WELT.DE vs. EXV7.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Amundi S&P Global Industrials ESG UCITS ETF EUR Dist (WELT.DE) and iShares STOXX Europe 600 Chemicals UCITS ETF (DE) (EXV7.DE).

WELT.DE and EXV7.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WELT.DE is a passively managed fund by Amundi that tracks the performance of the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Industrials. It was launched on Sep 20, 2022. EXV7.DE is a passively managed fund by iShares that tracks the performance of the STOXX® Europe 600 Chemicals. It was launched on Jul 8, 2002. Both WELT.DE and EXV7.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

WELT.DE vs. EXV7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Global Industrials ESG UCITS ETF EUR Dist (WELT.DE) and iShares STOXX Europe 600 Chemicals UCITS ETF (DE) (EXV7.DE). The values are adjusted to include any dividend payments, if applicable.

WELT.DE vs. EXV7.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
WELT.DE Amundi S&P Global Industrials ESG UCITS ETF EUR Dist	4.75%	10.22%	16.35%	19.85%	7.82%
EXV7.DE iShares STOXX Europe 600 Chemicals UCITS ETF (DE)	6.15%	-4.03%	-7.26%	16.14%	8.40%

Returns By Period

In the year-to-date period, WELT.DE achieves a 4.75% return, which is significantly lower than EXV7.DE's 6.15% return.

WELT.DE

• 1D: -0.64%
• 1M: -4.60%
• YTD: 4.75%
• 6M: 7.76%
• 1Y: 17.39%
• 3Y*: 15.07%
• 5Y*: —
• 10Y*: —

EXV7.DE

• 1D: -0.21%
• 1M: 2.25%
• YTD: 6.15%
• 6M: 2.34%
• 1Y: -2.76%
• 3Y*: 1.06%
• 5Y*: 1.54%
• 10Y*: 6.44%

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

WELT.DE vs. EXV7.DE - Expense Ratio Comparison

WELT.DE has a 0.18% expense ratio, which is lower than EXV7.DE's 0.46% expense ratio.

EXV7.DE

iShares STOXX Europe 600 Chemicals UCITS ETF (DE)

WELT.DE

Amundi S&P Global Industrials ESG UCITS ETF EUR Dist

Return for Risk

WELT.DE vs. EXV7.DE — Risk / Return Rank

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

WELT.DE

WELT.DE Risk / Return Rank: 58
WELT.DE Sharpe Ratio Rank: 49
WELT.DE Sortino Ratio Rank: 48
WELT.DE Omega Ratio Rank: 46
WELT.DE Calmar Ratio Rank: 75
WELT.DE Martin Ratio Rank: 74

EXV7.DE

EXV7.DE Risk / Return Rank: 9
EXV7.DE Sharpe Ratio Rank: 9
EXV7.DE Sortino Ratio Rank: 8
EXV7.DE Omega Ratio Rank: 8
EXV7.DE Calmar Ratio Rank: 10
EXV7.DE Martin Ratio Rank: 10

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.

WELT.DE vs. EXV7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Industrials ESG UCITS ETF EUR Dist (WELT.DE) and iShares STOXX Europe 600 Chemicals UCITS ETF (DE) (EXV7.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.

	WELT.DE	EXV7.DE	Difference
Sharpe ratio Return per unit of total volatility	0.95	-0.16	+1.11
Sortino ratio Return per unit of downside risk	1.38	-0.11	+1.48
Omega ratio Gain probability vs. loss probability	1.19	0.99	+0.20
Calmar ratio Return relative to maximum drawdown	2.49	-0.01	+2.51
Martin ratio Return relative to average drawdown	9.43	-0.02	+9.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WELT.DE vs. EXV7.DE - Sharpe Ratio Comparison

The current WELT.DE Sharpe Ratio is 0.95, which is higher than the EXV7.DE Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of WELT.DE and EXV7.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.

Sharpe Ratios by Period

	WELT.DE	EXV7.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.95	-0.16	+1.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.09	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.37	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.13	0.44	+0.69

Correlation

The correlation between WELT.DE and EXV7.DE is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

WELT.DE vs. EXV7.DE - Dividend Comparison

WELT.DE's dividend yield for the trailing twelve months is around 1.23%, less than EXV7.DE's 2.06% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WELT.DE Amundi S&P Global Industrials ESG UCITS ETF EUR Dist	1.23%	1.29%	1.36%	1.04%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EXV7.DE iShares STOXX Europe 600 Chemicals UCITS ETF (DE)	2.06%	2.17%	2.07%	2.46%	2.15%	1.35%	1.51%	2.03%	2.33%	1.96%	2.71%	2.69%

Drawdowns

WELT.DE vs. EXV7.DE - Drawdown Comparison

The maximum WELT.DE drawdown since its inception was -20.81%, smaller than the maximum EXV7.DE drawdown of -49.31%. Use the drawdown chart below to compare losses from any high point for WELT.DE and EXV7.DE.

Drawdown Indicators

	WELT.DE	EXV7.DE	Difference
Max Drawdown Largest peak-to-trough decline	-20.81%	-49.31%	+28.50%
Max Drawdown (1Y) Largest decline over 1 year	-9.55%	-15.47%	+5.92%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.77%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.38%	—
Current Drawdown Current decline from peak	-6.84%	-11.28%	+4.44%
Average Drawdown Average peak-to-trough decline	-2.65%	-8.47%	+5.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.52%	9.32%	-6.80%

Volatility

WELT.DE vs. EXV7.DE - Volatility Comparison

Amundi S&P Global Industrials ESG UCITS ETF EUR Dist (WELT.DE) has a higher volatility of 6.74% compared to iShares STOXX Europe 600 Chemicals UCITS ETF (DE) (EXV7.DE) at 6.40%. This indicates that WELT.DE's price experiences larger fluctuations and is considered to be riskier than EXV7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WELT.DE	EXV7.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.74%	6.40%	+0.34%
Volatility (6M) Calculated over the trailing 6-month period	10.79%	12.11%	-1.32%
Volatility (1Y) Calculated over the trailing 1-year period	18.24%	17.15%	+1.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.06%	16.75%	-1.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.06%	17.53%	-2.47%