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WELT.DE vs. WELV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WELT.DE vs. WELV.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 Amundi S&P Global Materials ESG UCITS ETF EUR Dist (WELV.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, WELT.DE achieves a 15.23% return, which is significantly lower than WELV.DE's 16.85% return.


WELT.DE

1D
-0.14%
1M
-0.02%
YTD
15.23%
6M
15.37%
1Y
23.60%
3Y*
17.33%
5Y*
10Y*

WELV.DE

1D
-0.38%
1M
2.10%
YTD
16.85%
6M
21.06%
1Y
31.99%
3Y*
13.15%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
WELT.DE
Amundi S&P Global Industrials ESG UCITS ETF EUR Dist
15.23%10.22%16.35%19.85%-3.85%
WELV.DE
Amundi S&P Global Materials ESG UCITS ETF EUR Dist
16.85%14.77%-0.57%9.65%-1.62%

Correlation

The correlation between WELT.DE and WELV.DE is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2022

0.60

The correlation between WELT.DE and WELV.DE has been stable across timeframes, ranging from 0.60 to 0.63 - a consistent structural relationship.

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Return for Risk

WELT.DE vs. WELV.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: 4848
Overall Rank
WELT.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
WELT.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
WELT.DE Omega Ratio Rank: 4444
Omega Ratio Rank
WELT.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
WELT.DE Martin Ratio Rank: 5454
Martin Ratio Rank

WELV.DE
WELV.DE Risk / Return Rank: 5454
Overall Rank
WELV.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
WELV.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
WELV.DE Omega Ratio Rank: 5454
Omega Ratio Rank
WELV.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
WELV.DE Martin Ratio Rank: 5555
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.

WELT.DE vs. WELV.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 Amundi S&P Global Materials ESG UCITS ETF EUR Dist (WELV.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.DEWELV.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.28

1.33

-0.06

Calmar ratioReturn relative to maximum drawdown

2.45

2.34

+0.12

Martin ratioReturn relative to average drawdown

9.08

9.43

-0.35

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

The current WELT.DE Sharpe Ratio is 1.52, which is comparable to the WELV.DE Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of WELT.DE and WELV.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


WELT.DEWELV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

1.86

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

1.26

0.76

+0.50

Drawdowns

WELT.DE vs. WELV.DE - Drawdown Comparison

The maximum WELT.DE drawdown since its inception was -20.81%, roughly equal to the maximum WELV.DE drawdown of -21.27%. Use the drawdown chart below to compare losses from any high point for WELT.DE and WELV.DE.


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Drawdown Indicators


WELT.DEWELV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.81%

-21.27%

+0.46%

Max Drawdown (1Y)

Largest decline over 1 year

-9.55%

-14.36%

+4.81%

Max Drawdown (3Y)

Largest decline over 3 years

-20.81%

-21.27%

+0.46%

Current Drawdown

Current decline from peak

-0.14%

-1.63%

+1.49%

Average Drawdown

Average peak-to-trough decline

-2.61%

-4.71%

+2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

3.51%

-0.93%

Volatility

WELT.DE vs. WELV.DE - Volatility Comparison

The current volatility for Amundi S&P Global Industrials ESG UCITS ETF EUR Dist (WELT.DE) is 3.88%, while Amundi S&P Global Materials ESG UCITS ETF EUR Dist (WELV.DE) has a volatility of 6.61%. This indicates that WELT.DE experiences smaller price fluctuations and is considered to be less risky than WELV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WELT.DEWELV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

6.61%

-2.73%

Volatility (6M)

Calculated over the trailing 6-month period

12.34%

15.33%

-2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

15.36%

18.02%

-2.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.32%

16.99%

-1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.32%

16.99%

-1.67%

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

Both WELT.DE and WELV.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

WELT.DE vs. WELV.DE - Dividend Comparison

WELT.DE's dividend yield for the trailing twelve months is around 1.12%, less than WELV.DE's 1.43% yield.


PositionTTM202520242023
WELT.DE
Amundi S&P Global Industrials ESG UCITS ETF EUR Dist
1.12%1.29%1.36%1.04%
WELV.DE
Amundi S&P Global Materials ESG UCITS ETF EUR Dist
1.43%1.77%2.71%0.31%

Frequently Asked Questions


WELT.DE and WELV.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

WELT.DE and WELV.DE have the same expense ratio: 0.18% per year.

WELT.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Industrials, while WELV.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Materials.

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