WELW.DE vs. EXH3.DE

Last updated Jun 5, 2026

WELW.DE (Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc) and EXH3.DE (iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE)) are both Consumer Staples Equities funds - WELW.DE tracks the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Staples while EXH3.DE tracks the STOXX® Europe 600 Food & Beverage. Both are passively managed. Over the past 3 years, WELW.DE returned -0.01%/yr vs -5.22%/yr for EXH3.DE. A 0.66 correlation means they provide meaningful diversification when combined. WELW.DE charges 0.18%/yr vs 0.46%/yr for EXH3.DE.

Performance

WELW.DE vs. EXH3.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 STOXX Europe 600 Food & Beverage UCITS ETF (DE) (EXH3.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WELW.DE achieves a 3.14% return, which is significantly higher than EXH3.DE's 0.79% return.

WELW.DE

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

EXH3.DE

• 1D: -0.56%
• 1M: -2.61%
• YTD: 0.79%
• 6M: 1.07%
• 1Y: -8.05%
• 3Y*: -5.22%
• 5Y*: -3.23%
• 10Y*: 1.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WELW.DE vs. EXH3.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
WELW.DE Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc	3.14%	-7.11%	9.48%	-1.99%	5.34%
EXH3.DE iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE)	0.79%	0.44%	-10.82%	-2.05%	2.71%

Correlation

The correlation between WELW.DE and EXH3.DE is 0.69, 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	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022	0.66

The correlation between WELW.DE and EXH3.DE has been stable across timeframes, ranging from 0.65 to 0.69 - a consistent structural relationship.

Return for Risk

WELW.DE vs. EXH3.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: 6
WELW.DE Sharpe Ratio Rank: 7
WELW.DE Sortino Ratio Rank: 6
WELW.DE Omega Ratio Rank: 6
WELW.DE Calmar Ratio Rank: 6
WELW.DE Martin Ratio Rank: 6

EXH3.DE

EXH3.DE Risk / Return Rank: 4
EXH3.DE Sharpe Ratio Rank: 4
EXH3.DE Sortino Ratio Rank: 4
EXH3.DE Omega Ratio Rank: 4
EXH3.DE Calmar Ratio Rank: 3
EXH3.DE Martin Ratio Rank: 4

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. EXH3.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 STOXX Europe 600 Food & Beverage UCITS ETF (DE) (EXH3.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.DE	EXH3.DE	Difference
Sharpe ratio: Return per unit of total volatility	-0.24	-0.59	+0.35
Sortino ratio: Return per unit of downside risk	-0.26	-0.78	+0.52
Omega ratio: Gain probability vs. loss probability	0.97	0.91	+0.06
Calmar ratio: Return relative to maximum drawdown	-0.34	-0.68	+0.34
Martin ratio: Return relative to average drawdown	-0.62	-1.07	+0.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WELW.DE vs. EXH3.DE - Sharpe Ratio Comparison

The current WELW.DE Sharpe Ratio is -0.24, which is higher than the EXH3.DE Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of WELW.DE and EXH3.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.

Sharpe Ratios by Period

	WELW.DE	EXH3.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.24	-0.59	+0.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.23	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.10	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	0.40	-0.21

Drawdowns

WELW.DE vs. EXH3.DE - Drawdown Comparison

The maximum WELW.DE drawdown since its inception was -13.88%, smaller than the maximum EXH3.DE drawdown of -39.85%. Use the drawdown chart below to compare losses from any high point for WELW.DE and EXH3.DE.

Drawdown Indicators

	WELW.DE	EXH3.DE	Difference
Max Drawdown Largest peak-to-trough decline	-13.88%	-39.85%	+25.97%
Max Drawdown (1Y) Largest decline over 1 year	-9.17%	-13.35%	+4.18%
Max Drawdown (3Y) Largest decline over 3 years	-13.88%	-21.11%	+7.23%
Max Drawdown (5Y) Largest decline over 5 years	—	-28.68%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-30.20%	—
Current Drawdown Current decline from peak	-8.99%	-24.50%	+15.51%
Average Drawdown Average peak-to-trough decline	-5.45%	-8.56%	+3.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.96%	8.42%	-3.46%

Volatility

WELW.DE vs. EXH3.DE - Volatility Comparison

The current volatility for Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.DE) is 4.91%, while iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE) (EXH3.DE) has a volatility of 5.17%. This indicates that WELW.DE experiences smaller price fluctuations and is considered to be less risky than EXH3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WELW.DE	EXH3.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.91%	5.17%	-0.26%
Volatility (6M) Calculated over the trailing 6-month period	10.31%	11.62%	-1.31%
Volatility (1Y) Calculated over the trailing 1-year period	12.66%	15.26%	-2.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.48%	14.07%	-2.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.48%	14.41%	-2.93%

WELW.DE vs. EXH3.DE - Expense Ratio Comparison

WELW.DE has a 0.18% expense ratio, which is lower than EXH3.DE's 0.46% expense ratio.

Dividends

WELW.DE vs. EXH3.DE - Dividend Comparison

WELW.DE has not paid dividends to shareholders, while EXH3.DE's dividend yield for the trailing twelve months is around 2.16%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EXH3.DE iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE)	2.16%	2.10%	2.16%	1.70%	1.56%	0.88%	1.45%	1.46%	1.70%	2.08%	2.45%	2.52%
WELW.DE Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WELW.DE and EXH3.DE in my portfolio?

WELW.DE and EXH3.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WELW.DE or EXH3.DE?

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

Which ETF is cheaper, WELW.DE or EXH3.DE?

WELW.DE is cheaper with a 0.18% expense ratio, compared with 0.46% for EXH3.DE.

What is the main difference between WELW.DE and EXH3.DE?

WELW.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Staples, while EXH3.DE tracks STOXX® Europe 600 Food & Beverage. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for WELW.DE and 0.46% for EXH3.DE.