WELY.DE vs. S7XE.DE
Compare and contrast key facts about Amundi S&P Global Financials ESG UCITS ETF EUR Dist (WELY.DE) and Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE).
WELY.DE and S7XE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WELY.DE is a passively managed fund by Amundi that tracks the performance of the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Financials. It was launched on Sep 20, 2022. S7XE.DE is a passively managed fund by Invesco that tracks the performance of the EURO STOXX® Optimised Banks. It was launched on Apr 11, 2011. Both WELY.DE and S7XE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WELY.DE vs. S7XE.DE - Performance Comparison
Loading graphics...
WELY.DE vs. S7XE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WELY.DE Amundi S&P Global Financials ESG UCITS ETF EUR Dist | -4.33% | 17.51% | 33.70% | 12.61% | 9.80% |
S7XE.DE Invesco EURO STOXX Optimised Banks UCITS ETF | -5.44% | 86.82% | 30.66% | 28.83% | 23.37% |
Returns By Period
In the year-to-date period, WELY.DE achieves a -4.33% return, which is significantly higher than S7XE.DE's -5.44% return.
WELY.DE
- 1D
- 2.25%
- 1M
- -1.44%
- YTD
- -4.33%
- 6M
- 1.92%
- 1Y
- 8.97%
- 3Y*
- 20.28%
- 5Y*
- —
- 10Y*
- —
S7XE.DE
- 1D
- 4.52%
- 1M
- -3.91%
- YTD
- -5.44%
- 6M
- 6.25%
- 1Y
- 35.12%
- 3Y*
- 41.01%
- 5Y*
- 28.42%
- 10Y*
- 13.53%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
WELY.DE vs. S7XE.DE - Expense Ratio Comparison
WELY.DE has a 0.18% expense ratio, which is lower than S7XE.DE's 0.30% expense ratio.
Return for Risk
WELY.DE vs. S7XE.DE — Risk / Return Rank
WELY.DE
S7XE.DE
WELY.DE vs. S7XE.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 Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.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 | S7XE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.49 | 1.35 | -0.85 |
Sortino ratioReturn per unit of downside risk | 0.76 | 1.80 | -1.04 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.24 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 2.04 | -1.17 |
Martin ratioReturn relative to average drawdown | 2.82 | 6.94 | -4.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| WELY.DE | S7XE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 1.35 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.11 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.29 | 0.21 | +1.08 |
Correlation
The correlation between WELY.DE and S7XE.DE is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
WELY.DE vs. S7XE.DE - Dividend Comparison
WELY.DE's dividend yield for the trailing twelve months is around 2.24%, while S7XE.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WELY.DE Amundi S&P Global Financials ESG UCITS ETF EUR Dist | 2.24% | 2.01% | 1.54% | 0.25% |
S7XE.DE Invesco EURO STOXX Optimised Banks UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WELY.DE vs. S7XE.DE - Drawdown Comparison
The maximum WELY.DE drawdown since its inception was -19.85%, smaller than the maximum S7XE.DE drawdown of -65.33%. Use the drawdown chart below to compare losses from any high point for WELY.DE and S7XE.DE.
Loading graphics...
Drawdown Indicators
| WELY.DE | S7XE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.85% | -65.33% | +45.48% |
Max Drawdown (1Y)Largest decline over 1 year | -14.99% | -17.42% | +2.43% |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.42% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -63.10% | — |
Current DrawdownCurrent decline from peak | -6.22% | -11.75% | +5.53% |
Average DrawdownAverage peak-to-trough decline | -3.19% | -23.20% | +20.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 5.12% | -1.94% |
Volatility
WELY.DE vs. S7XE.DE - Volatility Comparison
The current volatility for Amundi S&P Global Financials ESG UCITS ETF EUR Dist (WELY.DE) is 5.26%, while Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) has a volatility of 10.05%. This indicates that WELY.DE experiences smaller price fluctuations and is considered to be less risky than S7XE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| WELY.DE | S7XE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 10.05% | -4.79% |
Volatility (6M)Calculated over the trailing 6-month period | 10.15% | 17.48% | -7.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.12% | 26.00% | -7.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.02% | 25.35% | -10.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.02% | 28.78% | -13.76% |