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SC0R.DE vs. WELM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0R.DE vs. WELM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Travel Sector UCITS ETF (SC0R.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, SC0R.DE achieves a 0.24% return, which is significantly lower than WELM.DE's 2.90% return.


SC0R.DE

1D
0.49%
1M
11.79%
YTD
0.24%
6M
5.38%
1Y
8.65%
3Y*
6.07%
5Y*
2.45%
10Y*
3.85%

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)

SC0R.DE vs. WELM.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SC0R.DE
Invesco European Travel Sector UCITS ETF
0.24%6.02%14.47%24.44%8.85%
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 SC0R.DE and WELM.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.14

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

0.14

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Return for Risk

SC0R.DE vs. WELM.DE — Risk / Return Rank

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

SC0R.DE
SC0R.DE Risk / Return Rank: 1616
Overall Rank
SC0R.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SC0R.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
SC0R.DE Omega Ratio Rank: 1515
Omega Ratio Rank
SC0R.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
SC0R.DE Martin Ratio Rank: 1616
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.

SC0R.DE vs. WELM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Travel Sector UCITS ETF (SC0R.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.


SC0R.DEWELM.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

1.09

0.97

+0.12

Calmar ratioReturn relative to maximum drawdown

0.61

-0.37

+0.97

Martin ratioReturn relative to average drawdown

1.44

-0.70

+2.14

SC0R.DE vs. WELM.DE - Sharpe Ratio Comparison

The current SC0R.DE Sharpe Ratio is 0.39, which is higher than the WELM.DE Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of SC0R.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


SC0R.DEWELM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

-0.27

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.13

+0.26

Drawdowns

SC0R.DE vs. WELM.DE - Drawdown Comparison

The maximum SC0R.DE drawdown since its inception was -55.64%, 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 SC0R.DE and WELM.DE.


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Drawdown Indicators


SC0R.DEWELM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.64%

-13.66%

-41.98%

Max Drawdown (1Y)

Largest decline over 1 year

-14.20%

-9.30%

-4.90%

Max Drawdown (3Y)

Largest decline over 3 years

-24.76%

-13.66%

-11.10%

Max Drawdown (5Y)

Largest decline over 5 years

-38.34%

Max Drawdown (10Y)

Largest decline over 10 years

-55.64%

Current Drawdown

Current decline from peak

-1.42%

-8.92%

+7.50%

Average Drawdown

Average peak-to-trough decline

-10.37%

-5.59%

-4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.99%

5.63%

+0.36%

Volatility

SC0R.DE vs. WELM.DE - Volatility Comparison

Invesco European Travel Sector UCITS ETF (SC0R.DE) has a higher volatility of 5.86% compared to Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist (WELM.DE) at 5.09%. This indicates that SC0R.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


SC0R.DEWELM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

5.09%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

17.72%

10.23%

+7.49%

Volatility (1Y)

Calculated over the trailing 1-year period

21.97%

12.75%

+9.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.86%

12.50%

+11.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.89%

12.50%

+12.39%

SC0R.DE vs. WELM.DE - Expense Ratio Comparison

SC0R.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

SC0R.DE vs. WELM.DE - Dividend Comparison

SC0R.DE has not paid dividends to shareholders, while WELM.DE's dividend yield for the trailing twelve months is around 2.27%.


PositionTTM202520242023
SC0R.DE
Invesco European Travel 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


SC0R.DE and WELM.DE have a correlation of 0.14, 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 SC0R.DE.

SC0R.DE tracks STOXX® Europe 600 Optimised Travel & Leisure, 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 SC0R.DE and 0.18% for WELM.DE.

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