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SC05.DE vs. WELM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC05.DE vs. WELM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Retail Sector UCITS ETF (SC05.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.

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Returns By Period

In the year-to-date period, SC05.DE achieves a -2.73% return, which is significantly lower than WELM.DE's 2.90% return.


SC05.DE

1D
1.07%
1M
8.22%
YTD
-2.73%
6M
-1.05%
1Y
-0.73%
3Y*
9.76%
5Y*
-0.57%
10Y*
4.56%

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)

SC05.DE vs. WELM.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SC05.DE
Invesco European Retail Sector UCITS ETF
-2.73%8.95%8.15%35.71%20.44%
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 SC05.DE and WELM.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.22

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2022

0.20

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Return for Risk

SC05.DE vs. WELM.DE — Risk / Return Rank

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

SC05.DE
SC05.DE Risk / Return Rank: 99
Overall Rank
SC05.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SC05.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
SC05.DE Omega Ratio Rank: 88
Omega Ratio Rank
SC05.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
SC05.DE Martin Ratio Rank: 88
Martin Ratio Rank

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

SC05.DE vs. WELM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Retail Sector UCITS ETF (SC05.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.


SC05.DEWELM.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.01

0.97

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.05

-0.37

+0.32

Martin ratioReturn relative to average drawdown

-0.11

-0.70

+0.58

SC05.DE vs. WELM.DE - Sharpe Ratio Comparison

The current SC05.DE Sharpe Ratio is -0.04, which is higher than the WELM.DE Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of SC05.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.


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Sharpe Ratios by Period


SC05.DEWELM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

-0.27

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.13

+0.18

Drawdowns

SC05.DE vs. WELM.DE - Drawdown Comparison

The maximum SC05.DE drawdown since its inception was -51.51%, 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 SC05.DE and WELM.DE.


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Drawdown Indicators


SC05.DEWELM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-51.51%

-13.66%

-37.85%

Max Drawdown (1Y)

Largest decline over 1 year

-14.81%

-9.30%

-5.51%

Max Drawdown (3Y)

Largest decline over 3 years

-19.36%

-13.66%

-5.70%

Max Drawdown (5Y)

Largest decline over 5 years

-51.51%

Max Drawdown (10Y)

Largest decline over 10 years

-51.51%

Current Drawdown

Current decline from peak

-5.67%

-8.92%

+3.25%

Average Drawdown

Average peak-to-trough decline

-11.73%

-5.59%

-6.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.41%

5.63%

+0.78%

Volatility

SC05.DE vs. WELM.DE - Volatility Comparison

Invesco European Retail Sector UCITS ETF (SC05.DE) has a higher volatility of 6.40% compared to Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist (WELM.DE) at 5.09%. This indicates that SC05.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.


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Volatility by Period


SC05.DEWELM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

5.09%

+1.31%

Volatility (6M)

Calculated over the trailing 6-month period

15.78%

10.23%

+5.55%

Volatility (1Y)

Calculated over the trailing 1-year period

19.04%

12.75%

+6.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.11%

12.50%

+9.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.24%

12.50%

+7.74%

SC05.DE vs. WELM.DE - Expense Ratio Comparison

SC05.DE has a 0.20% expense ratio, which is higher than WELM.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

SC05.DE vs. WELM.DE - Dividend Comparison

SC05.DE has not paid dividends to shareholders, while WELM.DE's dividend yield for the trailing twelve months is around 2.27%.


PositionTTM202520242023
SC05.DE
Invesco European Retail Sector UCITS ETF
0.00%0.00%0.00%0.00%
WELM.DE
Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist
2.27%2.18%2.02%2.48%

Frequently Asked Questions


SC05.DE and WELM.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

WELM.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for SC05.DE.

SC05.DE tracks STOXX® Europe 600 Optimised Retail, while WELM.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 SC05.DE and 0.18% for WELM.DE.

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