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

Performance

WELW.DE vs. JEDI.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 VanEck Space Innovators UCITS ETF (JEDI.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 lower than JEDI.DE's 76.99% return.


WELW.DE

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

JEDI.DE

1D
1.31%
1M
19.10%
YTD
76.99%
6M
94.69%
1Y
193.06%
3Y*
65.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELW.DE vs. JEDI.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%
JEDI.DE
VanEck Space Innovators UCITS ETF
76.99%72.15%52.14%8.55%3.35%

Correlation

The correlation between WELW.DE and JEDI.DE is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.16

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

0.01

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

0.05

The correlation between WELW.DE and JEDI.DE shifts across timeframes, from -0.16 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WELW.DE vs. JEDI.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

JEDI.DE
JEDI.DE Risk / Return Rank: 9494
Overall Rank
JEDI.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JEDI.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
JEDI.DE Omega Ratio Rank: 8989
Omega Ratio Rank
JEDI.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
JEDI.DE Martin Ratio Rank: 9494
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. JEDI.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 VanEck Space Innovators UCITS ETF (JEDI.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.DEJEDI.DEDifference
Sharpe ratioReturn per unit of total volatility

-4.83

Sortino ratioReturn per unit of downside risk

-4.77

Omega ratioGain probability vs. loss probability

0.97

1.56

-0.59

Calmar ratioReturn relative to maximum drawdown

-0.34

8.56

-8.90

Martin ratioReturn relative to average drawdown

-0.62

28.05

-28.67

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

The current WELW.DE Sharpe Ratio is -0.24, which is lower than the JEDI.DE Sharpe Ratio of 4.59. The chart below compares the historical Sharpe Ratios of WELW.DE and JEDI.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.DEJEDI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

4.59

-4.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

1.61

-1.42

Drawdowns

WELW.DE vs. JEDI.DE - Drawdown Comparison

The maximum WELW.DE drawdown since its inception was -13.88%, smaller than the maximum JEDI.DE drawdown of -30.10%. Use the drawdown chart below to compare losses from any high point for WELW.DE and JEDI.DE.


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Drawdown Indicators


WELW.DEJEDI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.88%

-30.10%

+16.22%

Max Drawdown (1Y)

Largest decline over 1 year

-9.17%

-23.53%

+14.36%

Max Drawdown (3Y)

Largest decline over 3 years

-13.88%

-30.10%

+16.22%

Current Drawdown

Current decline from peak

-8.99%

-13.81%

+4.82%

Average Drawdown

Average peak-to-trough decline

-5.45%

-7.12%

+1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

7.20%

-2.24%

Volatility

WELW.DE vs. JEDI.DE - Volatility Comparison

The current volatility for Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.DE) is 4.91%, while VanEck Space Innovators UCITS ETF (JEDI.DE) has a volatility of 18.13%. This indicates that WELW.DE experiences smaller price fluctuations and is considered to be less risky than JEDI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WELW.DEJEDI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

18.13%

-13.22%

Volatility (6M)

Calculated over the trailing 6-month period

10.31%

34.16%

-23.85%

Volatility (1Y)

Calculated over the trailing 1-year period

12.66%

43.91%

-31.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.48%

32.38%

-20.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.48%

32.38%

-20.90%

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

WELW.DE has a 0.18% expense ratio, which is lower than JEDI.DE's 0.55% expense ratio.


Dividends

WELW.DE vs. JEDI.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


WELW.DE and JEDI.DE have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

WELW.DE is cheaper with a 0.18% expense ratio, compared with 0.55% for JEDI.DE.

WELW.DE is categorized as Consumer Staples Equities, while JEDI.DE is Industrials Equities. WELW.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Staples, while JEDI.DE tracks MVIS Global Space Industry ESG. They also come from different issuers: Amundi and VanEck. Their fees differ too: 0.18% for WELW.DE and 0.55% for JEDI.DE.

Portfolio Optimizer

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