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WELW.DE vs. ESIS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WELW.DE vs. ESIS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.DE) and iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.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, WELW.DE achieves a 3.14% return, which is significantly higher than ESIS.DE's -1.50% return.


WELW.DE

1D
-0.10%
1M
-2.96%
YTD
3.14%
6M
1.22%
1Y
-2.11%
3Y*
-0.01%
5Y*
10Y*

ESIS.DE

1D
-0.44%
1M
-2.84%
YTD
-1.50%
6M
-1.03%
1Y
-4.30%
3Y*
-0.30%
5Y*
0.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELW.DE vs. ESIS.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
WELW.DE
Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc
3.14%-7.11%9.48%-1.99%5.34%
ESIS.DE
iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)
-1.50%6.81%-2.47%0.99%2.73%

Correlation

The correlation between WELW.DE and ESIS.DE is 0.70, 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

0.70

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

0.69

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

0.70

The correlation between WELW.DE and ESIS.DE has been stable across timeframes, ranging from 0.69 to 0.70 - a consistent structural relationship.

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Return for Risk

WELW.DE vs. ESIS.DE — Risk / Return Rank

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

WELW.DE
WELW.DE Risk / Return Rank: 66
Overall Rank
WELW.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
WELW.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
WELW.DE Omega Ratio Rank: 66
Omega Ratio Rank
WELW.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
WELW.DE Martin Ratio Rank: 66
Martin Ratio Rank

ESIS.DE
ESIS.DE Risk / Return Rank: 66
Overall Rank
ESIS.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ESIS.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
ESIS.DE Omega Ratio Rank: 66
Omega Ratio Rank
ESIS.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
ESIS.DE Martin Ratio Rank: 66
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.

WELW.DE vs. ESIS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.DE) and iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.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.


WELW.DEESIS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

0.97

0.96

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.34

-0.37

+0.03

Martin ratioReturn relative to average drawdown

-0.62

-0.77

+0.15

WELW.DE vs. ESIS.DE - Sharpe Ratio Comparison

The current WELW.DE Sharpe Ratio is -0.24, which is comparable to the ESIS.DE Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of WELW.DE and ESIS.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


WELW.DEESIS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

-0.33

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.22

-0.03

Drawdowns

WELW.DE vs. ESIS.DE - Drawdown Comparison

The maximum WELW.DE drawdown since its inception was -13.88%, smaller than the maximum ESIS.DE drawdown of -15.05%. Use the drawdown chart below to compare losses from any high point for WELW.DE and ESIS.DE.


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Drawdown Indicators


WELW.DEESIS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.88%

-15.05%

+1.17%

Max Drawdown (1Y)

Largest decline over 1 year

-9.17%

-12.66%

+3.49%

Max Drawdown (3Y)

Largest decline over 3 years

-13.88%

-12.66%

-1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-15.05%

Current Drawdown

Current decline from peak

-8.99%

-11.44%

+2.45%

Average Drawdown

Average peak-to-trough decline

-5.45%

-6.63%

+1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

6.00%

-1.04%

Volatility

WELW.DE vs. ESIS.DE - Volatility Comparison

Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.DE) and iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.DE) have volatilities of 4.91% and 4.80%, 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


WELW.DEESIS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

4.80%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

10.31%

11.24%

-0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

12.66%

14.03%

-1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.48%

12.93%

-1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.48%

12.96%

-1.48%

WELW.DE vs. ESIS.DE - Expense Ratio Comparison

Both WELW.DE and ESIS.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

WELW.DE vs. ESIS.DE - Dividend Comparison

Neither WELW.DE nor ESIS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WELW.DE and ESIS.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

WELW.DE and ESIS.DE have the same expense ratio: 0.18% per year.

WELW.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Staples, while ESIS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. They also come from different issuers: Amundi and iShares.

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