WELU.DE vs. DRUP.DE

Last updated Jun 5, 2026

WELU.DE (Amundi S&P Global Information Technology ESG UCITS ETF EUR Acc) and DRUP.DE (Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc) are both Technology Equities funds from Amundi - WELU.DE tracks the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Information Technology while DRUP.DE tracks the MSCI ACWI IMI Disruptive Technology ESG Filtered. Both are passively managed. Over the past 3 years, WELU.DE returned 27.35%/yr vs 19.28%/yr for DRUP.DE. A 0.77 correlation means they provide meaningful diversification when combined. WELU.DE charges 0.18%/yr vs 0.45%/yr for DRUP.DE.

Performance

WELU.DE vs. DRUP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Global Information Technology ESG UCITS ETF EUR Acc (WELU.DE) and Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc (DRUP.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WELU.DE achieves a 21.54% return, which is significantly lower than DRUP.DE's 23.69% return.

WELU.DE

• 1D: -1.73%
• 1M: 11.36%
• YTD: 21.54%
• 6M: 19.44%
• 1Y: 43.16%
• 3Y*: 27.35%
• 5Y*: —
• 10Y*: —

DRUP.DE

• 1D: -0.61%
• 1M: 13.12%
• YTD: 23.69%
• 6M: 20.68%
• 1Y: 39.91%
• 3Y*: 19.28%
• 5Y*: 8.78%
• 10Y*: —

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

WELU.DE vs. DRUP.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
WELU.DE Amundi S&P Global Information Technology ESG UCITS ETF EUR Acc	21.54%	9.54%	38.64%	57.43%	0.20%
DRUP.DE Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc	23.69%	9.46%	20.09%	21.03%	-2.85%

Correlation

The correlation between WELU.DE and DRUP.DE is 0.75, 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	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022	0.77

The correlation between WELU.DE and DRUP.DE has been stable across timeframes, ranging from 0.75 to 0.77 - a consistent structural relationship.

Return for Risk

WELU.DE vs. DRUP.DE — Risk / Return Rank

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

WELU.DE

WELU.DE Risk / Return Rank: 57
WELU.DE Sharpe Ratio Rank: 66
WELU.DE Sortino Ratio Rank: 61
WELU.DE Omega Ratio Rank: 59
WELU.DE Calmar Ratio Rank: 55
WELU.DE Martin Ratio Rank: 44

DRUP.DE

DRUP.DE Risk / Return Rank: 59
DRUP.DE Sharpe Ratio Rank: 66
DRUP.DE Sortino Ratio Rank: 65
DRUP.DE Omega Ratio Rank: 60
DRUP.DE Calmar Ratio Rank: 57
DRUP.DE Martin Ratio Rank: 45

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.

WELU.DE vs. DRUP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Information Technology ESG UCITS ETF EUR Acc (WELU.DE) and Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc (DRUP.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.

	WELU.DE	DRUP.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.15	2.15	0.00
Sortino ratio: Return per unit of downside risk	2.83	2.96	-0.13
Omega ratio: Gain probability vs. loss probability	1.35	1.36	-0.01
Calmar ratio: Return relative to maximum drawdown	2.70	2.77	-0.07
Martin ratio: Return relative to average drawdown	6.94	7.29	-0.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WELU.DE vs. DRUP.DE - Sharpe Ratio Comparison

The current WELU.DE Sharpe Ratio is 2.15, which is comparable to the DRUP.DE Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of WELU.DE and DRUP.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

	WELU.DE	DRUP.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.15	2.15	0.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.43	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.52	0.65	+0.87

Drawdowns

WELU.DE vs. DRUP.DE - Drawdown Comparison

The maximum WELU.DE drawdown since its inception was -28.67%, smaller than the maximum DRUP.DE drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for WELU.DE and DRUP.DE.

Drawdown Indicators

	WELU.DE	DRUP.DE	Difference
Max Drawdown Largest peak-to-trough decline	-28.67%	-37.97%	+9.30%
Max Drawdown (1Y) Largest decline over 1 year	-16.26%	-14.74%	-1.52%
Max Drawdown (3Y) Largest decline over 3 years	-28.67%	-26.04%	-2.63%
Max Drawdown (5Y) Largest decline over 5 years	—	-36.30%	—
Current Drawdown Current decline from peak	-2.65%	-1.28%	-1.37%
Average Drawdown Average peak-to-trough decline	-4.74%	-16.43%	+11.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.35%	5.61%	+0.74%

Volatility

WELU.DE vs. DRUP.DE - Volatility Comparison

Amundi S&P Global Information Technology ESG UCITS ETF EUR Acc (WELU.DE) has a higher volatility of 6.70% compared to Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc (DRUP.DE) at 6.32%. This indicates that WELU.DE's price experiences larger fluctuations and is considered to be riskier than DRUP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WELU.DE	DRUP.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.70%	6.32%	+0.38%
Volatility (6M) Calculated over the trailing 6-month period	14.75%	13.63%	+1.12%
Volatility (1Y) Calculated over the trailing 1-year period	20.41%	19.01%	+1.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.28%	20.39%	+1.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.28%	21.27%	+1.01%

WELU.DE vs. DRUP.DE - Expense Ratio Comparison

WELU.DE has a 0.18% expense ratio, which is lower than DRUP.DE's 0.45% expense ratio.

Dividends

WELU.DE vs. DRUP.DE - Dividend Comparison

Neither WELU.DE nor DRUP.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both WELU.DE and DRUP.DE in my portfolio?

WELU.DE and DRUP.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WELU.DE or DRUP.DE?

On fees, WELU.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WELU.DE or DRUP.DE?

WELU.DE is cheaper with a 0.18% expense ratio, compared with 0.45% for DRUP.DE.

What is the main difference between WELU.DE and DRUP.DE?

WELU.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Information Technology, while DRUP.DE tracks MSCI ACWI IMI Disruptive Technology ESG Filtered. Their fees differ too: 0.18% for WELU.DE and 0.45% for DRUP.DE.