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

Performance

WELV.DE vs. WELI.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 Amundi S&P Global Materials ESG UCITS ETF EUR Acc (WELI.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with WELV.DE having a 16.85% return and WELI.DE slightly lower at 16.84%.


WELV.DE

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

WELI.DE

1D
-0.41%
1M
2.27%
YTD
16.84%
6M
21.11%
1Y
32.05%
3Y*
13.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELV.DE vs. WELI.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%
WELI.DE
Amundi S&P Global Materials ESG UCITS ETF EUR Acc
16.84%14.91%-0.52%10.29%-2.10%

Correlation

The correlation between WELV.DE and WELI.DE is 0.95, 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

0.95

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

0.86

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

0.83

The correlation between WELV.DE and WELI.DE shifts across timeframes, from 0.83 (all time) to 0.95 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

WELV.DE vs. WELI.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

WELI.DE
WELI.DE Risk / Return Rank: 5151
Overall Rank
WELI.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
WELI.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
WELI.DE Omega Ratio Rank: 5050
Omega Ratio Rank
WELI.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
WELI.DE Martin Ratio Rank: 5353
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. WELI.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 Amundi S&P Global Materials ESG UCITS ETF EUR Acc (WELI.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.DEWELI.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.33

1.31

+0.02

Calmar ratioReturn relative to maximum drawdown

2.34

2.21

+0.13

Martin ratioReturn relative to average drawdown

9.43

8.95

+0.48

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

The current WELV.DE Sharpe Ratio is 1.86, which is comparable to the WELI.DE Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of WELV.DE and WELI.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.DEWELI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

1.78

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.86

-0.10

Drawdowns

WELV.DE vs. WELI.DE - Drawdown Comparison

The maximum WELV.DE drawdown since its inception was -21.27%, roughly equal to the maximum WELI.DE drawdown of -21.14%. Use the drawdown chart below to compare losses from any high point for WELV.DE and WELI.DE.


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Drawdown Indicators


WELV.DEWELI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.27%

-21.14%

-0.13%

Max Drawdown (1Y)

Largest decline over 1 year

-14.36%

-14.69%

+0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-21.27%

-21.14%

-0.13%

Current Drawdown

Current decline from peak

-1.63%

-1.73%

+0.10%

Average Drawdown

Average peak-to-trough decline

-4.71%

-4.51%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

3.63%

-0.12%

Volatility

WELV.DE vs. WELI.DE - Volatility Comparison

Amundi S&P Global Materials ESG UCITS ETF EUR Dist (WELV.DE) and Amundi S&P Global Materials ESG UCITS ETF EUR Acc (WELI.DE) have volatilities of 6.61% and 6.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WELV.DEWELI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

6.48%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

15.33%

15.53%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

18.02%

18.23%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

16.10%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

16.10%

+0.89%

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

Both WELV.DE and WELI.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

WELV.DE vs. WELI.DE - Dividend Comparison

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


PositionTTM202520242023
WELI.DE
Amundi S&P Global Materials ESG UCITS ETF EUR 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


With a correlation of 0.95, WELV.DE and WELI.DE 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.

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

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

Both ETFs track S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Materials.

Portfolio Optimizer

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