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SC0X.DE vs. WELL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0X.DE vs. WELL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Technology Sector UCITS ETF (SC0X.DE) and Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist (WELL.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, SC0X.DE achieves a 16.14% return, which is significantly lower than WELL.DE's 21.22% return.


SC0X.DE

1D
1.07%
1M
11.90%
YTD
16.14%
6M
14.63%
1Y
13.43%
3Y*
11.26%
5Y*
6.18%
10Y*
11.23%

WELL.DE

1D
-1.85%
1M
11.28%
YTD
21.22%
6M
19.41%
1Y
43.11%
3Y*
27.36%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0X.DE vs. WELL.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SC0X.DE
Invesco European Technology Sector UCITS ETF
16.14%4.06%5.58%31.88%11.79%
WELL.DE
Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist
21.22%9.77%38.81%57.34%0.14%

Correlation

The correlation between SC0X.DE and WELL.DE is 0.66, 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

0.66

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

0.69

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

0.70

The correlation between SC0X.DE and WELL.DE has been stable across timeframes, ranging from 0.66 to 0.70 - a consistent structural relationship.

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Return for Risk

SC0X.DE vs. WELL.DE — Risk / Return Rank

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

SC0X.DE
SC0X.DE Risk / Return Rank: 1919
Overall Rank
SC0X.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SC0X.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
SC0X.DE Omega Ratio Rank: 2020
Omega Ratio Rank
SC0X.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
SC0X.DE Martin Ratio Rank: 1919
Martin Ratio Rank

WELL.DE
WELL.DE Risk / Return Rank: 5757
Overall Rank
WELL.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
WELL.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
WELL.DE Omega Ratio Rank: 5959
Omega Ratio Rank
WELL.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
WELL.DE Martin Ratio Rank: 4444
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.

SC0X.DE vs. WELL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Technology Sector UCITS ETF (SC0X.DE) and Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist (WELL.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.


SC0X.DEWELL.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.53

Sortino ratioReturn per unit of downside risk

-1.82

Omega ratioGain probability vs. loss probability

1.12

1.36

-0.23

Calmar ratioReturn relative to maximum drawdown

0.76

2.71

-1.96

Martin ratioReturn relative to average drawdown

1.99

7.03

-5.04

SC0X.DE vs. WELL.DE - Sharpe Ratio Comparison

The current SC0X.DE Sharpe Ratio is 0.64, which is lower than the WELL.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of SC0X.DE and WELL.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


SC0X.DEWELL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

2.17

-1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

1.52

-0.99

Drawdowns

SC0X.DE vs. WELL.DE - Drawdown Comparison

The maximum SC0X.DE drawdown since its inception was -38.91%, which is greater than WELL.DE's maximum drawdown of -28.78%. Use the drawdown chart below to compare losses from any high point for SC0X.DE and WELL.DE.


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Drawdown Indicators


SC0X.DEWELL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.91%

-28.78%

-10.13%

Max Drawdown (1Y)

Largest decline over 1 year

-18.06%

-16.18%

-1.88%

Max Drawdown (3Y)

Largest decline over 3 years

-23.90%

-28.78%

+4.88%

Max Drawdown (5Y)

Largest decline over 5 years

-38.91%

Max Drawdown (10Y)

Largest decline over 10 years

-38.91%

Current Drawdown

Current decline from peak

-0.23%

-2.72%

+2.49%

Average Drawdown

Average peak-to-trough decline

-8.77%

-4.72%

-4.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.88%

6.26%

+0.62%

Volatility

SC0X.DE vs. WELL.DE - Volatility Comparison

Invesco European Technology Sector UCITS ETF (SC0X.DE) has a higher volatility of 7.28% compared to Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist (WELL.DE) at 6.79%. This indicates that SC0X.DE's price experiences larger fluctuations and is considered to be riskier than WELL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SC0X.DEWELL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.28%

6.79%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

17.98%

14.75%

+3.23%

Volatility (1Y)

Calculated over the trailing 1-year period

21.57%

20.24%

+1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.52%

22.20%

+1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.65%

22.20%

+0.45%

SC0X.DE vs. WELL.DE - Expense Ratio Comparison

SC0X.DE has a 0.20% expense ratio, which is higher than WELL.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

SC0X.DE vs. WELL.DE - Dividend Comparison

SC0X.DE has not paid dividends to shareholders, while WELL.DE's dividend yield for the trailing twelve months is around 0.27%.


PositionTTM202520242023
SC0X.DE
Invesco European Technology Sector UCITS ETF
0.00%0.00%0.00%0.00%
WELL.DE
Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist
0.27%0.35%0.36%0.14%

Frequently Asked Questions


SC0X.DE and WELL.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

WELL.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for SC0X.DE.

SC0X.DE tracks STOXX® Europe 600 Optimised Technology, while WELL.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Information Technology. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.20% for SC0X.DE and 0.18% for WELL.DE.

Portfolio Optimizer

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