WELS.DE vs. WELW.DE

Last updated Jun 5, 2026

WELS.DE (Amundi S&P Global Health Care ESG UCITS ETF EUR Acc) and WELW.DE (Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc) are both exchange-traded funds - WELS.DE is a Health & Biotech Equities fund tracking the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Health Care, while WELW.DE is a Consumer Staples Equities fund tracking the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Staples. Both are passively managed. Over the past 3 years, WELS.DE returned 2.22%/yr vs -0.01%/yr for WELW.DE. A 0.50 correlation means they provide meaningful diversification when combined. Both charge a 0.18% expense ratio.

Performance

WELS.DE vs. WELW.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 S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WELS.DE achieves a -3.35% return, which is significantly lower than WELW.DE's 3.14% return.

WELS.DE

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

WELW.DE

• 1D: -0.10%
• 1M: -2.28%
• YTD: 3.14%
• 6M: 1.88%
• 1Y: -3.09%
• 3Y*: -0.01%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022
WELS.DE Amundi S&P Global Health Care ESG UCITS ETF EUR Acc	-3.35%	1.05%	7.20%	2.33%	4.02%
WELW.DE Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc	3.14%	-7.11%	9.48%	-1.99%	5.34%

Correlation

The correlation between WELS.DE and WELW.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (3Y) Calculated over the trailing 3-year period	0.47
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022	0.50

The correlation between WELS.DE and WELW.DE shifts across timeframes, from 0.39 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.

Return for Risk

WELS.DE vs. WELW.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: 16
WELS.DE Sharpe Ratio Rank: 17
WELS.DE Sortino Ratio Rank: 17
WELS.DE Omega Ratio Rank: 16
WELS.DE Calmar Ratio Rank: 16
WELS.DE Martin Ratio Rank: 15

WELW.DE

WELW.DE Risk / Return Rank: 6
WELW.DE Sharpe Ratio Rank: 7
WELW.DE Sortino Ratio Rank: 6
WELW.DE Omega Ratio Rank: 6
WELW.DE Calmar Ratio Rank: 6
WELW.DE Martin Ratio Rank: 6

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. WELW.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 S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.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.DE	WELW.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.47	-0.24	+0.72
Sortino ratio: Return per unit of downside risk	0.82	-0.26	+1.08
Omega ratio: Gain probability vs. loss probability	1.09	0.97	+0.12
Calmar ratio: Return relative to maximum drawdown	0.56	-0.34	+0.89
Martin ratio: Return relative to average drawdown	1.30	-0.62	+1.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current WELS.DE Sharpe Ratio is 0.47, which is higher than the WELW.DE Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of WELS.DE and WELW.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.

Sharpe Ratios by Period

	WELS.DE	WELW.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.47	-0.24	+0.72
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	0.19	+0.03

Drawdowns

WELS.DE vs. WELW.DE - Drawdown Comparison

The maximum WELS.DE drawdown since its inception was -23.13%, which is greater than WELW.DE's maximum drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for WELS.DE and WELW.DE.

Drawdown Indicators

	WELS.DE	WELW.DE	Difference
Max Drawdown Largest peak-to-trough decline	-23.13%	-13.88%	-9.25%
Max Drawdown (1Y) Largest decline over 1 year	-12.35%	-9.17%	-3.18%
Max Drawdown (3Y) Largest decline over 3 years	-23.13%	-13.88%	-9.25%
Current Drawdown Current decline from peak	-12.08%	-8.99%	-3.09%
Average Drawdown Average peak-to-trough decline	-7.30%	-5.45%	-1.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.34%	4.96%	+0.38%

Volatility

WELS.DE vs. WELW.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 S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.DE) at 4.91%. This indicates that WELS.DE's price experiences larger fluctuations and is considered to be riskier than WELW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WELS.DE	WELW.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.27%	4.91%	+0.36%
Volatility (6M) Calculated over the trailing 6-month period	10.22%	10.31%	-0.09%
Volatility (1Y) Calculated over the trailing 1-year period	14.60%	12.66%	+1.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.59%	11.48%	+2.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.59%	11.48%	+2.11%

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

Both WELS.DE and WELW.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

WELS.DE vs. WELW.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both WELS.DE and WELW.DE in my portfolio?

WELS.DE and WELW.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WELS.DE or WELW.DE?

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WELS.DE or WELW.DE?

WELS.DE and WELW.DE have the same expense ratio: 0.18% per year.

What is the main difference between WELS.DE and WELW.DE?

WELS.DE is categorized as Health & Biotech Equities, while WELW.DE is Consumer Staples Equities. WELS.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Health Care, while WELW.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Staples.