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

Performance

SC05.DE vs. WELW.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 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, SC05.DE achieves a -2.73% return, which is significantly lower than WELW.DE's 3.14% 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%

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)

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


2026 (YTD)2025202420232022
SC05.DE
Invesco European Retail Sector UCITS ETF
-2.73%8.95%8.15%35.71%22.36%
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 SC05.DE and WELW.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

0.24

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

0.23

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Return for Risk

SC05.DE vs. WELW.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

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.

SC05.DE vs. WELW.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 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.


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

+0.21

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.01

0.97

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.05

-0.34

+0.29

Martin ratioReturn relative to average drawdown

-0.11

-0.62

+0.51

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

The current SC05.DE Sharpe Ratio is -0.04, which is higher than the WELW.DE Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of SC05.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


SC05.DEWELW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

-0.24

+0.21

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

0.19

+0.11

Drawdowns

SC05.DE vs. WELW.DE - Drawdown Comparison

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


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Drawdown Indicators


SC05.DEWELW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-51.51%

-13.88%

-37.63%

Max Drawdown (1Y)

Largest decline over 1 year

-14.81%

-9.17%

-5.64%

Max Drawdown (3Y)

Largest decline over 3 years

-19.36%

-13.88%

-5.48%

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%

-8.99%

+3.32%

Average Drawdown

Average peak-to-trough decline

-11.73%

-5.45%

-6.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.41%

4.96%

+1.45%

Volatility

SC05.DE vs. WELW.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 Acc (WELW.DE) at 4.91%. This indicates that SC05.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


SC05.DEWELW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

4.91%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

15.78%

10.31%

+5.47%

Volatility (1Y)

Calculated over the trailing 1-year period

19.04%

12.66%

+6.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.11%

11.48%

+10.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.24%

11.48%

+8.76%

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

SC05.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

SC05.DE vs. WELW.DE - Dividend Comparison

Neither SC05.DE nor WELW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SC05.DE and WELW.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, 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 SC05.DE.

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

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