XDRE.DE vs. WELE.DE
XDRE.DE (Xtrackers Developed Green Real Estate ESG UCITS ETF 1C) and WELE.DE (Amundi S&P 500 Equal Weight ESG UCITS ETF Acc) are both exchange-traded funds - XDRE.DE is a REIT fund tracking the Dow Jones Developed Green Real Estate Index, while WELE.DE is a ESG fund tracking the S&P 500 Equal Weight ESG Leaders Select Index. Both are passively managed. Over the past year, XDRE.DE returned 17.57% vs 22.80% for WELE.DE. A 0.68 correlation means they provide meaningful diversification when combined. Both charge a 0.18% expense ratio.
Performance
XDRE.DE vs. WELE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDRE.DE achieves a 13.27% return, which is significantly higher than WELE.DE's 12.37% return.
XDRE.DE
- 1D
- 0.00%
- 1M
- 3.92%
- YTD
- 13.27%
- 6M
- 14.77%
- 1Y
- 17.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WELE.DE
- 1D
- 0.00%
- 1M
- 5.09%
- YTD
- 12.37%
- 6M
- 13.05%
- 1Y
- 22.80%
- 3Y*
- 12.68%
- 5Y*
- —
- 10Y*
- —
XDRE.DE vs. WELE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XDRE.DE Xtrackers Developed Green Real Estate ESG UCITS ETF 1C | 13.27% | -2.46% | -3.78% |
WELE.DE Amundi S&P 500 Equal Weight ESG UCITS ETF Acc | 12.37% | 0.70% | -2.14% |
Correlation
The correlation between XDRE.DE and WELE.DE is 0.63, 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 | 0.63 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2024 | 0.68 |
The correlation between XDRE.DE and WELE.DE has been stable across timeframes, ranging from 0.63 to 0.68 - a consistent structural relationship.
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Return for Risk
XDRE.DE vs. WELE.DE — Risk / Return Rank
XDRE.DE
WELE.DE
XDRE.DE vs. WELE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) and Amundi S&P 500 Equal Weight ESG UCITS ETF Acc (WELE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XDRE.DE | WELE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.36 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 3.65 | -1.05 |
| Martin ratioReturn relative to average drawdown | 8.91 | 12.10 | -3.19 |
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Drawdowns
XDRE.DE vs. WELE.DE - Drawdown Comparison
The maximum XDRE.DE drawdown since its inception was -20.91%, smaller than the maximum WELE.DE drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for XDRE.DE and WELE.DE.
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Drawdown Indicators
| XDRE.DE | WELE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.91% | -23.73% | +2.82% |
Max Drawdown (1Y)Largest decline over 1 year | -6.79% | -6.28% | -0.51% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.73% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.93% | -5.55% | -2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 1.89% | +0.10% |
Volatility
XDRE.DE vs. WELE.DE - Volatility Comparison
Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) has a higher volatility of 3.67% compared to Amundi S&P 500 Equal Weight ESG UCITS ETF Acc (WELE.DE) at 2.45%. This indicates that XDRE.DE's price experiences larger fluctuations and is considered to be riskier than WELE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDRE.DE | WELE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 2.45% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.99% | 7.84% | +1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.63% | 11.50% | +0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.06% | 14.39% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.06% | 14.39% | -0.33% |
XDRE.DE vs. WELE.DE - Expense Ratio Comparison
Both XDRE.DE and WELE.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%.
Dividends
XDRE.DE vs. WELE.DE - Dividend Comparison
Neither XDRE.DE nor WELE.DE has paid dividends to shareholders.
Frequently Asked Questions
XDRE.DE and WELE.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XDRE.DE and WELE.DE have the same expense ratio: 0.18% per year.
XDRE.DE is categorized as REIT, while WELE.DE is ESG. XDRE.DE tracks Dow Jones Developed Green Real Estate Index, while WELE.DE tracks S&P 500 Equal Weight ESG Leaders Select Index. They also come from different issuers: Xtrackers and Amundi.
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