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WELX.DE vs. WELR.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


WELX.DEWELR.DE
YTD Return29.81%30.05%
1Y Return35.99%36.20%
Sharpe Ratio2.142.18
Sortino Ratio2.892.94
Omega Ratio1.421.43
Calmar Ratio2.592.75
Martin Ratio7.537.72
Ulcer Index4.65%4.57%
Daily Std Dev16.22%16.07%
Max Drawdown-13.53%-12.98%
Current Drawdown-0.18%0.00%

Correlation

-0.50.00.51.01.0

The correlation between WELX.DE and WELR.DE is 0.98, 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.

Performance

WELX.DE vs. WELR.DE - Performance Comparison

The year-to-date returns for both investments are quite close, with WELX.DE having a 29.81% return and WELR.DE slightly higher at 30.05%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.11%
7.52%
WELX.DE
WELR.DE

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WELX.DE vs. WELR.DE - Expense Ratio Comparison

Both WELX.DE and WELR.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%.


WELX.DE
Amundi S&P Global Communication Services ESG UCITS ETF EUR Acc
Expense ratio chart for WELX.DE: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for WELR.DE: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

WELX.DE vs. WELR.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Communication Services ESG UCITS ETF EUR Acc (WELX.DE) and Amundi S&P Global Communication Services ESG UCITS ETF EUR Dist (WELR.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.


WELX.DE
Sharpe ratio
The chart of Sharpe ratio for WELX.DE, currently valued at 2.01, compared to the broader market-2.000.002.004.002.01
Sortino ratio
The chart of Sortino ratio for WELX.DE, currently valued at 2.82, compared to the broader market-2.000.002.004.006.008.0010.0012.002.82
Omega ratio
The chart of Omega ratio for WELX.DE, currently valued at 1.37, compared to the broader market1.001.502.002.503.001.37
Calmar ratio
The chart of Calmar ratio for WELX.DE, currently valued at 2.57, compared to the broader market0.005.0010.0015.002.57
Martin ratio
The chart of Martin ratio for WELX.DE, currently valued at 8.17, compared to the broader market0.0020.0040.0060.0080.00100.008.17
WELR.DE
Sharpe ratio
The chart of Sharpe ratio for WELR.DE, currently valued at 2.04, compared to the broader market-2.000.002.004.002.04
Sortino ratio
The chart of Sortino ratio for WELR.DE, currently valued at 2.83, compared to the broader market-2.000.002.004.006.008.0010.0012.002.83
Omega ratio
The chart of Omega ratio for WELR.DE, currently valued at 1.39, compared to the broader market1.001.502.002.503.001.39
Calmar ratio
The chart of Calmar ratio for WELR.DE, currently valued at 2.70, compared to the broader market0.005.0010.0015.002.70
Martin ratio
The chart of Martin ratio for WELR.DE, currently valued at 8.39, compared to the broader market0.0020.0040.0060.0080.00100.008.39

WELX.DE vs. WELR.DE - Sharpe Ratio Comparison

The current WELX.DE Sharpe Ratio is 2.14, which is comparable to the WELR.DE Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of WELX.DE and WELR.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.


Rolling 12-month Sharpe Ratio1.201.401.601.802.002.202.402.60JuneJulyAugustSeptemberOctoberNovember
2.01
2.04
WELX.DE
WELR.DE

Dividends

WELX.DE vs. WELR.DE - Dividend Comparison

WELX.DE has not paid dividends to shareholders, while WELR.DE's dividend yield for the trailing twelve months is around 0.45%.


TTM2023
WELX.DE
Amundi S&P Global Communication Services ESG UCITS ETF EUR Acc
0.00%0.00%
WELR.DE
Amundi S&P Global Communication Services ESG UCITS ETF EUR Dist
0.45%0.34%

Drawdowns

WELX.DE vs. WELR.DE - Drawdown Comparison

The maximum WELX.DE drawdown since its inception was -13.53%, roughly equal to the maximum WELR.DE drawdown of -12.98%. Use the drawdown chart below to compare losses from any high point for WELX.DE and WELR.DE. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.89%
-0.54%
WELX.DE
WELR.DE

Volatility

WELX.DE vs. WELR.DE - Volatility Comparison

Amundi S&P Global Communication Services ESG UCITS ETF EUR Acc (WELX.DE) and Amundi S&P Global Communication Services ESG UCITS ETF EUR Dist (WELR.DE) have volatilities of 4.95% and 4.74%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.95%
4.74%
WELX.DE
WELR.DE