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WELX.DE vs. SC06.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WELX.DE vs. SC06.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Global Communication Services ESG UCITS ETF EUR Acc (WELX.DE) and Invesco European Media Sector UCITS ETF (SC06.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, WELX.DE achieves a 2.94% return, which is significantly higher than SC06.DE's -5.54% return.


WELX.DE

1D
0.98%
1M
-0.36%
YTD
2.94%
6M
0.12%
1Y
19.74%
3Y*
21.53%
5Y*
10Y*

SC06.DE

1D
1.32%
1M
2.04%
YTD
-5.54%
6M
-4.42%
1Y
-17.09%
3Y*
4.36%
5Y*
4.82%
10Y*
4.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELX.DE vs. SC06.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
WELX.DE
Amundi S&P Global Communication Services ESG UCITS ETF EUR Acc
2.94%16.08%35.06%46.63%-6.87%
SC06.DE
Invesco European Media Sector UCITS ETF
-5.54%-12.40%17.82%25.27%8.81%

Correlation

The correlation between WELX.DE and SC06.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.38

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

0.35

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Return for Risk

WELX.DE vs. SC06.DE — Risk / Return Rank

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

WELX.DE
WELX.DE Risk / Return Rank: 3434
Overall Rank
WELX.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
WELX.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
WELX.DE Omega Ratio Rank: 3535
Omega Ratio Rank
WELX.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
WELX.DE Martin Ratio Rank: 3131
Martin Ratio Rank

SC06.DE
SC06.DE Risk / Return Rank: 33
Overall Rank
SC06.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SC06.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
SC06.DE Omega Ratio Rank: 33
Omega Ratio Rank
SC06.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
SC06.DE Martin Ratio Rank: 44
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.

WELX.DE vs. SC06.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Communication Services ESG UCITS ETF EUR Acc (WELX.DE) and Invesco European Media Sector UCITS ETF (SC06.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.


WELX.DESC06.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.22

Sortino ratioReturn per unit of downside risk

+3.05

Omega ratioGain probability vs. loss probability

1.23

0.86

+0.37

Calmar ratioReturn relative to maximum drawdown

1.42

-0.55

+1.96

Martin ratioReturn relative to average drawdown

4.34

-1.04

+5.38

WELX.DE vs. SC06.DE - Sharpe Ratio Comparison

The current WELX.DE Sharpe Ratio is 1.33, which is higher than the SC06.DE Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of WELX.DE and SC06.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


WELX.DESC06.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

-0.89

+2.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

0.75

+0.55

Drawdowns

WELX.DE vs. SC06.DE - Drawdown Comparison

The maximum WELX.DE drawdown since its inception was -25.19%, smaller than the maximum SC06.DE drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for WELX.DE and SC06.DE.


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Drawdown Indicators


WELX.DESC06.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.19%

-38.98%

+13.79%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-30.58%

+15.70%

Max Drawdown (3Y)

Largest decline over 3 years

-25.19%

-36.62%

+11.43%

Max Drawdown (5Y)

Largest decline over 5 years

-36.62%

Max Drawdown (10Y)

Largest decline over 10 years

-38.98%

Current Drawdown

Current decline from peak

-2.38%

-24.67%

+22.29%

Average Drawdown

Average peak-to-trough decline

-4.32%

-9.06%

+4.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.86%

16.14%

-11.28%

Volatility

WELX.DE vs. SC06.DE - Volatility Comparison

The current volatility for Amundi S&P Global Communication Services ESG UCITS ETF EUR Acc (WELX.DE) is 4.16%, while Invesco European Media Sector UCITS ETF (SC06.DE) has a volatility of 5.69%. This indicates that WELX.DE experiences smaller price fluctuations and is considered to be less risky than SC06.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WELX.DESC06.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

5.69%

-1.53%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

15.63%

-4.78%

Volatility (1Y)

Calculated over the trailing 1-year period

15.84%

18.88%

-3.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.43%

20.79%

-2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.43%

26.41%

-7.98%

WELX.DE vs. SC06.DE - Expense Ratio Comparison

WELX.DE has a 0.18% expense ratio, which is lower than SC06.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

WELX.DE vs. SC06.DE - Dividend Comparison

Neither WELX.DE nor SC06.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WELX.DE and SC06.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

WELX.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for SC06.DE.

WELX.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Communication Services, while SC06.DE tracks STOXX® Europe 600 Optimised Media. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.18% for WELX.DE and 0.20% for SC06.DE.

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