SODJ.DE vs. WELE.DE
SODJ.DE (iShares MSCI Japan Screened UCITS ETF USD (Dist)) and WELE.DE (Amundi S&P 500 Equal Weight ESG UCITS ETF Acc) are both exchange-traded funds - SODJ.DE is a Japan Equities fund tracking the MSCI Japan Screened Index, while WELE.DE is a ESG fund tracking the S&P 500 Equal Weight ESG Leaders Select Index. Both are passively managed. Over the past 3 years, SODJ.DE returned 17.00%/yr vs 12.27%/yr for WELE.DE. At a 0.49 correlation, their price movements are largely independent. SODJ.DE charges 0.15%/yr vs 0.18%/yr for WELE.DE.
Performance
SODJ.DE vs. WELE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SODJ.DE achieves a 19.83% return, which is significantly higher than WELE.DE's 12.34% return.
SODJ.DE
- 1D
- -0.93%
- 1M
- 0.91%
- 6M
- 13.29%
- YTD
- 19.83%
- 1Y
- 38.84%
- 3Y*
- 17.00%
- 5Y*
- 9.95%
- 10Y*
- —
WELE.DE
- 1D
- 0.00%
- 1M
- 1.63%
- 6M
- 9.26%
- YTD
- 12.34%
- 1Y
- 19.69%
- 3Y*
- 12.27%
- 5Y*
- —
- 10Y*
- —
SODJ.DE vs. WELE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 19.83% | 11.64% | 13.20% | 15.83% | 3.44% |
WELE.DE Amundi S&P 500 Equal Weight ESG UCITS ETF Acc | 12.34% | 0.70% | 16.40% | 10.64% | 6.78% |
Correlation
The correlation between SODJ.DE and WELE.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2022 | 0.49 |
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Return for Risk
SODJ.DE vs. WELE.DE — Risk / Return Rank
SODJ.DE
WELE.DE
SODJ.DE vs. WELE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.DE) and Amundi S&P 500 Equal Weight ESG UCITS ETF Acc (WELE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SODJ.DE | WELE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.31 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 3.15 | +0.51 |
| Martin ratioReturn relative to average drawdown | 11.99 | 10.53 | +1.46 |
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Drawdowns
SODJ.DE vs. WELE.DE - Drawdown Comparison
The maximum SODJ.DE drawdown since its inception was -28.10%, which is greater than WELE.DE's maximum drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for SODJ.DE and WELE.DE.
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Drawdown Indicators
| SODJ.DE | WELE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.10% | -23.73% | -4.37% |
Max Drawdown (1Y)Largest decline over 1 year | -10.58% | -6.28% | -4.30% |
Max Drawdown (3Y)Largest decline over 3 years | -17.20% | -23.73% | +6.53% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | — | — |
Current DrawdownCurrent decline from peak | -3.76% | -1.07% | -2.69% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -5.49% | -1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 1.88% | +1.35% |
Volatility
SODJ.DE vs. WELE.DE - Volatility Comparison
iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.DE) has a higher volatility of 6.73% compared to Amundi S&P 500 Equal Weight ESG UCITS ETF Acc (WELE.DE) at 3.11%. This indicates that SODJ.DE's price experiences larger fluctuations and is considered to be riskier than WELE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SODJ.DE | WELE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.73% | 3.11% | +3.62% |
Volatility (6M)Calculated over the trailing 6-month period | 16.20% | 7.99% | +8.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.01% | 11.42% | +8.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.96% | 14.35% | +2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 14.35% | +3.87% |
SODJ.DE vs. WELE.DE - Expense Ratio Comparison
SODJ.DE has a 0.15% expense ratio, which is lower than WELE.DE's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SODJ.DE vs. WELE.DE - Dividend Comparison
SODJ.DE's dividend yield for the trailing twelve months is around 1.47%, while WELE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 1.47% | 1.69% | 1.86% | 1.80% | 2.21% | 1.61% | 1.60% | 1.80% |
WELE.DE Amundi S&P 500 Equal Weight ESG UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SODJ.DE and WELE.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SODJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SODJ.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for WELE.DE.
SODJ.DE is categorized as Japan Equities, while WELE.DE is ESG. SODJ.DE tracks MSCI Japan Screened Index, while WELE.DE tracks S&P 500 Equal Weight ESG Leaders Select Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for SODJ.DE and 0.18% for WELE.DE.
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