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

Performance

WELV.DE vs. LBRE.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 Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.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 lower than LBRE.DE's 32.03% return.


WELV.DE

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

LBRE.DE

1D
-0.97%
1M
5.56%
YTD
32.03%
6M
41.37%
1Y
78.47%
3Y*
19.81%
5Y*
11.64%
10Y*
16.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELV.DE vs. LBRE.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%
LBRE.DE
Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc
32.03%33.09%-8.87%-2.42%2.82%

Correlation

The correlation between WELV.DE and LBRE.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.71

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

0.69

The correlation between WELV.DE and LBRE.DE shifts across timeframes, from 0.69 (all time) to 0.83 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

WELV.DE vs. LBRE.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

LBRE.DE
LBRE.DE Risk / Return Rank: 8787
Overall Rank
LBRE.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LBRE.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
LBRE.DE Omega Ratio Rank: 8484
Omega Ratio Rank
LBRE.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
LBRE.DE Martin Ratio Rank: 8787
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. LBRE.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 Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.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.DELBRE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.28

Sortino ratioReturn per unit of downside risk

-1.36

Omega ratioGain probability vs. loss probability

1.33

1.50

-0.17

Calmar ratioReturn relative to maximum drawdown

2.34

4.71

-2.37

Martin ratioReturn relative to average drawdown

9.43

18.65

-9.23

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

The current WELV.DE Sharpe Ratio is 1.86, which is lower than the LBRE.DE Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of WELV.DE and LBRE.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.DELBRE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

3.15

-1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.17

+0.59

Drawdowns

WELV.DE vs. LBRE.DE - Drawdown Comparison

The maximum WELV.DE drawdown since its inception was -21.27%, smaller than the maximum LBRE.DE drawdown of -74.21%. Use the drawdown chart below to compare losses from any high point for WELV.DE and LBRE.DE.


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Drawdown Indicators


WELV.DELBRE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.27%

-74.21%

+52.94%

Max Drawdown (1Y)

Largest decline over 1 year

-14.36%

-17.12%

+2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-21.27%

-33.23%

+11.96%

Max Drawdown (5Y)

Largest decline over 5 years

-37.22%

Max Drawdown (10Y)

Largest decline over 10 years

-45.32%

Current Drawdown

Current decline from peak

-1.63%

-2.86%

+1.23%

Average Drawdown

Average peak-to-trough decline

-4.71%

-31.35%

+26.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

4.26%

-0.75%

Volatility

WELV.DE vs. LBRE.DE - Volatility Comparison

The current volatility for Amundi S&P Global Materials ESG UCITS ETF EUR Dist (WELV.DE) is 6.61%, while Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.DE) has a volatility of 9.86%. This indicates that WELV.DE experiences smaller price fluctuations and is considered to be less risky than LBRE.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.DELBRE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

9.86%

-3.25%

Volatility (6M)

Calculated over the trailing 6-month period

15.33%

21.55%

-6.22%

Volatility (1Y)

Calculated over the trailing 1-year period

18.02%

25.64%

-7.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

26.23%

-9.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

28.67%

-11.68%

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

WELV.DE has a 0.18% expense ratio, which is lower than LBRE.DE's 0.30% expense ratio.


Dividends

WELV.DE vs. LBRE.DE - Dividend Comparison

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


PositionTTM202520242023
LBRE.DE
Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc
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 LBRE.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

WELV.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for LBRE.DE.

WELV.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Materials, while LBRE.DE tracks STOXX® Europe 600 Basic Resources. Their fees differ too: 0.18% for WELV.DE and 0.30% for LBRE.DE.

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