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WELU.DE vs. XDWT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WELU.DE vs. XDWT.L - 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 Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WELU.DE is traded in EUR, while XDWT.L is traded in USD. To make them comparable, the XDWT.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WELU.DE achieves a 21.54% return, which is significantly lower than XDWT.L's 25.51% return.


WELU.DE

1D
-1.73%
1M
12.92%
YTD
21.54%
6M
20.01%
1Y
44.17%
3Y*
27.35%
5Y*
10Y*

XDWT.L

1D
-2.01%
1M
14.68%
YTD
25.51%
6M
23.93%
1Y
48.86%
3Y*
29.31%
5Y*
22.50%
10Y*
24.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELU.DE vs. XDWT.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
WELU.DE
Amundi S&P Global Information Technology ESG UCITS ETF EUR Acc
21.54%9.54%38.64%57.43%0.20%
XDWT.L
Xtrackers MSCI World Information Technology UCITS ETF 1C
25.51%7.89%42.74%50.18%-4.17%

Correlation

The correlation between WELU.DE and XDWT.L is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.89

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2022

0.89

The correlation between WELU.DE and XDWT.L has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.

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Return for Risk

WELU.DE vs. XDWT.L — 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: 5757
Overall Rank
WELU.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
WELU.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
WELU.DE Omega Ratio Rank: 5959
Omega Ratio Rank
WELU.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
WELU.DE Martin Ratio Rank: 4444
Martin Ratio Rank

XDWT.L
XDWT.L Risk / Return Rank: 6868
Overall Rank
XDWT.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XDWT.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
XDWT.L Omega Ratio Rank: 6969
Omega Ratio Rank
XDWT.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
XDWT.L Martin Ratio Rank: 5454
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.

WELU.DE vs. XDWT.L - 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 Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L). 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.DEXDWT.LDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.35

1.39

-0.04

Calmar ratioReturn relative to maximum drawdown

2.70

3.05

-0.35

Martin ratioReturn relative to average drawdown

6.94

8.02

-1.08

WELU.DE vs. XDWT.L - Sharpe Ratio Comparison

The current WELU.DE Sharpe Ratio is 2.15, which is comparable to the XDWT.L Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of WELU.DE and XDWT.L, 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


WELU.DEXDWT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

2.34

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

1.52

1.09

+0.43

Drawdowns

WELU.DE vs. XDWT.L - Drawdown Comparison

The maximum WELU.DE drawdown since its inception was -28.67%, smaller than the maximum XDWT.L drawdown of -31.39%. Use the drawdown chart below to compare losses from any high point for WELU.DE and XDWT.L.


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Drawdown Indicators


WELU.DEXDWT.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.67%

-31.39%

+2.72%

Max Drawdown (1Y)

Largest decline over 1 year

-16.26%

-15.92%

-0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-28.67%

-29.64%

+0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-29.64%

Max Drawdown (10Y)

Largest decline over 10 years

-31.39%

Current Drawdown

Current decline from peak

-2.65%

-2.53%

-0.12%

Average Drawdown

Average peak-to-trough decline

-4.74%

-5.94%

+1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.35%

6.07%

+0.28%

Volatility

WELU.DE vs. XDWT.L - Volatility Comparison

The current volatility for Amundi S&P Global Information Technology ESG UCITS ETF EUR Acc (WELU.DE) is 6.70%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) has a volatility of 7.26%. This indicates that WELU.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WELU.DEXDWT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.70%

7.26%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

14.75%

15.56%

-0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

20.41%

20.76%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.28%

23.24%

-0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.28%

22.21%

+0.07%

WELU.DE vs. XDWT.L - Expense Ratio Comparison

WELU.DE has a 0.18% expense ratio, which is lower than XDWT.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

WELU.DE vs. XDWT.L - Dividend Comparison

Neither WELU.DE nor XDWT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, WELU.DE and XDWT.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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.

WELU.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for XDWT.L.

WELU.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Information Technology, while XDWT.L tracks MSCI World/Information Tech NR USD. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.18% for WELU.DE and 0.25% for XDWT.L.

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