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

Performance

WELJ.DE vs. GLUX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Acc (WELJ.DE) and Amundi S&P Global Luxury UCITS ETF EUR (GLUX.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, WELJ.DE achieves a -1.85% return, which is significantly higher than GLUX.DE's -7.03% return.


WELJ.DE

1D
0.21%
1M
-0.53%
YTD
-1.85%
6M
-2.00%
1Y
6.67%
3Y*
9.08%
5Y*
10Y*

GLUX.DE

1D
-0.12%
1M
1.10%
YTD
-7.03%
6M
-6.73%
1Y
3.68%
3Y*
-0.97%
5Y*
0.25%
10Y*
9.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
WELJ.DE
Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Acc
-1.85%-4.79%29.73%30.43%-8.02%
GLUX.DE
Amundi S&P Global Luxury UCITS ETF EUR
-7.03%2.34%4.43%11.98%4.62%

Correlation

The correlation between WELJ.DE and GLUX.DE is 0.60, 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

0.60

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

0.71

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

0.73

The correlation between WELJ.DE and GLUX.DE shifts across timeframes, from 0.60 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

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

GLUX.DE
GLUX.DE Risk / Return Rank: 1111
Overall Rank
GLUX.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
GLUX.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
GLUX.DE Omega Ratio Rank: 1111
Omega Ratio Rank
GLUX.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
GLUX.DE Martin Ratio Rank: 1111
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.

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

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


WELJ.DEGLUX.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.08

1.04

+0.04

Calmar ratioReturn relative to maximum drawdown

0.44

0.16

+0.28

Martin ratioReturn relative to average drawdown

1.20

0.39

+0.81

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

The current WELJ.DE Sharpe Ratio is 0.38, which is higher than the GLUX.DE Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of WELJ.DE and GLUX.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


WELJ.DEGLUX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.13

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.44

+0.16

Drawdowns

WELJ.DE vs. GLUX.DE - Drawdown Comparison

The maximum WELJ.DE drawdown since its inception was -28.28%, smaller than the maximum GLUX.DE drawdown of -43.20%. Use the drawdown chart below to compare losses from any high point for WELJ.DE and GLUX.DE.


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Drawdown Indicators


WELJ.DEGLUX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.28%

-43.20%

+14.92%

Max Drawdown (1Y)

Largest decline over 1 year

-14.62%

-16.00%

+1.38%

Max Drawdown (3Y)

Largest decline over 3 years

-28.28%

-27.94%

-0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-30.52%

Max Drawdown (10Y)

Largest decline over 10 years

-43.20%

Current Drawdown

Current decline from peak

-10.41%

-14.70%

+4.29%

Average Drawdown

Average peak-to-trough decline

-6.81%

-9.35%

+2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

6.51%

-1.15%

Volatility

WELJ.DE vs. GLUX.DE - Volatility Comparison

The current volatility for Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Acc (WELJ.DE) is 5.07%, while Amundi S&P Global Luxury UCITS ETF EUR (GLUX.DE) has a volatility of 5.55%. This indicates that WELJ.DE experiences smaller price fluctuations and is considered to be less risky than GLUX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WELJ.DEGLUX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

5.55%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.51%

15.60%

-3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

16.84%

19.60%

-2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.18%

21.08%

-2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

20.94%

-2.76%

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

WELJ.DE has a 0.18% expense ratio, which is lower than GLUX.DE's 0.25% 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

WELJ.DE vs. GLUX.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


WELJ.DE and GLUX.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

WELJ.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for GLUX.DE.

WELJ.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Discretionary, while GLUX.DE tracks S&P Global Luxury. Their fees differ too: 0.18% for WELJ.DE and 0.25% for GLUX.DE.

Portfolio Optimizer

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