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SODJ.DE vs. WELE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SODJ.DE vs. WELE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.DE) and Amundi S&P 500 Equal Weight ESG UCITS ETF Acc (WELE.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, 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SODJ.DE vs. WELE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
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

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

SODJ.DE
SODJ.DE Risk / Return Rank: 7878
Overall Rank
SODJ.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SODJ.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
SODJ.DE Omega Ratio Rank: 7575
Omega Ratio Rank
SODJ.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
SODJ.DE Martin Ratio Rank: 7979
Martin Ratio Rank

WELE.DE
WELE.DE Risk / Return Rank: 6969
Overall Rank
WELE.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
WELE.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
WELE.DE Omega Ratio Rank: 6565
Omega Ratio Rank
WELE.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
WELE.DE Martin Ratio Rank: 7272
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.

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.DEWELE.DEDifference
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

SODJ.DE vs. WELE.DE - Sharpe Ratio Comparison

The current SODJ.DE Sharpe Ratio is 1.93, which is comparable to the WELE.DE Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of SODJ.DE and WELE.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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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.DEWELE.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.76%

-1.07%

-2.69%

Average Drawdown

Average peak-to-trough decline

-7.23%

-5.49%

-1.74%

Ulcer Index

Depth 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.DEWELE.DEDifference

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.


PositionTTM2025202420232022202120202019
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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