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WELJ.DE vs. XDWC.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WELJ.DE and XDWC.DE is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

WELJ.DE vs. XDWC.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 Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C (XDWC.DE). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
16.09%
16.98%
WELJ.DE
XDWC.DE

Key characteristics

Sharpe Ratio

WELJ.DE:

1.50

XDWC.DE:

1.68

Sortino Ratio

WELJ.DE:

2.04

XDWC.DE:

2.21

Omega Ratio

WELJ.DE:

1.28

XDWC.DE:

1.32

Calmar Ratio

WELJ.DE:

2.05

XDWC.DE:

1.75

Martin Ratio

WELJ.DE:

6.68

XDWC.DE:

7.48

Ulcer Index

WELJ.DE:

3.63%

XDWC.DE:

3.42%

Daily Std Dev

WELJ.DE:

16.19%

XDWC.DE:

15.29%

Max Drawdown

WELJ.DE:

-13.05%

XDWC.DE:

-35.13%

Current Drawdown

WELJ.DE:

-4.67%

XDWC.DE:

-3.41%

Returns By Period

In the year-to-date period, WELJ.DE achieves a -0.56% return, which is significantly lower than XDWC.DE's 1.25% return.


WELJ.DE

YTD

-0.56%

1M

-1.91%

6M

24.50%

1Y

23.89%

5Y*

N/A

10Y*

N/A

XDWC.DE

YTD

1.25%

1M

-0.66%

6M

25.45%

1Y

25.38%

5Y*

12.64%

10Y*

N/A

*Annualized

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

WELJ.DE has a 0.18% expense ratio, which is lower than XDWC.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%.


XDWC.DE
Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C
Expense ratio chart for XDWC.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for WELJ.DE: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

WELJ.DE vs. XDWC.DE — Risk-Adjusted Performance Rank

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

WELJ.DE
The Risk-Adjusted Performance Rank of WELJ.DE is 6363
Overall Rank
The Sharpe Ratio Rank of WELJ.DE is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of WELJ.DE is 5959
Sortino Ratio Rank
The Omega Ratio Rank of WELJ.DE is 6565
Omega Ratio Rank
The Calmar Ratio Rank of WELJ.DE is 6565
Calmar Ratio Rank
The Martin Ratio Rank of WELJ.DE is 6161
Martin Ratio Rank

XDWC.DE
The Risk-Adjusted Performance Rank of XDWC.DE is 6767
Overall Rank
The Sharpe Ratio Rank of XDWC.DE is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of XDWC.DE is 6565
Sortino Ratio Rank
The Omega Ratio Rank of XDWC.DE is 7373
Omega Ratio Rank
The Calmar Ratio Rank of XDWC.DE is 6060
Calmar Ratio Rank
The Martin Ratio Rank of XDWC.DE is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WELJ.DE vs. XDWC.DE - Risk-Adjusted Performance 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 Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C (XDWC.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.


Sharpe ratio
The chart of Sharpe ratio for WELJ.DE, currently valued at 1.23, compared to the broader market0.002.004.001.231.39
The chart of Sortino ratio for WELJ.DE, currently valued at 1.73, compared to the broader market-2.000.002.004.006.008.0010.0012.001.731.89
The chart of Omega ratio for WELJ.DE, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.25
The chart of Calmar ratio for WELJ.DE, currently valued at 1.77, compared to the broader market0.005.0010.0015.001.771.88
The chart of Martin ratio for WELJ.DE, currently valued at 5.43, compared to the broader market0.0020.0040.0060.0080.00100.005.436.06
WELJ.DE
XDWC.DE

The current WELJ.DE Sharpe Ratio is 1.50, which is comparable to the XDWC.DE Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of WELJ.DE and XDWC.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.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.23
1.39
WELJ.DE
XDWC.DE

Dividends

WELJ.DE vs. XDWC.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

WELJ.DE vs. XDWC.DE - Drawdown Comparison

The maximum WELJ.DE drawdown since its inception was -13.05%, smaller than the maximum XDWC.DE drawdown of -35.13%. Use the drawdown chart below to compare losses from any high point for WELJ.DE and XDWC.DE. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.69%
-3.43%
WELJ.DE
XDWC.DE

Volatility

WELJ.DE vs. XDWC.DE - Volatility Comparison

Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Acc (WELJ.DE) has a higher volatility of 4.13% compared to Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C (XDWC.DE) at 3.93%. This indicates that WELJ.DE's price experiences larger fluctuations and is considered to be riskier than XDWC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
4.13%
3.93%
WELJ.DE
XDWC.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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