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

Performance

WELW.DE vs. LYPG.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 Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
WELW.DE
Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc
4.68%-7.11%9.48%-1.99%5.34%
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc
-6.86%9.20%41.03%49.19%-4.33%

Returns By Period

In the year-to-date period, WELW.DE achieves a 4.68% return, which is significantly higher than LYPG.DE's -6.86% return.


WELW.DE

1D
0.31%
1M
-5.30%
YTD
4.68%
6M
6.42%
1Y
-2.81%
3Y*
0.43%
5Y*
10Y*

LYPG.DE

1D
0.20%
1M
-1.51%
YTD
-6.86%
6M
-6.39%
1Y
19.71%
3Y*
21.70%
5Y*
15.16%
10Y*
20.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

WELW.DE vs. LYPG.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: 77
Overall Rank
WELW.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
WELW.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
WELW.DE Omega Ratio Rank: 77
Omega Ratio Rank
WELW.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
WELW.DE Martin Ratio Rank: 88
Martin Ratio Rank

LYPG.DE
LYPG.DE Risk / Return Rank: 4545
Overall Rank
LYPG.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
LYPG.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
LYPG.DE Omega Ratio Rank: 3737
Omega Ratio Rank
LYPG.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
LYPG.DE Martin Ratio Rank: 4545
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. LYPG.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 Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.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.DELYPG.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.21

0.79

-1.00

Sortino ratio

Return per unit of downside risk

-0.20

1.22

-1.42

Omega ratio

Gain probability vs. loss probability

0.98

1.16

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.26

1.88

-2.14

Martin ratio

Return relative to average drawdown

-0.45

5.12

-5.57

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

The current WELW.DE Sharpe Ratio is -0.21, which is lower than the LYPG.DE Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of WELW.DE and LYPG.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WELW.DELYPG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

0.79

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.92

-0.68

Correlation

The correlation between WELW.DE and LYPG.DE is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WELW.DE vs. LYPG.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

WELW.DE vs. LYPG.DE - Drawdown Comparison

The maximum WELW.DE drawdown since its inception was -13.88%, smaller than the maximum LYPG.DE drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for WELW.DE and LYPG.DE.


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Drawdown Indicators


WELW.DELYPG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.88%

-31.83%

+17.95%

Max Drawdown (1Y)

Largest decline over 1 year

-9.03%

-15.58%

+6.55%

Max Drawdown (5Y)

Largest decline over 5 years

-29.64%

Max Drawdown (10Y)

Largest decline over 10 years

-31.83%

Current Drawdown

Current decline from peak

-7.63%

-12.53%

+4.90%

Average Drawdown

Average peak-to-trough decline

-5.36%

-5.72%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.17%

5.73%

-0.56%

Volatility

WELW.DE vs. LYPG.DE - Volatility Comparison

The current volatility for Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.DE) is 4.35%, while Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a volatility of 5.58%. This indicates that WELW.DE experiences smaller price fluctuations and is considered to be less risky than LYPG.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.DELYPG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

5.58%

-1.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.54%

15.27%

-5.73%

Volatility (1Y)

Calculated over the trailing 1-year period

13.26%

24.91%

-11.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.29%

22.37%

-11.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.29%

21.34%

-10.05%