XDWF.DE vs. WELK.DE
XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) and WELK.DE (Amundi S&P Global Financials ESG UCITS ETF EUR Acc) are both Financials Equities funds - XDWF.DE tracks the MSCI World Financials while WELK.DE tracks the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Financials. Both are passively managed. Over the past 3 years, XDWF.DE returned 20.89%/yr vs 21.67%/yr for WELK.DE. With a 0.97 correlation, they move nearly in lockstep. XDWF.DE charges 0.25%/yr vs 0.18%/yr for WELK.DE.
Performance
XDWF.DE vs. WELK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWF.DE achieves a 1.15% return, which is significantly lower than WELK.DE's 1.91% return.
XDWF.DE
- 1D
- 2.02%
- 1M
- 1.21%
- YTD
- 1.15%
- 6M
- 4.65%
- 1Y
- 12.74%
- 3Y*
- 20.89%
- 5Y*
- 12.85%
- 10Y*
- 11.89%
WELK.DE
- 1D
- 2.00%
- 1M
- 1.21%
- YTD
- 1.91%
- 6M
- 5.76%
- 1Y
- 13.95%
- 3Y*
- 21.67%
- 5Y*
- —
- 10Y*
- —
XDWF.DE vs. WELK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | 1.15% | 15.35% | 34.08% | 12.42% | 5.45% |
WELK.DE Amundi S&P Global Financials ESG UCITS ETF EUR Acc | 1.91% | 17.19% | 33.74% | 12.60% | 9.71% |
Correlation
The correlation between XDWF.DE and WELK.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022 | 0.97 |
The correlation between XDWF.DE and WELK.DE has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.
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Return for Risk
XDWF.DE vs. WELK.DE — Risk / Return Rank
XDWF.DE
WELK.DE
XDWF.DE vs. WELK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) and Amundi S&P Global Financials ESG UCITS ETF EUR Acc (WELK.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.
| XDWF.DE | WELK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.17 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.42 | -0.13 |
| Martin ratioReturn relative to average drawdown | 3.98 | 4.51 | -0.52 |
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
| XDWF.DE | WELK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.00 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 1.33 | -0.70 |
Drawdowns
XDWF.DE vs. WELK.DE - Drawdown Comparison
The maximum XDWF.DE drawdown since its inception was -42.06%, which is greater than WELK.DE's maximum drawdown of -20.08%. Use the drawdown chart below to compare losses from any high point for XDWF.DE and WELK.DE.
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Drawdown Indicators
| XDWF.DE | WELK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.06% | -20.08% | -21.98% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -9.66% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -19.74% | -20.08% | +0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -19.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.06% | — | — |
Current DrawdownCurrent decline from peak | -0.84% | -0.71% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -3.18% | -2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 3.05% | +0.09% |
Volatility
XDWF.DE vs. WELK.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) is 3.37%, while Amundi S&P Global Financials ESG UCITS ETF EUR Acc (WELK.DE) has a volatility of 3.58%. This indicates that XDWF.DE experiences smaller price fluctuations and is considered to be less risky than WELK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWF.DE | WELK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 3.58% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 10.56% | -0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.39% | 13.80% | -0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 15.29% | +0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.61% | 15.29% | +3.32% |
XDWF.DE vs. WELK.DE - Expense Ratio Comparison
XDWF.DE has a 0.25% expense ratio, which is higher than WELK.DE's 0.18% 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
XDWF.DE vs. WELK.DE - Dividend Comparison
Neither XDWF.DE nor WELK.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.97, XDWF.DE and WELK.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, WELK.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WELK.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for XDWF.DE.
XDWF.DE tracks MSCI World Financials, while WELK.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Financials. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XDWF.DE and 0.18% for WELK.DE.
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