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

Performance

WELJ.DE vs. XUCD.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 USA Consumer Discretionary UCITS ETF 1D (XUCD.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 lower than XUCD.DE's 0.22% return.


WELJ.DE

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

XUCD.DE

1D
0.28%
1M
-0.63%
YTD
0.22%
6M
0.35%
1Y
10.06%
3Y*
14.31%
5Y*
8.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELJ.DE vs. XUCD.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%
XUCD.DE
Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D
0.22%-5.02%38.90%39.32%-17.27%

Correlation

The correlation between WELJ.DE and XUCD.DE is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.94

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

0.94

The correlation between WELJ.DE and XUCD.DE has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

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Return for Risk

WELJ.DE vs. XUCD.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

XUCD.DE
XUCD.DE Risk / Return Rank: 1818
Overall Rank
XUCD.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XUCD.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
XUCD.DE Omega Ratio Rank: 1818
Omega Ratio Rank
XUCD.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
XUCD.DE Martin Ratio Rank: 1919
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. XUCD.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 Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D (XUCD.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.DEXUCD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.08

1.11

-0.03

Calmar ratioReturn relative to maximum drawdown

0.44

0.73

-0.29

Martin ratioReturn relative to average drawdown

1.20

2.00

-0.80

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

The current WELJ.DE Sharpe Ratio is 0.38, which is lower than the XUCD.DE Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of WELJ.DE and XUCD.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.DEXUCD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.57

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.67

-0.08

Drawdowns

WELJ.DE vs. XUCD.DE - Drawdown Comparison

The maximum WELJ.DE drawdown since its inception was -28.28%, smaller than the maximum XUCD.DE drawdown of -38.43%. Use the drawdown chart below to compare losses from any high point for WELJ.DE and XUCD.DE.


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Drawdown Indicators


WELJ.DEXUCD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.28%

-38.43%

+10.15%

Max Drawdown (1Y)

Largest decline over 1 year

-14.62%

-13.88%

-0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-28.28%

-30.82%

+2.54%

Max Drawdown (5Y)

Largest decline over 5 years

-38.43%

Current Drawdown

Current decline from peak

-10.41%

-9.43%

-0.98%

Average Drawdown

Average peak-to-trough decline

-6.81%

-10.09%

+3.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

5.09%

+0.27%

Volatility

WELJ.DE vs. XUCD.DE - Volatility Comparison

Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Acc (WELJ.DE) and Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D (XUCD.DE) have volatilities of 5.07% and 5.29%, 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


WELJ.DEXUCD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

5.29%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

12.51%

13.18%

-0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

16.84%

17.94%

-1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.18%

22.03%

-3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

21.90%

-3.72%

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

WELJ.DE has a 0.18% expense ratio, which is higher than XUCD.DE's 0.12% expense ratio. However, 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. XUCD.DE - Dividend Comparison

WELJ.DE has not paid dividends to shareholders, while XUCD.DE's dividend yield for the trailing twelve months is around 0.45%.


PositionTTM20252024202320222021202020192018
WELJ.DE
Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUCD.DE
Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D
0.45%0.46%0.40%0.90%0.91%0.35%0.59%0.81%0.58%

Frequently Asked Questions


With a correlation of 0.95, WELJ.DE and XUCD.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XUCD.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUCD.DE is cheaper with a 0.12% expense ratio, compared with 0.18% for WELJ.DE.

WELJ.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Discretionary, while XUCD.DE tracks MSCI USA Consumer Discretionary 20/35 Custom. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.18% for WELJ.DE and 0.12% for XUCD.DE.

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