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XDWS.DE vs. WELM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWS.DE vs. WELM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) and Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist (WELM.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, XDWS.DE achieves a 4.43% return, which is significantly higher than WELM.DE's 2.90% return.


XDWS.DE

1D
-0.24%
1M
-1.84%
YTD
4.43%
6M
4.20%
1Y
-0.89%
3Y*
3.32%
5Y*
4.93%
10Y*
5.34%

WELM.DE

1D
-0.22%
1M
-2.14%
YTD
2.90%
6M
2.13%
1Y
-3.32%
3Y*
0.41%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWS.DE vs. WELM.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XDWS.DE
Xtrackers MSCI World Consumer Staples UCITS ETF 1C
4.43%-3.34%12.56%-1.53%1.67%
WELM.DE
Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist
2.90%-6.92%9.50%-2.21%2.15%

Correlation

The correlation between XDWS.DE and WELM.DE is 0.94, 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

0.94

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

0.89

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2022

0.84

The correlation between XDWS.DE and WELM.DE has been stable across timeframes, ranging from 0.84 to 0.94 - a consistent structural relationship.

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Return for Risk

XDWS.DE vs. WELM.DE — Risk / Return Rank

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

XDWS.DE
XDWS.DE Risk / Return Rank: 88
Overall Rank
XDWS.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XDWS.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XDWS.DE Omega Ratio Rank: 88
Omega Ratio Rank
XDWS.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
XDWS.DE Martin Ratio Rank: 88
Martin Ratio Rank

WELM.DE
WELM.DE Risk / Return Rank: 66
Overall Rank
WELM.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
WELM.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
WELM.DE Omega Ratio Rank: 66
Omega Ratio Rank
WELM.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
WELM.DE Martin Ratio Rank: 66
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.

XDWS.DE vs. WELM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) and Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist (WELM.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.


XDWS.DEWELM.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.00

0.97

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.10

-0.37

+0.27

Martin ratioReturn relative to average drawdown

-0.20

-0.70

+0.49

XDWS.DE vs. WELM.DE - Sharpe Ratio Comparison

The current XDWS.DE Sharpe Ratio is -0.07, which is higher than the WELM.DE Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of XDWS.DE and WELM.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


XDWS.DEWELM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

-0.27

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.13

+0.32

Drawdowns

XDWS.DE vs. WELM.DE - Drawdown Comparison

The maximum XDWS.DE drawdown since its inception was -22.95%, which is greater than WELM.DE's maximum drawdown of -13.66%. Use the drawdown chart below to compare losses from any high point for XDWS.DE and WELM.DE.


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Drawdown Indicators


XDWS.DEWELM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.95%

-13.66%

-9.29%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-9.30%

+0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-11.90%

-13.66%

+1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-12.47%

Max Drawdown (10Y)

Largest decline over 10 years

-22.95%

Current Drawdown

Current decline from peak

-7.60%

-8.92%

+1.32%

Average Drawdown

Average peak-to-trough decline

-5.04%

-5.59%

+0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

5.63%

-1.29%

Volatility

XDWS.DE vs. WELM.DE - Volatility Comparison

Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) and Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist (WELM.DE) have volatilities of 5.00% and 5.09%, 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


XDWS.DEWELM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

5.09%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

10.01%

10.23%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

12.06%

12.75%

-0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.35%

12.50%

-1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.19%

12.50%

-0.31%

XDWS.DE vs. WELM.DE - Expense Ratio Comparison

XDWS.DE has a 0.25% expense ratio, which is higher than WELM.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

XDWS.DE vs. WELM.DE - Dividend Comparison

XDWS.DE has not paid dividends to shareholders, while WELM.DE's dividend yield for the trailing twelve months is around 2.27%.


PositionTTM202520242023
WELM.DE
Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist
2.27%2.18%2.02%2.48%
XDWS.DE
Xtrackers MSCI World Consumer Staples UCITS ETF 1C
0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, XDWS.DE and WELM.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, WELM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WELM.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for XDWS.DE.

XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while WELM.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Staples. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XDWS.DE and 0.18% for WELM.DE.

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