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XDWF.DE vs. WELK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWF.DE vs. WELK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) and Amundi S&P Global Financials ESG UCITS ETF EUR Acc (WELK.DE). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWF.DE vs. WELK.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDWF.DE
XDWF.DE Risk / Return Rank: 2727
Overall Rank
XDWF.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XDWF.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
XDWF.DE Omega Ratio Rank: 2525
Omega Ratio Rank
XDWF.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
XDWF.DE Martin Ratio Rank: 2929
Martin Ratio Rank

WELK.DE
WELK.DE Risk / Return Rank: 2929
Overall Rank
WELK.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
WELK.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
WELK.DE Omega Ratio Rank: 2626
Omega Ratio Rank
WELK.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
WELK.DE Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DEWELK.DEDifference
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

XDWF.DE vs. WELK.DE - Sharpe Ratio Comparison

The current XDWF.DE Sharpe Ratio is 0.93, which is comparable to the WELK.DE Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of XDWF.DE and WELK.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XDWF.DEWELK.DEDifference

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.DEWELK.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.84%

-0.71%

-0.13%

Average Drawdown

Average peak-to-trough decline

-6.06%

-3.18%

-2.88%

Ulcer Index

Depth 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.DEWELK.DEDifference

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.


Tickers have no history of dividend payments

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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