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

Performance

WELW.DE vs. XUCS.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 Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.DE). The values are adjusted to include any dividend payments, if applicable.

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WELW.DE vs. XUCS.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%
XUCS.DE
Xtrackers MSCI USA Consumer Staples UCITS ETF 1D
8.85%-7.97%21.47%-1.77%1.73%

Returns By Period

In the year-to-date period, WELW.DE achieves a 4.68% return, which is significantly lower than XUCS.DE's 8.85% return.


WELW.DE

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

XUCS.DE

1D
0.92%
1M
-4.33%
YTD
8.85%
6M
9.80%
1Y
-0.69%
3Y*
6.01%
5Y*
8.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

WELW.DE has a 0.18% expense ratio, which is higher than XUCS.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

WELW.DE vs. XUCS.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

XUCS.DE
XUCS.DE Risk / Return Rank: 1010
Overall Rank
XUCS.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XUCS.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
XUCS.DE Omega Ratio Rank: 1010
Omega Ratio Rank
XUCS.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
XUCS.DE Martin Ratio Rank: 1111
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. XUCS.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 Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.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.DEXUCS.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.21

-0.05

-0.16

Sortino ratio

Return per unit of downside risk

-0.20

0.04

-0.24

Omega ratio

Gain probability vs. loss probability

0.98

1.00

-0.03

Calmar ratio

Return relative to maximum drawdown

-0.26

0.03

-0.29

Martin ratio

Return relative to average drawdown

-0.45

0.06

-0.51

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

The current WELW.DE Sharpe Ratio is -0.21, which is lower than the XUCS.DE Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of WELW.DE and XUCS.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.DEXUCS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

-0.05

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.61

-0.37

Correlation

The correlation between WELW.DE and XUCS.DE is 0.85, 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. XUCS.DE - Dividend Comparison

WELW.DE has not paid dividends to shareholders, while XUCS.DE's dividend yield for the trailing twelve months is around 1.93%.


TTM20252024202320222021202020192018
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%
XUCS.DE
Xtrackers MSCI USA Consumer Staples UCITS ETF 1D
1.93%2.17%2.09%3.35%3.11%1.88%3.02%2.37%0.78%

Drawdowns

WELW.DE vs. XUCS.DE - Drawdown Comparison

The maximum WELW.DE drawdown since its inception was -13.88%, smaller than the maximum XUCS.DE drawdown of -23.46%. Use the drawdown chart below to compare losses from any high point for WELW.DE and XUCS.DE.


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Drawdown Indicators


WELW.DEXUCS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.88%

-23.46%

+9.58%

Max Drawdown (1Y)

Largest decline over 1 year

-9.03%

-9.43%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-15.64%

Current Drawdown

Current decline from peak

-7.63%

-6.58%

-1.05%

Average Drawdown

Average peak-to-trough decline

-5.36%

-5.49%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.17%

5.08%

+0.09%

Volatility

WELW.DE vs. XUCS.DE - Volatility Comparison

The current volatility for Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.DE) is 4.35%, while Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.DE) has a volatility of 4.86%. This indicates that WELW.DE experiences smaller price fluctuations and is considered to be less risky than XUCS.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.DEXUCS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

4.86%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.54%

10.16%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

13.26%

14.52%

-1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.29%

13.15%

-1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.29%

14.43%

-3.14%