WELY.DE vs. QDVH.DE
WELY.DE (Amundi S&P Global Financials ESG UCITS ETF EUR Dist) and QDVH.DE (iShares S&P 500 Financials Sector UCITS ETF (Acc)) are both Financials Equities funds - WELY.DE tracks the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Financials while QDVH.DE tracks the S&P 500 Capped 35/20 Financials. Both are passively managed. Over the past 3 years, WELY.DE returned 21.58%/yr vs 15.33%/yr for QDVH.DE. Their correlation of 0.89 suggests significant overlap in exposure. WELY.DE charges 0.18%/yr vs 0.15%/yr for QDVH.DE.
Performance
WELY.DE vs. QDVH.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 QDVH.DE's -4.21% return.
WELY.DE
- 1D
- 1.93%
- 1M
- 2.92%
- YTD
- 1.63%
- 6M
- 6.08%
- 1Y
- 13.80%
- 3Y*
- 21.58%
- 5Y*
- —
- 10Y*
- —
QDVH.DE
- 1D
- 3.16%
- 1M
- 1.97%
- YTD
- -4.21%
- 6M
- -1.74%
- 1Y
- 1.85%
- 3Y*
- 15.33%
- 5Y*
- 8.98%
- 10Y*
- 11.95%
WELY.DE vs. QDVH.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% |
QDVH.DE iShares S&P 500 Financials Sector UCITS ETF (Acc) | -4.21% | 3.01% | 37.13% | 8.44% | 2.33% |
Correlation
The correlation between WELY.DE and QDVH.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022 | 0.89 |
The correlation between WELY.DE and QDVH.DE has been stable across timeframes, ranging from 0.89 to 0.89 - a consistent structural relationship.
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Return for Risk
WELY.DE vs. QDVH.DE — Risk / Return Rank
WELY.DE
QDVH.DE
WELY.DE vs. QDVH.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 S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.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 | QDVH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.03 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 0.14 | +1.30 |
| Martin ratioReturn relative to average drawdown | 4.49 | 0.33 | +4.16 |
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 | QDVH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.13 | +0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.49 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.36 | 0.48 | +0.88 |
Drawdowns
WELY.DE vs. QDVH.DE - Drawdown Comparison
The maximum WELY.DE drawdown since its inception was -19.85%, smaller than the maximum QDVH.DE drawdown of -42.39%. Use the drawdown chart below to compare losses from any high point for WELY.DE and QDVH.DE.
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Drawdown Indicators
| WELY.DE | QDVH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.85% | -42.39% | +22.54% |
Max Drawdown (1Y)Largest decline over 1 year | -9.52% | -12.76% | +3.24% |
Max Drawdown (3Y)Largest decline over 3 years | -19.85% | -21.72% | +1.87% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.72% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.39% | — |
Current DrawdownCurrent decline from peak | -0.70% | -9.46% | +8.76% |
Average DrawdownAverage peak-to-trough decline | -3.17% | -7.90% | +4.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 5.55% | -2.49% |
Volatility
WELY.DE vs. QDVH.DE - Volatility Comparison
The current volatility for Amundi S&P Global Financials ESG UCITS ETF EUR Dist (WELY.DE) is 3.50%, while iShares S&P 500 Financials Sector UCITS ETF (Acc) (QDVH.DE) has a volatility of 4.30%. This indicates that WELY.DE experiences smaller price fluctuations and is considered to be less risky than QDVH.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 | QDVH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 4.30% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 10.32% | 10.53% | -0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.60% | 14.63% | -1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.95% | 18.23% | -3.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.95% | 20.90% | -5.95% |
WELY.DE vs. QDVH.DE - Expense Ratio Comparison
WELY.DE has a 0.18% expense ratio, which is higher than QDVH.DE's 0.15% 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%.
Dividends
WELY.DE vs. QDVH.DE - Dividend Comparison
WELY.DE's dividend yield for the trailing twelve months is around 2.11%, while QDVH.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
QDVH.DE iShares S&P 500 Financials Sector UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% |
WELY.DE Amundi S&P Global Financials ESG UCITS ETF EUR Dist | 2.11% | 2.01% | 1.54% | 0.25% |
Frequently Asked Questions
WELY.DE and QDVH.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVH.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVH.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for WELY.DE.
WELY.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Financials, while QDVH.DE tracks S&P 500 Capped 35/20 Financials. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for WELY.DE and 0.15% for QDVH.DE.
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