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SC0P.DE vs. WELC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0P.DE vs. WELC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Autos Sector UCITS ETF (SC0P.DE) and Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist (WELC.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, SC0P.DE achieves a -11.55% return, which is significantly lower than WELC.DE's -1.47% return.


SC0P.DE

1D
-0.56%
1M
3.76%
YTD
-11.55%
6M
-13.18%
1Y
-8.72%
3Y*
-6.25%
5Y*
-4.61%
10Y*
2.37%

WELC.DE

1D
0.30%
1M
-0.33%
YTD
-1.47%
6M
-1.22%
1Y
6.53%
3Y*
9.08%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0P.DE vs. WELC.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SC0P.DE
Invesco European Autos Sector UCITS ETF
-11.55%2.03%-10.79%24.20%10.01%
WELC.DE
Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist
-1.47%-5.06%29.51%30.69%-8.13%

Correlation

The correlation between SC0P.DE and WELC.DE is 0.51, 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

0.51

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

0.53

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

0.55

The correlation between SC0P.DE and WELC.DE has been stable across timeframes, ranging from 0.51 to 0.55 - a consistent structural relationship.

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Return for Risk

SC0P.DE vs. WELC.DE — Risk / Return Rank

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

SC0P.DE
SC0P.DE Risk / Return Rank: 55
Overall Rank
SC0P.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SC0P.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
SC0P.DE Omega Ratio Rank: 66
Omega Ratio Rank
SC0P.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
SC0P.DE Martin Ratio Rank: 55
Martin Ratio Rank

WELC.DE
WELC.DE Risk / Return Rank: 1515
Overall Rank
WELC.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
WELC.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
WELC.DE Omega Ratio Rank: 1515
Omega Ratio Rank
WELC.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
WELC.DE Martin Ratio Rank: 1515
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.

SC0P.DE vs. WELC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Autos Sector UCITS ETF (SC0P.DE) and Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist (WELC.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.


SC0P.DEWELC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-1.07

Omega ratioGain probability vs. loss probability

0.95

1.08

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.42

0.44

-0.86

Martin ratioReturn relative to average drawdown

-0.97

1.21

-2.18

SC0P.DE vs. WELC.DE - Sharpe Ratio Comparison

The current SC0P.DE Sharpe Ratio is -0.38, which is lower than the WELC.DE Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of SC0P.DE and WELC.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


SC0P.DEWELC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.38

0.39

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.60

-0.34

Drawdowns

SC0P.DE vs. WELC.DE - Drawdown Comparison

The maximum SC0P.DE drawdown since its inception was -60.05%, which is greater than WELC.DE's maximum drawdown of -28.15%. Use the drawdown chart below to compare losses from any high point for SC0P.DE and WELC.DE.


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Drawdown Indicators


SC0P.DEWELC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.05%

-28.15%

-31.90%

Max Drawdown (1Y)

Largest decline over 1 year

-20.74%

-14.64%

-6.10%

Max Drawdown (3Y)

Largest decline over 3 years

-35.82%

-28.15%

-7.67%

Max Drawdown (5Y)

Largest decline over 5 years

-35.82%

Max Drawdown (10Y)

Largest decline over 10 years

-60.05%

Current Drawdown

Current decline from peak

-30.84%

-10.11%

-20.73%

Average Drawdown

Average peak-to-trough decline

-15.57%

-6.71%

-8.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.99%

5.38%

+3.61%

Volatility

SC0P.DE vs. WELC.DE - Volatility Comparison

Invesco European Autos Sector UCITS ETF (SC0P.DE) has a higher volatility of 5.49% compared to Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist (WELC.DE) at 4.86%. This indicates that SC0P.DE's price experiences larger fluctuations and is considered to be riskier than WELC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SC0P.DEWELC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

4.86%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

17.30%

12.32%

+4.98%

Volatility (1Y)

Calculated over the trailing 1-year period

23.04%

16.52%

+6.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.57%

18.03%

+6.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.09%

18.03%

+8.06%

SC0P.DE vs. WELC.DE - Expense Ratio Comparison

SC0P.DE has a 0.20% expense ratio, which is higher than WELC.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

SC0P.DE vs. WELC.DE - Dividend Comparison

SC0P.DE has not paid dividends to shareholders, while WELC.DE's dividend yield for the trailing twelve months is around 0.81%.


PositionTTM202520242023
SC0P.DE
Invesco European Autos Sector UCITS ETF
0.00%0.00%0.00%0.00%
WELC.DE
Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist
0.81%0.93%0.83%0.73%

Frequently Asked Questions


SC0P.DE and WELC.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

WELC.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for SC0P.DE.

SC0P.DE tracks STOXX® Europe 600 Optimised Automobiles & Parts, while WELC.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Discretionary. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.20% for SC0P.DE and 0.18% for WELC.DE.

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