WELY.DE vs. EXH5.DE
WELY.DE (Amundi S&P Global Financials ESG UCITS ETF EUR Dist) and EXH5.DE (iShares STOXX Europe 600 Insurance UCITS ETF (DE)) are both Financials Equities funds - WELY.DE tracks the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Financials while EXH5.DE tracks the STOXX® Europe 600 Insurance. Both are passively managed. Over the past 3 years, WELY.DE returned 21.58%/yr vs 18.16%/yr for EXH5.DE. A 0.66 correlation means they provide meaningful diversification when combined. WELY.DE charges 0.18%/yr vs 0.46%/yr for EXH5.DE.
Performance
WELY.DE vs. EXH5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WELY.DE achieves a 1.63% return, which is significantly higher than EXH5.DE's -2.53% return.
WELY.DE
- 1D
- 1.93%
- 1M
- 2.92%
- YTD
- 1.63%
- 6M
- 6.08%
- 1Y
- 13.80%
- 3Y*
- 21.58%
- 5Y*
- —
- 10Y*
- —
EXH5.DE
- 1D
- 0.28%
- 1M
- -1.38%
- YTD
- -2.53%
- 6M
- 2.36%
- 1Y
- 2.81%
- 3Y*
- 18.16%
- 5Y*
- 13.96%
- 10Y*
- 11.04%
WELY.DE vs. EXH5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WELY.DE Amundi S&P Global Financials ESG UCITS ETF EUR Dist | 1.63% | 17.51% | 33.70% | 12.61% | 9.80% |
EXH5.DE iShares STOXX Europe 600 Insurance UCITS ETF (DE) | -2.53% | 29.72% | 22.68% | 12.56% | 16.79% |
Correlation
The correlation between WELY.DE and EXH5.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022 | 0.66 |
The correlation between WELY.DE and EXH5.DE has been stable across timeframes, ranging from 0.66 to 0.70 - a consistent structural relationship.
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Return for Risk
WELY.DE vs. EXH5.DE — Risk / Return Rank
WELY.DE
EXH5.DE
WELY.DE vs. EXH5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Financials ESG UCITS ETF EUR Dist (WELY.DE) and iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.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.
| WELY.DE | EXH5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.04 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 0.38 | +1.07 |
| Martin ratioReturn relative to average drawdown | 4.49 | 0.78 | +3.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WELY.DE | EXH5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.19 | +0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.83 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.36 | 0.31 | +1.05 |
Drawdowns
WELY.DE vs. EXH5.DE - Drawdown Comparison
The maximum WELY.DE drawdown since its inception was -19.85%, smaller than the maximum EXH5.DE drawdown of -73.44%. Use the drawdown chart below to compare losses from any high point for WELY.DE and EXH5.DE.
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Drawdown Indicators
| WELY.DE | EXH5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.85% | -73.44% | +53.59% |
Max Drawdown (1Y)Largest decline over 1 year | -9.52% | -7.40% | -2.12% |
Max Drawdown (3Y)Largest decline over 3 years | -19.85% | -12.31% | -7.54% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.63% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.55% | — |
Current DrawdownCurrent decline from peak | -0.70% | -5.47% | +4.77% |
Average DrawdownAverage peak-to-trough decline | -3.17% | -15.47% | +12.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 3.57% | -0.51% |
Volatility
WELY.DE vs. EXH5.DE - Volatility Comparison
The current volatility for Amundi S&P Global Financials ESG UCITS ETF EUR Dist (WELY.DE) is 3.50%, while iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) has a volatility of 4.83%. This indicates that WELY.DE experiences smaller price fluctuations and is considered to be less risky than EXH5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WELY.DE | EXH5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 4.83% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 10.32% | 11.66% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.60% | 15.13% | -1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.95% | 16.59% | -1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.95% | 19.93% | -4.98% |
WELY.DE vs. EXH5.DE - Expense Ratio Comparison
WELY.DE has a 0.18% expense ratio, which is lower than EXH5.DE's 0.46% expense ratio.
Dividends
WELY.DE vs. EXH5.DE - Dividend Comparison
WELY.DE's dividend yield for the trailing twelve months is around 2.11%, less than EXH5.DE's 3.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXH5.DE iShares STOXX Europe 600 Insurance UCITS ETF (DE) | 3.48% | 3.39% | 3.59% | 3.79% | 4.51% | 3.56% | 2.52% | 3.84% | 4.03% | 4.87% | 4.34% | 3.67% |
WELY.DE Amundi S&P Global Financials ESG UCITS ETF EUR Dist | 2.11% | 2.01% | 1.54% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WELY.DE and EXH5.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WELY.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WELY.DE is cheaper with a 0.18% expense ratio, compared with 0.46% for EXH5.DE.
WELY.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Financials, while EXH5.DE tracks STOXX® Europe 600 Insurance. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for WELY.DE and 0.46% for EXH5.DE.
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