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

Performance

WELW.DE vs. WELM.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 S&P Global Consumer Staples ESG UCITS ETF EUR Dist (WELM.DE). The values are adjusted to include any dividend payments, if applicable.

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WELW.DE vs. WELM.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%2.03%
WELM.DE
Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist
4.54%-6.92%9.50%-2.21%2.15%

Returns By Period

The year-to-date returns for both stocks are quite close, with WELW.DE having a 4.68% return and WELM.DE slightly lower at 4.54%.


WELW.DE

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

WELM.DE

1D
0.54%
1M
-5.15%
YTD
4.54%
6M
6.49%
1Y
-2.73%
3Y*
0.47%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both WELW.DE and WELM.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%.


Return for Risk

WELW.DE vs. WELM.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

WELM.DE
WELM.DE Risk / Return Rank: 88
Overall Rank
WELM.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
WELM.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
WELM.DE Omega Ratio Rank: 77
Omega Ratio Rank
WELM.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
WELM.DE Martin Ratio Rank: 99
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. WELM.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 S&P Global Consumer Staples ESG UCITS ETF EUR Dist (WELM.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.DEWELM.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.21

-0.21

0.00

Sortino ratio

Return per unit of downside risk

-0.20

-0.20

-0.01

Omega ratio

Gain probability vs. loss probability

0.98

0.98

0.00

Calmar ratio

Return relative to maximum drawdown

-0.26

-0.13

-0.13

Martin ratio

Return relative to average drawdown

-0.45

-0.22

-0.23

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

The current WELW.DE Sharpe Ratio is -0.21, which is comparable to the WELM.DE Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of WELW.DE and WELM.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.DEWELM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

-0.21

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.18

+0.06

Correlation

The correlation between WELW.DE and WELM.DE is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WELW.DE vs. WELM.DE - Dividend Comparison

WELW.DE has not paid dividends to shareholders, while WELM.DE's dividend yield for the trailing twelve months is around 2.23%.


Drawdowns

WELW.DE vs. WELM.DE - Drawdown Comparison

The maximum WELW.DE drawdown since its inception was -13.88%, roughly equal to the maximum WELM.DE drawdown of -13.66%. Use the drawdown chart below to compare losses from any high point for WELW.DE and WELM.DE.


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Drawdown Indicators


WELW.DEWELM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.88%

-13.66%

-0.22%

Max Drawdown (1Y)

Largest decline over 1 year

-9.03%

-9.01%

-0.02%

Current Drawdown

Current decline from peak

-7.63%

-7.47%

-0.16%

Average Drawdown

Average peak-to-trough decline

-5.36%

-5.50%

+0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.17%

5.73%

-0.56%

Volatility

WELW.DE vs. WELM.DE - Volatility Comparison

Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.DE) and Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist (WELM.DE) have volatilities of 4.35% and 4.39%, 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.DEWELM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

4.39%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.54%

9.31%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

13.26%

13.54%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.29%

12.33%

-1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.29%

12.33%

-1.04%