XUCS.DE vs. WELM.DE

Last updated Jun 5, 2026

XUCS.DE (Xtrackers MSCI USA Consumer Staples UCITS ETF 1D) and WELM.DE (Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist) are both Consumer Staples Equities funds - XUCS.DE tracks the MSCI USA Consumer Staples while WELM.DE tracks the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Staples. Both are passively managed. Over the past 3 years, XUCS.DE returned 5.59%/yr vs 0.41%/yr for WELM.DE. A 0.77 correlation means they provide meaningful diversification when combined. XUCS.DE charges 0.12%/yr vs 0.18%/yr for WELM.DE.

Performance

XUCS.DE vs. WELM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.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.

Returns By Period

In the year-to-date period, XUCS.DE achieves a 7.99% return, which is significantly higher than WELM.DE's 2.90% return.

XUCS.DE

• 1D: 0.08%
• 1M: -1.95%
• YTD: 7.99%
• 6M: 7.83%
• 1Y: 0.97%
• 3Y*: 5.59%
• 5Y*: 8.14%
• 10Y*: —

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)

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

	2026 (YTD)	2025	2024	2023	2022
XUCS.DE Xtrackers MSCI USA Consumer Staples UCITS ETF 1D	7.99%	-7.97%	21.47%	-1.77%	1.04%
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 XUCS.DE and WELM.DE is 0.89, 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	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (All Time) Calculated using the full available price history since Oct 17, 2022	0.77

The correlation between XUCS.DE and WELM.DE shifts across timeframes, from 0.77 (all time) to 0.89 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

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

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

XUCS.DE

XUCS.DE Risk / Return Rank: 10
XUCS.DE Sharpe Ratio Rank: 10
XUCS.DE Sortino Ratio Rank: 10
XUCS.DE Omega Ratio Rank: 10
XUCS.DE Calmar Ratio Rank: 11
XUCS.DE Martin Ratio Rank: 10

WELM.DE

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

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.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.

	XUCS.DE	WELM.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.07	-0.27	+0.34
Sortino ratio: Return per unit of downside risk	0.20	-0.29	+0.50
Omega ratio: Gain probability vs. loss probability	1.02	0.97	+0.06
Calmar ratio: Return relative to maximum drawdown	0.12	-0.37	+0.48
Martin ratio: Return relative to average drawdown	0.23	-0.70	+0.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XUCS.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 XUCS.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.

Sharpe Ratios by Period

	XUCS.DE	WELM.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.07	-0.27	+0.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.13	+0.46

Drawdowns

XUCS.DE vs. WELM.DE - Drawdown Comparison

The maximum XUCS.DE drawdown since its inception was -23.46%, 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 XUCS.DE and WELM.DE.

Drawdown Indicators

	XUCS.DE	WELM.DE	Difference
Max Drawdown Largest peak-to-trough decline	-23.46%	-13.66%	-9.80%
Max Drawdown (1Y) Largest decline over 1 year	-8.36%	-9.30%	+0.94%
Max Drawdown (3Y) Largest decline over 3 years	-15.64%	-13.66%	-1.98%
Max Drawdown (5Y) Largest decline over 5 years	-15.64%	—	—
Current Drawdown Current decline from peak	-7.31%	-8.92%	+1.61%
Average Drawdown Average peak-to-trough decline	-5.50%	-5.59%	+0.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.17%	5.63%	-1.46%

Volatility

XUCS.DE vs. WELM.DE - Volatility Comparison

Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.DE) has a higher volatility of 6.10% compared to Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist (WELM.DE) at 5.09%. This indicates that XUCS.DE's price experiences larger fluctuations and is considered to be riskier than WELM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XUCS.DE	WELM.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.10%	5.09%	+1.01%
Volatility (6M) Calculated over the trailing 6-month period	11.47%	10.23%	+1.24%
Volatility (1Y) Calculated over the trailing 1-year period	14.08%	12.75%	+1.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.41%	12.50%	+0.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.50%	12.50%	+2.00%

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

XUCS.DE has a 0.12% expense ratio, which is lower than WELM.DE's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

XUCS.DE vs. WELM.DE - Dividend Comparison

XUCS.DE's dividend yield for the trailing twelve months is around 1.94%, less than WELM.DE's 2.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
WELM.DE Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist	2.27%	2.18%	2.02%	2.48%	0.00%	0.00%	0.00%	0.00%	0.00%
XUCS.DE Xtrackers MSCI USA Consumer Staples UCITS ETF 1D	1.94%	2.17%	2.09%	3.35%	3.11%	1.88%	3.02%	2.37%	0.78%

Frequently Asked Questions

Can I hold both XUCS.DE and WELM.DE in my portfolio?

XUCS.DE and WELM.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XUCS.DE or WELM.DE?

On fees, XUCS.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XUCS.DE or WELM.DE?

XUCS.DE is cheaper with a 0.12% expense ratio, compared with 0.18% for WELM.DE.

What is the main difference between XUCS.DE and WELM.DE?

XUCS.DE tracks MSCI USA Consumer Staples, 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: 0.12% for XUCS.DE and 0.18% for WELM.DE.