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XDWI.DE vs. WELH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWI.DE vs. WELH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) and Amundi S&P Global Industrials ESG UCITS ETF EUR Acc (WELH.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, XDWI.DE achieves a 12.20% return, which is significantly lower than WELH.DE's 15.64% return.


XDWI.DE

1D
0.11%
1M
1.18%
YTD
12.20%
6M
13.38%
1Y
19.56%
3Y*
18.27%
5Y*
12.48%
10Y*
12.07%

WELH.DE

1D
0.12%
1M
2.21%
YTD
15.64%
6M
15.67%
1Y
24.04%
3Y*
17.39%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWI.DE vs. WELH.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XDWI.DE
Xtrackers MSCI World Industrials UCITS ETF 1C
12.20%12.06%19.50%19.04%5.27%
WELH.DE
Amundi S&P Global Industrials ESG UCITS ETF EUR Acc
15.64%9.85%16.48%19.96%7.75%

Correlation

The correlation between XDWI.DE and WELH.DE is 0.92, 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

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2022

0.93

The correlation between XDWI.DE and WELH.DE has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

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Return for Risk

XDWI.DE vs. WELH.DE — Risk / Return Rank

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

XDWI.DE
XDWI.DE Risk / Return Rank: 4242
Overall Rank
XDWI.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
XDWI.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
XDWI.DE Omega Ratio Rank: 3939
Omega Ratio Rank
XDWI.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
XDWI.DE Martin Ratio Rank: 4646
Martin Ratio Rank

WELH.DE
WELH.DE Risk / Return Rank: 4949
Overall Rank
WELH.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
WELH.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
WELH.DE Omega Ratio Rank: 4646
Omega Ratio Rank
WELH.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
WELH.DE Martin Ratio Rank: 5353
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.

XDWI.DE vs. WELH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) and Amundi S&P Global Industrials ESG UCITS ETF EUR Acc (WELH.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.


XDWI.DEWELH.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.25

1.29

-0.04

Calmar ratioReturn relative to maximum drawdown

2.10

2.43

-0.33

Martin ratioReturn relative to average drawdown

7.51

8.98

-1.47

XDWI.DE vs. WELH.DE - Sharpe Ratio Comparison

The current XDWI.DE Sharpe Ratio is 1.35, which is comparable to the WELH.DE Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of XDWI.DE and WELH.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


XDWI.DEWELH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.60

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

1.26

-0.55

Drawdowns

XDWI.DE vs. WELH.DE - Drawdown Comparison

The maximum XDWI.DE drawdown since its inception was -38.10%, which is greater than WELH.DE's maximum drawdown of -20.70%. Use the drawdown chart below to compare losses from any high point for XDWI.DE and WELH.DE.


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Drawdown Indicators


XDWI.DEWELH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.10%

-20.70%

-17.40%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-9.84%

+0.56%

Max Drawdown (3Y)

Largest decline over 3 years

-19.09%

-20.70%

+1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-19.09%

Max Drawdown (10Y)

Largest decline over 10 years

-38.10%

Current Drawdown

Current decline from peak

-0.98%

0.00%

-0.98%

Average Drawdown

Average peak-to-trough decline

-4.30%

-2.65%

-1.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

2.67%

-0.07%

Volatility

XDWI.DE vs. WELH.DE - Volatility Comparison

Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) and Amundi S&P Global Industrials ESG UCITS ETF EUR Acc (WELH.DE) have volatilities of 3.96% and 3.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWI.DEWELH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

3.89%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

11.67%

12.20%

-0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

14.44%

14.98%

-0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.31%

15.28%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.78%

15.28%

+1.50%

XDWI.DE vs. WELH.DE - Expense Ratio Comparison

XDWI.DE has a 0.25% expense ratio, which is higher than WELH.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

XDWI.DE vs. WELH.DE - Dividend Comparison

Neither XDWI.DE nor WELH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, XDWI.DE and WELH.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, WELH.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WELH.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for XDWI.DE.

XDWI.DE tracks MSCI World/Materials NR USD, while WELH.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Industrials. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XDWI.DE and 0.18% for WELH.DE.

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