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SPYC.DE vs. WELJ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYC.DE vs. WELJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) and Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Acc (WELJ.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, SPYC.DE achieves a -1.74% return, which is significantly higher than WELJ.DE's -1.85% return.


SPYC.DE

1D
-0.47%
1M
-2.57%
YTD
-1.74%
6M
-1.39%
1Y
-4.36%
3Y*
-0.28%
5Y*
0.74%
10Y*
2.96%

WELJ.DE

1D
0.21%
1M
-0.53%
YTD
-1.85%
6M
-2.00%
1Y
6.67%
3Y*
9.08%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYC.DE vs. WELJ.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPYC.DE
SPDR MSCI Europe Consumer Staples UCITS ETF
-1.74%7.08%-2.32%0.74%2.61%
WELJ.DE
Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Acc
-1.85%-4.79%29.73%30.43%-8.02%

Correlation

The correlation between SPYC.DE and WELJ.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.21

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

0.24

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Return for Risk

SPYC.DE vs. WELJ.DE — Risk / Return Rank

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

SPYC.DE
SPYC.DE Risk / Return Rank: 66
Overall Rank
SPYC.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SPYC.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
SPYC.DE Omega Ratio Rank: 55
Omega Ratio Rank
SPYC.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
SPYC.DE Martin Ratio Rank: 66
Martin Ratio Rank

WELJ.DE
WELJ.DE Risk / Return Rank: 1515
Overall Rank
WELJ.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
WELJ.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
WELJ.DE Omega Ratio Rank: 1414
Omega Ratio Rank
WELJ.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
WELJ.DE Martin Ratio Rank: 1515
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.

SPYC.DE vs. WELJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) and Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Acc (WELJ.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.


SPYC.DEWELJ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

0.95

1.08

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.37

0.44

-0.81

Martin ratioReturn relative to average drawdown

-0.79

1.20

-1.98

SPYC.DE vs. WELJ.DE - Sharpe Ratio Comparison

The current SPYC.DE Sharpe Ratio is -0.36, which is lower than the WELJ.DE Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of SPYC.DE and WELJ.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


SPYC.DEWELJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

0.38

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.59

-0.27

Drawdowns

SPYC.DE vs. WELJ.DE - Drawdown Comparison

The maximum SPYC.DE drawdown since its inception was -24.80%, smaller than the maximum WELJ.DE drawdown of -28.28%. Use the drawdown chart below to compare losses from any high point for SPYC.DE and WELJ.DE.


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Drawdown Indicators


SPYC.DEWELJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.80%

-28.28%

+3.48%

Max Drawdown (1Y)

Largest decline over 1 year

-12.47%

-14.62%

+2.15%

Max Drawdown (3Y)

Largest decline over 3 years

-12.47%

-28.28%

+15.81%

Max Drawdown (5Y)

Largest decline over 5 years

-15.06%

Max Drawdown (10Y)

Largest decline over 10 years

-24.80%

Current Drawdown

Current decline from peak

-11.20%

-10.41%

-0.79%

Average Drawdown

Average peak-to-trough decline

-5.99%

-6.81%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.89%

5.36%

+0.53%

Volatility

SPYC.DE vs. WELJ.DE - Volatility Comparison

The current volatility for SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) is 4.54%, while Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Acc (WELJ.DE) has a volatility of 5.07%. This indicates that SPYC.DE experiences smaller price fluctuations and is considered to be less risky than WELJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYC.DEWELJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

5.07%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

10.59%

12.51%

-1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

12.98%

16.84%

-3.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.45%

18.18%

-5.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.38%

18.18%

-4.80%

SPYC.DE vs. WELJ.DE - Expense Ratio Comparison

Both SPYC.DE and WELJ.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SPYC.DE vs. WELJ.DE - Dividend Comparison

Neither SPYC.DE nor WELJ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPYC.DE and WELJ.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SPYC.DE and WELJ.DE have the same expense ratio: 0.18% per year.

SPYC.DE tracks MSCI Europe Consumer Staples 20/35 Capped, while WELJ.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Discretionary. They also come from different issuers: State Street and Amundi.

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