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WELV.DE vs. 2B7C.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WELV.DE vs. 2B7C.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Global Materials ESG UCITS ETF EUR Dist (WELV.DE) and iShares S&P 500 Industrials Sector UCITS ETF (2B7C.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, WELV.DE achieves a 16.85% return, which is significantly higher than 2B7C.DE's 13.30% return.


WELV.DE

1D
-0.38%
1M
2.10%
YTD
16.85%
6M
21.06%
1Y
31.99%
3Y*
13.15%
5Y*
10Y*

2B7C.DE

1D
-0.23%
1M
0.50%
YTD
13.30%
6M
14.11%
1Y
21.18%
3Y*
18.60%
5Y*
13.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELV.DE vs. 2B7C.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
WELV.DE
Amundi S&P Global Materials ESG UCITS ETF EUR Dist
16.85%14.77%-0.57%9.65%-1.62%
2B7C.DE
iShares S&P 500 Industrials Sector UCITS ETF
13.30%6.91%23.72%13.89%-3.80%

Correlation

The correlation between WELV.DE and 2B7C.DE is 0.53, 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

0.53

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

0.51

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

0.50

The correlation between WELV.DE and 2B7C.DE has been stable across timeframes, ranging from 0.50 to 0.53 - a consistent structural relationship.

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Return for Risk

WELV.DE vs. 2B7C.DE — Risk / Return Rank

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

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

2B7C.DE
2B7C.DE Risk / Return Rank: 4444
Overall Rank
2B7C.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
2B7C.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
2B7C.DE Omega Ratio Rank: 4040
Omega Ratio Rank
2B7C.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
2B7C.DE Martin Ratio Rank: 4747
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.

WELV.DE vs. 2B7C.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Materials ESG UCITS ETF EUR Dist (WELV.DE) and iShares S&P 500 Industrials Sector UCITS ETF (2B7C.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.


WELV.DE2B7C.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.33

1.26

+0.07

Calmar ratioReturn relative to maximum drawdown

2.34

2.34

0.00

Martin ratioReturn relative to average drawdown

9.43

7.59

+1.83

WELV.DE vs. 2B7C.DE - Sharpe Ratio Comparison

The current WELV.DE Sharpe Ratio is 1.86, which is comparable to the 2B7C.DE Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of WELV.DE and 2B7C.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


WELV.DE2B7C.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

1.44

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.60

+0.16

Drawdowns

WELV.DE vs. 2B7C.DE - Drawdown Comparison

The maximum WELV.DE drawdown since its inception was -21.27%, smaller than the maximum 2B7C.DE drawdown of -41.33%. Use the drawdown chart below to compare losses from any high point for WELV.DE and 2B7C.DE.


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Drawdown Indicators


WELV.DE2B7C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.27%

-41.33%

+20.06%

Max Drawdown (1Y)

Largest decline over 1 year

-14.36%

-8.89%

-5.47%

Max Drawdown (3Y)

Largest decline over 3 years

-21.27%

-22.66%

+1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-22.66%

Current Drawdown

Current decline from peak

-1.63%

-0.47%

-1.16%

Average Drawdown

Average peak-to-trough decline

-4.71%

-5.04%

+0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

2.75%

+0.76%

Volatility

WELV.DE vs. 2B7C.DE - Volatility Comparison

Amundi S&P Global Materials ESG UCITS ETF EUR Dist (WELV.DE) has a higher volatility of 6.61% compared to iShares S&P 500 Industrials Sector UCITS ETF (2B7C.DE) at 3.74%. This indicates that WELV.DE's price experiences larger fluctuations and is considered to be riskier than 2B7C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WELV.DE2B7C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

3.74%

+2.87%

Volatility (6M)

Calculated over the trailing 6-month period

15.33%

10.98%

+4.35%

Volatility (1Y)

Calculated over the trailing 1-year period

18.02%

14.45%

+3.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

16.73%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

19.35%

-2.36%

WELV.DE vs. 2B7C.DE - Expense Ratio Comparison

WELV.DE has a 0.18% expense ratio, which is higher than 2B7C.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

WELV.DE vs. 2B7C.DE - Dividend Comparison

WELV.DE's dividend yield for the trailing twelve months is around 1.43%, while 2B7C.DE has not paid dividends to shareholders.


PositionTTM202520242023
2B7C.DE
iShares S&P 500 Industrials Sector UCITS ETF
0.00%0.00%0.00%0.00%
WELV.DE
Amundi S&P Global Materials ESG UCITS ETF EUR Dist
1.43%1.77%2.71%0.31%

Frequently Asked Questions


WELV.DE and 2B7C.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 2B7C.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

2B7C.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for WELV.DE.

WELV.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Materials, while 2B7C.DE tracks S&P 500 Capped 35/20 Industrials. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for WELV.DE and 0.15% for 2B7C.DE.

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