WELW.DE vs. JREA.DE

Last updated Jul 18, 2026

WELW.DE (Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc) and JREA.DE (JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both exchange-traded funds - WELW.DE is a Consumer Staples Equities fund tracking the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Staples, while JREA.DE is a Asia Pacific Equities fund tracking the JP Morgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 3 years, WELW.DE returned 3.08%/yr vs 18.88%/yr for JREA.DE. At a 0.08 correlation, their price movements are largely independent. WELW.DE charges 0.18%/yr vs 0.30%/yr for JREA.DE.

Performance

WELW.DE vs. JREA.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 JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREA.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 9.78% return, which is significantly lower than JREA.DE's 25.20% return.

WELW.DE

• 1D: 0.00%
• 1M: 2.97%
• 6M: 5.92%
• YTD: 9.78%
• 1Y: 8.72%
• 3Y*: 3.08%
• 5Y*: —
• 10Y*: —

JREA.DE

• 1D: 0.00%
• 1M: -5.59%
• 6M: 18.32%
• YTD: 25.20%
• 1Y: 38.27%
• 3Y*: 18.88%
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022
WELW.DE Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc	9.78%	-7.11%	9.48%	-1.99%	0.02%
JREA.DE JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)	25.20%	14.97%	15.52%	0.94%	-2.14%

Correlation

The correlation between WELW.DE and JREA.DE is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (All Time) Calculated using the full available price history since Sep 20, 2022	0.08

The correlation between WELW.DE and JREA.DE shifts across timeframes, from -0.07 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

Return for Risk

WELW.DE vs. JREA.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: 23
WELW.DE Sharpe Ratio Rank: 23
WELW.DE Sortino Ratio Rank: 23
WELW.DE Omega Ratio Rank: 21
WELW.DE Calmar Ratio Rank: 25
WELW.DE Martin Ratio Rank: 22

JREA.DE

JREA.DE Risk / Return Rank: 82
JREA.DE Sharpe Ratio Rank: 81
JREA.DE Sortino Ratio Rank: 76
JREA.DE Omega Ratio Rank: 80
JREA.DE Calmar Ratio Rank: 89
JREA.DE Martin Ratio Rank: 82

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. JREA.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 JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREA.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	WELW.DE	JREA.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.65	1.97	-1.31
Sortino ratio: Return per unit of downside risk	1.04	2.60	-1.56
Omega ratio: Gain probability vs. loss probability	1.12	1.35	-0.24
Calmar ratio: Return relative to maximum drawdown	0.95	3.99	-3.04
Martin ratio: Return relative to average drawdown	1.99	11.71	-9.71

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

The current WELW.DE Sharpe Ratio is 0.65, which is lower than the JREA.DE Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of WELW.DE and JREA.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.

Drawdowns

WELW.DE vs. JREA.DE - Drawdown Comparison

The maximum WELW.DE drawdown since its inception was -13.88%, smaller than the maximum JREA.DE drawdown of -29.99%. Use the drawdown chart below to compare losses from any high point for WELW.DE and JREA.DE.

Drawdown Indicators

	WELW.DE	JREA.DE	Difference
Max Drawdown Largest peak-to-trough decline	-13.88%	-29.99%	+16.11%
Max Drawdown (1Y) Largest decline over 1 year	-9.17%	-9.64%	+0.47%
Max Drawdown (3Y) Largest decline over 3 years	-13.88%	-20.14%	+6.26%
Current Drawdown Current decline from peak	-3.13%	-8.72%	+5.59%
Average Drawdown Average peak-to-trough decline	-5.41%	-14.19%	+8.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.37%	3.28%	+1.09%

Volatility

WELW.DE vs. JREA.DE - Volatility Comparison

The current volatility for Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.DE) is 4.70%, while JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREA.DE) has a volatility of 8.42%. This indicates that WELW.DE experiences smaller price fluctuations and is considered to be less risky than JREA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WELW.DE	JREA.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.70%	8.42%	-3.72%
Volatility (6M) Calculated over the trailing 6-month period	10.90%	17.00%	-6.10%
Volatility (1Y) Calculated over the trailing 1-year period	13.34%	19.60%	-6.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.68%	18.29%	-6.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.68%	18.29%	-6.61%

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

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

Dividends

WELW.DE vs. JREA.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

WELW.DE and JREA.DE have a correlation of -0.07, 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 JREA.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 JREA.DE?

WELW.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for JREA.DE.

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

WELW.DE is categorized as Consumer Staples Equities, while JREA.DE is Asia Pacific Equities. WELW.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Staples, while JREA.DE tracks JP Morgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG). They also come from different issuers: Amundi and JPMorgan. Their fees differ too: 0.18% for WELW.DE and 0.30% for JREA.DE.