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WELJ.DE vs. SC0R.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WELJ.DE vs. SC0R.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 Invesco European Travel Sector UCITS ETF (SC0R.DE). The values are adjusted to include any dividend payments, if applicable.

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WELJ.DE vs. SC0R.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
WELJ.DE
Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Acc
-8.41%-4.79%29.73%30.43%-8.02%
SC0R.DE
Invesco European Travel Sector UCITS ETF
-8.69%6.02%14.47%24.44%12.29%

Returns By Period

The year-to-date returns for both stocks are quite close, with WELJ.DE having a -8.41% return and SC0R.DE slightly lower at -8.69%.


WELJ.DE

1D
2.44%
1M
-3.36%
YTD
-8.41%
6M
-7.18%
1Y
1.48%
3Y*
9.09%
5Y*
10Y*

SC0R.DE

1D
3.83%
1M
-2.10%
YTD
-8.69%
6M
-4.09%
1Y
11.07%
3Y*
4.61%
5Y*
0.87%
10Y*
2.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WELJ.DE vs. SC0R.DE - Expense Ratio Comparison

WELJ.DE has a 0.18% expense ratio, which is lower than SC0R.DE's 0.20% 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%.


Return for Risk

WELJ.DE vs. SC0R.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: 1313
Overall Rank
WELJ.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
WELJ.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
WELJ.DE Omega Ratio Rank: 1313
Omega Ratio Rank
WELJ.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
WELJ.DE Martin Ratio Rank: 1313
Martin Ratio Rank

SC0R.DE
SC0R.DE Risk / Return Rank: 2525
Overall Rank
SC0R.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SC0R.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
SC0R.DE Omega Ratio Rank: 2424
Omega Ratio Rank
SC0R.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
SC0R.DE Martin Ratio Rank: 2323
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. SC0R.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 Invesco European Travel Sector UCITS ETF (SC0R.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.DESC0R.DEDifference

Sharpe ratio

Return per unit of total volatility

0.07

0.51

-0.44

Sortino ratio

Return per unit of downside risk

0.24

0.88

-0.64

Omega ratio

Gain probability vs. loss probability

1.03

1.11

-0.08

Calmar ratio

Return relative to maximum drawdown

0.09

0.72

-0.63

Martin ratio

Return relative to average drawdown

0.28

1.98

-1.70

WELJ.DE vs. SC0R.DE - Sharpe Ratio Comparison

The current WELJ.DE Sharpe Ratio is 0.07, which is lower than the SC0R.DE Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of WELJ.DE and SC0R.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WELJ.DESC0R.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

0.51

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.37

+0.14

Correlation

The correlation between WELJ.DE and SC0R.DE is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WELJ.DE vs. SC0R.DE - Dividend Comparison

Neither WELJ.DE nor SC0R.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WELJ.DE vs. SC0R.DE - Drawdown Comparison

The maximum WELJ.DE drawdown since its inception was -28.28%, smaller than the maximum SC0R.DE drawdown of -55.64%. Use the drawdown chart below to compare losses from any high point for WELJ.DE and SC0R.DE.


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Drawdown Indicators


WELJ.DESC0R.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.28%

-55.64%

+27.36%

Max Drawdown (1Y)

Largest decline over 1 year

-14.62%

-14.20%

-0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-39.40%

Max Drawdown (10Y)

Largest decline over 10 years

-55.64%

Current Drawdown

Current decline from peak

-16.39%

-10.20%

-6.19%

Average Drawdown

Average peak-to-trough decline

-6.60%

-10.41%

+3.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

5.19%

-0.23%

Volatility

WELJ.DE vs. SC0R.DE - Volatility Comparison

The current volatility for Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Acc (WELJ.DE) is 6.82%, while Invesco European Travel Sector UCITS ETF (SC0R.DE) has a volatility of 8.15%. This indicates that WELJ.DE experiences smaller price fluctuations and is considered to be less risky than SC0R.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.DESC0R.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.82%

8.15%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

12.50%

14.41%

-1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

20.26%

21.43%

-1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.18%

23.71%

-5.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

24.67%

-6.49%