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

Performance

SC0R.DE vs. WELW.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 Acc (WELW.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
SC0R.DE
Invesco European Travel Sector UCITS ETF
-8.69%6.02%14.47%24.44%12.29%
WELW.DE
Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc
4.36%-7.11%9.48%-1.99%5.34%

Returns By Period

In the year-to-date period, SC0R.DE achieves a -8.69% return, which is significantly lower than WELW.DE's 4.36% return.


SC0R.DE

1D
3.83%
1M
-2.10%
YTD
-8.69%
6M
-4.09%
1Y
11.07%
3Y*
4.61%
5Y*
0.87%
10Y*
2.93%

WELW.DE

1D
0.29%
1M
-7.19%
YTD
4.36%
6M
6.22%
1Y
-3.56%
3Y*
0.45%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SC0R.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%.


Return for Risk

SC0R.DE vs. WELW.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: 2525
Overall Rank
SC0R.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SC0R.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
SC0R.DE Omega Ratio Rank: 2424
Omega Ratio Rank
SC0R.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
SC0R.DE Martin Ratio Rank: 2323
Martin Ratio Rank

WELW.DE
WELW.DE Risk / Return Rank: 77
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: 77
Omega Ratio Rank
WELW.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
WELW.DE Martin Ratio Rank: 77
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. WELW.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 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.


SC0R.DEWELW.DEDifference

Sharpe ratio

Return per unit of total volatility

0.51

-0.27

+0.78

Sortino ratio

Return per unit of downside risk

0.88

-0.28

+1.16

Omega ratio

Gain probability vs. loss probability

1.11

0.97

+0.14

Calmar ratio

Return relative to maximum drawdown

0.72

-0.34

+1.07

Martin ratio

Return relative to average drawdown

1.98

-0.60

+2.57

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

The current SC0R.DE Sharpe Ratio is 0.51, which is higher than the WELW.DE Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of SC0R.DE and WELW.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SC0R.DEWELW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

-0.27

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.23

+0.13

Correlation

The correlation between SC0R.DE and WELW.DE is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SC0R.DE vs. WELW.DE - Dividend Comparison

Neither SC0R.DE nor WELW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SC0R.DE vs. WELW.DE - Drawdown Comparison

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


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Drawdown Indicators


SC0R.DEWELW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.64%

-13.88%

-41.76%

Max Drawdown (1Y)

Largest decline over 1 year

-14.20%

-9.39%

-4.81%

Max Drawdown (5Y)

Largest decline over 5 years

-39.40%

Max Drawdown (10Y)

Largest decline over 10 years

-55.64%

Current Drawdown

Current decline from peak

-10.20%

-7.91%

-2.29%

Average Drawdown

Average peak-to-trough decline

-10.41%

-5.36%

-5.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.19%

5.21%

-0.02%

Volatility

SC0R.DE vs. WELW.DE - Volatility Comparison

Invesco European Travel Sector UCITS ETF (SC0R.DE) has a higher volatility of 8.15% compared to Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.DE) at 4.31%. This indicates that SC0R.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


SC0R.DEWELW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.15%

4.31%

+3.84%

Volatility (6M)

Calculated over the trailing 6-month period

14.41%

9.53%

+4.88%

Volatility (1Y)

Calculated over the trailing 1-year period

21.43%

13.27%

+8.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.71%

11.29%

+12.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.67%

11.29%

+13.38%