WELW.DE vs. SC05.DE
WELW.DE (Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc) and SC05.DE (Invesco European Retail Sector UCITS ETF) are both Consumer Staples Equities funds - WELW.DE tracks the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Staples while SC05.DE tracks the STOXX® Europe 600 Optimised Retail. Both are passively managed. Over the past 3 years, WELW.DE returned 2.36%/yr vs 9.90%/yr for SC05.DE. At a 0.23 correlation, their price movements are largely independent. WELW.DE charges 0.18%/yr vs 0.20%/yr for SC05.DE.
Performance
WELW.DE vs. SC05.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WELW.DE achieves a 9.04% return, which is significantly higher than SC05.DE's 1.46% return.
WELW.DE
- 1D
- 0.00%
- 1M
- 1.68%
- YTD
- 9.04%
- 6M
- 9.48%
- 1Y
- 8.95%
- 3Y*
- 2.36%
- 5Y*
- —
- 10Y*
- —
SC05.DE
- 1D
- -1.70%
- 1M
- 5.72%
- YTD
- 1.46%
- 6M
- 2.31%
- 1Y
- 8.77%
- 3Y*
- 9.90%
- 5Y*
- 0.13%
- 10Y*
- 6.11%
WELW.DE vs. SC05.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WELW.DE Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc | 9.04% | -7.11% | 9.48% | -1.99% | 0.02% |
SC05.DE Invesco European Retail Sector UCITS ETF | 1.46% | 8.95% | 8.15% | 35.71% | 10.61% |
Correlation
The correlation between WELW.DE and SC05.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2022 | 0.23 |
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Return for Risk
WELW.DE vs. SC05.DE — Risk / Return Rank
WELW.DE
SC05.DE
WELW.DE vs. SC05.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.DE) and Invesco European Retail Sector UCITS ETF (SC05.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WELW.DE | SC05.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.09 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.97 | 0.59 | +0.38 |
| Martin ratioReturn relative to average drawdown | 2.08 | 1.44 | +0.64 |
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Drawdowns
WELW.DE vs. SC05.DE - Drawdown Comparison
The maximum WELW.DE drawdown since its inception was -13.88%, smaller than the maximum SC05.DE drawdown of -51.51%. Use the drawdown chart below to compare losses from any high point for WELW.DE and SC05.DE.
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Drawdown Indicators
| WELW.DE | SC05.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.88% | -51.51% | +37.63% |
Max Drawdown (1Y)Largest decline over 1 year | -9.17% | -14.81% | +5.64% |
Max Drawdown (3Y)Largest decline over 3 years | -13.88% | -19.36% | +5.48% |
Max Drawdown (5Y)Largest decline over 5 years | — | -51.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -51.51% | — |
Current DrawdownCurrent decline from peak | -3.79% | -1.70% | -2.09% |
Average DrawdownAverage peak-to-trough decline | -5.43% | -11.53% | +6.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 6.06% | -1.78% |
Volatility
WELW.DE vs. SC05.DE - Volatility Comparison
The current volatility for Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.DE) is 4.45%, while Invesco European Retail Sector UCITS ETF (SC05.DE) has a volatility of 5.26%. This indicates that WELW.DE experiences smaller price fluctuations and is considered to be less risky than SC05.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WELW.DE | SC05.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 5.26% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 16.01% | -5.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.02% | 19.33% | -6.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.59% | 22.14% | -10.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.59% | 20.12% | -8.53% |
WELW.DE vs. SC05.DE - Expense Ratio Comparison
WELW.DE has a 0.18% expense ratio, which is lower than SC05.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%.
Dividends
WELW.DE vs. SC05.DE - Dividend Comparison
Neither WELW.DE nor SC05.DE has paid dividends to shareholders.
Frequently Asked Questions
WELW.DE and SC05.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WELW.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WELW.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for SC05.DE.
WELW.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Staples, while SC05.DE tracks STOXX® Europe 600 Optimised Retail. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.18% for WELW.DE and 0.20% for SC05.DE.
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