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SPYT.DE vs. WELR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYT.DE vs. WELR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) and Amundi S&P Global Communication Services ESG UCITS ETF EUR Dist (WELR.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SPYT.DE having a 3.11% return and WELR.DE slightly higher at 3.18%.


SPYT.DE

1D
-0.08%
1M
2.62%
YTD
3.11%
6M
5.27%
1Y
-7.75%
3Y*
10.29%
5Y*
5.43%
10Y*
1.47%

WELR.DE

1D
0.97%
1M
0.72%
YTD
3.18%
6M
1.21%
1Y
21.19%
3Y*
21.51%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYT.DE vs. WELR.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPYT.DE
SPDR MSCI Europe Communication Services UCITS ETF
3.11%7.33%14.79%14.90%2.99%
WELR.DE
Amundi S&P Global Communication Services ESG UCITS ETF EUR Dist
3.18%15.85%35.02%46.75%-6.91%

Correlation

The correlation between SPYT.DE and WELR.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.35

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

0.36

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Return for Risk

SPYT.DE vs. WELR.DE — Risk / Return Rank

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

SPYT.DE
SPYT.DE Risk / Return Rank: 44
Overall Rank
SPYT.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
SPYT.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
SPYT.DE Omega Ratio Rank: 44
Omega Ratio Rank
SPYT.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
SPYT.DE Martin Ratio Rank: 55
Martin Ratio Rank

WELR.DE
WELR.DE Risk / Return Rank: 3535
Overall Rank
WELR.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
WELR.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
WELR.DE Omega Ratio Rank: 3636
Omega Ratio Rank
WELR.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
WELR.DE Martin Ratio Rank: 3131
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.

SPYT.DE vs. WELR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) and Amundi S&P Global Communication Services ESG UCITS ETF EUR Dist (WELR.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.


SPYT.DEWELR.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.93

Sortino ratioReturn per unit of downside risk

-2.69

Omega ratioGain probability vs. loss probability

0.92

1.23

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.52

1.44

-1.95

Martin ratioReturn relative to average drawdown

-0.97

4.45

-5.42

SPYT.DE vs. WELR.DE - Sharpe Ratio Comparison

The current SPYT.DE Sharpe Ratio is -0.58, which is lower than the WELR.DE Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of SPYT.DE and WELR.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


SPYT.DEWELR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.58

1.35

-1.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

1.32

-1.09

Drawdowns

SPYT.DE vs. WELR.DE - Drawdown Comparison

The maximum SPYT.DE drawdown since its inception was -49.63%, which is greater than WELR.DE's maximum drawdown of -25.22%. Use the drawdown chart below to compare losses from any high point for SPYT.DE and WELR.DE.


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Drawdown Indicators


SPYT.DEWELR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.63%

-25.22%

-24.41%

Max Drawdown (1Y)

Largest decline over 1 year

-14.98%

-14.70%

-0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-14.98%

-25.22%

+10.24%

Max Drawdown (5Y)

Largest decline over 5 years

-20.35%

Max Drawdown (10Y)

Largest decline over 10 years

-40.09%

Current Drawdown

Current decline from peak

-8.46%

-2.48%

-5.98%

Average Drawdown

Average peak-to-trough decline

-18.83%

-4.28%

-14.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.65%

4.75%

+2.90%

Volatility

SPYT.DE vs. WELR.DE - Volatility Comparison

SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) and Amundi S&P Global Communication Services ESG UCITS ETF EUR Dist (WELR.DE) have volatilities of 4.21% and 4.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYT.DEWELR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

4.20%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.43%

10.86%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

13.45%

15.63%

-2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.48%

18.26%

-4.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.67%

18.26%

-2.59%

SPYT.DE vs. WELR.DE - Expense Ratio Comparison

Both SPYT.DE and WELR.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

SPYT.DE vs. WELR.DE - Dividend Comparison

SPYT.DE has not paid dividends to shareholders, while WELR.DE's dividend yield for the trailing twelve months is around 0.50%.


PositionTTM202520242023
SPYT.DE
SPDR MSCI Europe Communication Services UCITS ETF
0.00%0.00%0.00%0.00%
WELR.DE
Amundi S&P Global Communication Services ESG UCITS ETF EUR Dist
0.50%0.49%0.44%0.34%

Frequently Asked Questions


SPYT.DE and WELR.DE have a correlation of 0.36, 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.

SPYT.DE and WELR.DE have the same expense ratio: 0.18% per year.

SPYT.DE tracks MSCI Europe Communication Services 20/35 Capped, while WELR.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Communication Services. They also come from different issuers: State Street and Amundi.

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