PortfoliosLab logoPortfoliosLab logo
XZEC.DE vs. WELW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XZEC.DE vs. WELW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.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.

Loading charts...

Returns By Period

In the year-to-date period, XZEC.DE achieves a 3.52% return, which is significantly higher than WELW.DE's 3.14% return.


XZEC.DE

1D
1.36%
1M
3.79%
YTD
3.52%
6M
4.05%
1Y
11.05%
3Y*
2.19%
5Y*
10Y*

WELW.DE

1D
-0.10%
1M
-2.28%
YTD
3.14%
6M
1.88%
1Y
-3.09%
3Y*
-0.01%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
XZEC.DE
Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF
3.52%1.95%3.52%16.28%13.30%
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 XZEC.DE and WELW.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

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

0.24

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

0.24

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XZEC.DE vs. WELW.DE — Risk / Return Rank

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

XZEC.DE
XZEC.DE Risk / Return Rank: 2222
Overall Rank
XZEC.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XZEC.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
XZEC.DE Omega Ratio Rank: 2121
Omega Ratio Rank
XZEC.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
XZEC.DE Martin Ratio Rank: 2222
Martin Ratio Rank

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

XZEC.DE vs. WELW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.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.


XZEC.DEWELW.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+1.43

Omega ratioGain probability vs. loss probability

1.13

0.97

+0.16

Calmar ratioReturn relative to maximum drawdown

0.98

-0.34

+1.31

Martin ratioReturn relative to average drawdown

2.63

-0.62

+3.25

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

The current XZEC.DE Sharpe Ratio is 0.73, which is higher than the WELW.DE Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of XZEC.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.


Loading charts...

Sharpe Ratios by Period


XZEC.DEWELW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

-0.24

+0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.19

-0.13

Drawdowns

XZEC.DE vs. WELW.DE - Drawdown Comparison

The maximum XZEC.DE drawdown since its inception was -30.22%, 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 XZEC.DE and WELW.DE.


Loading charts...

Drawdown Indicators


XZEC.DEWELW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.22%

-13.88%

-16.34%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-9.17%

-2.10%

Max Drawdown (3Y)

Largest decline over 3 years

-23.79%

-13.88%

-9.91%

Current Drawdown

Current decline from peak

-4.58%

-8.99%

+4.41%

Average Drawdown

Average peak-to-trough decline

-10.22%

-5.45%

-4.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.19%

4.96%

-0.77%

Volatility

XZEC.DE vs. WELW.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) is 4.04%, while Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.DE) has a volatility of 4.91%. This indicates that XZEC.DE experiences smaller price fluctuations and is considered to be less risky than WELW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XZEC.DEWELW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

4.91%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

11.07%

10.31%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

15.07%

12.66%

+2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.02%

11.48%

+8.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.02%

11.48%

+8.54%

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

XZEC.DE has a 0.17% expense ratio, which is lower than WELW.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

XZEC.DE vs. WELW.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XZEC.DE and WELW.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XZEC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XZEC.DE is cheaper with a 0.17% expense ratio, compared with 0.18% for WELW.DE.

XZEC.DE tracks MSCI Europe Consumer Discretionary ESG Screened 20-35 Select, 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: 0.17% for XZEC.DE and 0.18% for WELW.DE.

Portfolio Optimizer

Find the right allocation for XZEC.DE and WELW.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer