XDWS.DE vs. WELW.DE

Last updated Jun 5, 2026

XDWS.DE (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) and WELW.DE (Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc) are both Consumer Staples Equities funds - XDWS.DE tracks the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR while WELW.DE tracks the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Staples. Both are passively managed. Over the past 3 years, XDWS.DE returned 3.32%/yr vs -0.01%/yr for WELW.DE. Their correlation of 0.93 suggests significant overlap in exposure. XDWS.DE charges 0.25%/yr vs 0.18%/yr for WELW.DE.

Performance

XDWS.DE vs. WELW.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 Acc (WELW.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XDWS.DE achieves a 4.43% return, which is significantly higher than WELW.DE's 3.14% return.

XDWS.DE

• 1D: -0.24%
• 1M: -2.22%
• YTD: 4.43%
• 6M: 3.49%
• 1Y: 0.24%
• 3Y*: 3.32%
• 5Y*: 4.93%
• 10Y*: 5.34%

WELW.DE

• 1D: -0.10%
• 1M: -2.96%
• YTD: 3.14%
• 6M: 1.22%
• 1Y: -2.11%
• 3Y*: -0.01%
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022
XDWS.DE Xtrackers MSCI World Consumer Staples UCITS ETF 1C	4.43%	-3.34%	12.56%	-1.53%	2.09%
WELW.DE Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc	3.14%	-7.11%	9.48%	-1.99%	5.34%

Correlation

The correlation between XDWS.DE and WELW.DE is 0.93, 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	0.93
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 XDWS.DE and WELW.DE has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.

Return for Risk

XDWS.DE vs. WELW.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: 8
XDWS.DE Sharpe Ratio Rank: 8
XDWS.DE Sortino Ratio Rank: 8
XDWS.DE Omega Ratio Rank: 8
XDWS.DE Calmar Ratio Rank: 8
XDWS.DE Martin Ratio Rank: 8

WELW.DE

WELW.DE Risk / Return Rank: 6
WELW.DE Sharpe Ratio Rank: 7
WELW.DE Sortino Ratio Rank: 6
WELW.DE Omega Ratio Rank: 6
WELW.DE Calmar Ratio Rank: 6
WELW.DE Martin Ratio Rank: 6

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. WELW.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 Acc (WELW.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.DE	WELW.DE	Difference
Sharpe ratio: Return per unit of total volatility	-0.07	-0.24	+0.17
Sortino ratio: Return per unit of downside risk	-0.02	-0.26	+0.24
Omega ratio: Gain probability vs. loss probability	1.00	0.97	+0.03
Calmar ratio: Return relative to maximum drawdown	-0.10	-0.34	+0.24
Martin ratio: Return relative to average drawdown	-0.20	-0.62	+0.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XDWS.DE Sharpe Ratio is -0.07, which is higher than the WELW.DE Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of XDWS.DE and WELW.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.

Sharpe Ratios by Period

	XDWS.DE	WELW.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.07	-0.24	+0.17
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	0.19	+0.26

Drawdowns

XDWS.DE vs. WELW.DE - Drawdown Comparison

The maximum XDWS.DE drawdown since its inception was -22.95%, which is greater than WELW.DE's maximum drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for XDWS.DE and WELW.DE.

Drawdown Indicators

	XDWS.DE	WELW.DE	Difference
Max Drawdown Largest peak-to-trough decline	-22.95%	-13.88%	-9.07%
Max Drawdown (1Y) Largest decline over 1 year	-8.78%	-9.17%	+0.39%
Max Drawdown (3Y) Largest decline over 3 years	-11.90%	-13.88%	+1.98%
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%	-8.99%	+1.39%
Average Drawdown Average peak-to-trough decline	-5.04%	-5.45%	+0.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.34%	4.96%	-0.62%

Volatility

XDWS.DE vs. WELW.DE - Volatility Comparison

Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) and Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.DE) have volatilities of 5.00% and 4.91%, 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.

Volatility by Period

	XDWS.DE	WELW.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.00%	4.91%	+0.09%
Volatility (6M) Calculated over the trailing 6-month period	10.01%	10.31%	-0.30%
Volatility (1Y) Calculated over the trailing 1-year period	12.06%	12.66%	-0.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.35%	11.48%	-0.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.19%	11.48%	+0.71%

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

XDWS.DE has a 0.25% expense ratio, which is higher than WELW.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. WELW.DE - Dividend Comparison

Neither XDWS.DE nor WELW.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XDWS.DE and WELW.DE in my portfolio?

With a correlation of 0.93, XDWS.DE and WELW.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.

Which ETF is better, XDWS.DE or WELW.DE?

On fees, WELW.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XDWS.DE or WELW.DE?

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

What is the main difference between XDWS.DE and WELW.DE?

XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while WELW.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 WELW.DE.