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S7XE.DE vs. WELK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

S7XE.DE vs. WELK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) and Amundi S&P Global Financials ESG UCITS ETF EUR Acc (WELK.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, S7XE.DE achieves a 4.99% return, which is significantly higher than WELK.DE's 1.91% return.


S7XE.DE

1D
1.09%
1M
2.40%
YTD
4.99%
6M
12.49%
1Y
36.30%
3Y*
44.23%
5Y*
28.00%
10Y*
14.41%

WELK.DE

1D
2.00%
1M
1.21%
YTD
1.91%
6M
5.76%
1Y
13.95%
3Y*
21.67%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

S7XE.DE vs. WELK.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
S7XE.DE
Invesco EURO STOXX Optimised Banks UCITS ETF
4.99%86.82%30.66%28.83%23.37%
WELK.DE
Amundi S&P Global Financials ESG UCITS ETF EUR Acc
1.91%17.19%33.74%12.60%9.71%

Correlation

The correlation between S7XE.DE and WELK.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.70

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

0.62

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

0.63

The correlation between S7XE.DE and WELK.DE has been stable across timeframes, ranging from 0.62 to 0.70 - a consistent structural relationship.

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Return for Risk

S7XE.DE vs. WELK.DE — Risk / Return Rank

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

S7XE.DE
S7XE.DE Risk / Return Rank: 4444
Overall Rank
S7XE.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
S7XE.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
S7XE.DE Omega Ratio Rank: 4242
Omega Ratio Rank
S7XE.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
S7XE.DE Martin Ratio Rank: 4343
Martin Ratio Rank

WELK.DE
WELK.DE Risk / Return Rank: 2929
Overall Rank
WELK.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
WELK.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
WELK.DE Omega Ratio Rank: 2626
Omega Ratio Rank
WELK.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
WELK.DE Martin Ratio Rank: 3131
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.

S7XE.DE vs. WELK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) and Amundi S&P Global Financials ESG UCITS ETF EUR Acc (WELK.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.


S7XE.DEWELK.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.27

1.17

+0.09

Calmar ratioReturn relative to maximum drawdown

2.20

1.42

+0.77

Martin ratioReturn relative to average drawdown

6.92

4.51

+2.42

S7XE.DE vs. WELK.DE - Sharpe Ratio Comparison

The current S7XE.DE Sharpe Ratio is 1.59, which is higher than the WELK.DE Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of S7XE.DE and WELK.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


S7XE.DEWELK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.00

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

1.33

-1.09

Drawdowns

S7XE.DE vs. WELK.DE - Drawdown Comparison

The maximum S7XE.DE drawdown since its inception was -65.33%, which is greater than WELK.DE's maximum drawdown of -20.08%. Use the drawdown chart below to compare losses from any high point for S7XE.DE and WELK.DE.


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Drawdown Indicators


S7XE.DEWELK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.33%

-20.08%

-45.25%

Max Drawdown (1Y)

Largest decline over 1 year

-17.42%

-9.66%

-7.76%

Max Drawdown (3Y)

Largest decline over 3 years

-19.82%

-20.08%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-35.42%

Max Drawdown (10Y)

Largest decline over 10 years

-63.10%

Current Drawdown

Current decline from peak

-2.02%

-0.71%

-1.31%

Average Drawdown

Average peak-to-trough decline

-23.01%

-3.18%

-19.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.54%

3.05%

+2.49%

Volatility

S7XE.DE vs. WELK.DE - Volatility Comparison

Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) has a higher volatility of 6.10% compared to Amundi S&P Global Financials ESG UCITS ETF EUR Acc (WELK.DE) at 3.58%. This indicates that S7XE.DE's price experiences larger fluctuations and is considered to be riskier than WELK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


S7XE.DEWELK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

3.58%

+2.52%

Volatility (6M)

Calculated over the trailing 6-month period

19.27%

10.56%

+8.71%

Volatility (1Y)

Calculated over the trailing 1-year period

24.08%

13.80%

+10.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.60%

15.29%

+10.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.66%

15.29%

+13.37%

S7XE.DE vs. WELK.DE - Expense Ratio Comparison

S7XE.DE has a 0.30% expense ratio, which is higher than WELK.DE's 0.18% expense ratio.


Dividends

S7XE.DE vs. WELK.DE - Dividend Comparison

Neither S7XE.DE nor WELK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


S7XE.DE and WELK.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

WELK.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for S7XE.DE.

S7XE.DE tracks EURO STOXX® Optimised Banks, while WELK.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Financials. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.30% for S7XE.DE and 0.18% for WELK.DE.

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