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SC04.DE vs. WELW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC04.DE vs. WELW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Household Sector UCITS ETF (SC04.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.

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Returns By Period

In the year-to-date period, SC04.DE achieves a -10.69% return, which is significantly lower than WELW.DE's 3.14% return.


SC04.DE

1D
-0.09%
1M
-1.26%
YTD
-10.69%
6M
-10.59%
1Y
-3.77%
3Y*
-0.12%
5Y*
0.82%
10Y*
4.39%

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)

SC04.DE vs. WELW.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SC04.DE
Invesco European Household Sector UCITS ETF
-10.69%7.57%7.08%8.48%8.84%
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 SC04.DE and WELW.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.43

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

0.44

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Return for Risk

SC04.DE vs. WELW.DE — Risk / Return Rank

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

SC04.DE
SC04.DE Risk / Return Rank: 66
Overall Rank
SC04.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SC04.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
SC04.DE Omega Ratio Rank: 66
Omega Ratio Rank
SC04.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
SC04.DE Martin Ratio Rank: 66
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.

SC04.DE vs. WELW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Household Sector UCITS ETF (SC04.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.


SC04.DEWELW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

0.97

0.97

0.00

Calmar ratioReturn relative to maximum drawdown

-0.27

-0.34

+0.07

Martin ratioReturn relative to average drawdown

-0.63

-0.62

0.00

SC04.DE vs. WELW.DE - Sharpe Ratio Comparison

The current SC04.DE Sharpe Ratio is -0.25, which is comparable to the WELW.DE Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of SC04.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.


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Sharpe Ratios by Period


SC04.DEWELW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

-0.24

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.19

+0.39

Drawdowns

SC04.DE vs. WELW.DE - Drawdown Comparison

The maximum SC04.DE drawdown since its inception was -29.42%, 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 SC04.DE and WELW.DE.


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Drawdown Indicators


SC04.DEWELW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.42%

-13.88%

-15.54%

Max Drawdown (1Y)

Largest decline over 1 year

-15.34%

-9.17%

-6.17%

Max Drawdown (3Y)

Largest decline over 3 years

-17.60%

-13.88%

-3.72%

Max Drawdown (5Y)

Largest decline over 5 years

-22.04%

Max Drawdown (10Y)

Largest decline over 10 years

-29.42%

Current Drawdown

Current decline from peak

-12.83%

-8.99%

-3.84%

Average Drawdown

Average peak-to-trough decline

-5.57%

-5.45%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.64%

4.96%

+1.68%

Volatility

SC04.DE vs. WELW.DE - Volatility Comparison

Invesco European Household Sector UCITS ETF (SC04.DE) has a higher volatility of 5.37% compared to Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.DE) at 4.91%. This indicates that SC04.DE's price experiences larger fluctuations and is considered to be riskier than WELW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SC04.DEWELW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

4.91%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

13.25%

10.31%

+2.94%

Volatility (1Y)

Calculated over the trailing 1-year period

16.34%

12.66%

+3.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.15%

11.48%

+5.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.97%

11.48%

+5.49%

SC04.DE vs. WELW.DE - Expense Ratio Comparison

SC04.DE has a 0.20% 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

SC04.DE vs. WELW.DE - Dividend Comparison

Neither SC04.DE nor WELW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SC04.DE and WELW.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

WELW.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for SC04.DE.

SC04.DE tracks STOXX® Europe 600 Optimised Personal & Household Goods, while WELW.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Staples. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.20% for SC04.DE and 0.18% for WELW.DE.

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