0015.000.231.84
The chart of Martin ratio for WELS.DE, currently valued at 0.56, compared to the broader market0.0020.0040.0060.0080.00100.000.565.95
WELS.DE
QDVE.DE

The current WELS.DE Sharpe Ratio is 0.64, which is lower than the QDVE.DE Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of WELS.DE and QDVE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.34
1.25
WELS.DE
QDVE.DE

Dividends

WELS.DE vs. QDVE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

WELS.DE vs. QDVE.DE - Drawdown Comparison

The maximum WELS.DE drawdown since its inception was -10.38%, smaller than the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for WELS.DE and QDVE.DE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.99%
-2.93%
WELS.DE
QDVE.DE

Volatility

WELS.DE vs. QDVE.DE - Volatility Comparison

The current volatility for Amundi S&P Global Health Care ESG UCITS ETF EUR Acc (WELS.DE) is 3.38%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 8.84%. This indicates that WELS.DE experiences smaller price fluctuations and is considered to be less risky than QDVE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
3.38%
8.84%
WELS.DE
QDVE.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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