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WSO vs. AW1C.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WSO vs. AW1C.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Watsco, Inc. (WSO) and UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WSO is traded in USD, while AW1C.DE is traded in EUR. To make them comparable, the AW1C.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WSO achieves a 19.76% return, which is significantly lower than AW1C.DE's 21.95% return.


WSO

1D
-0.97%
1M
5.86%
YTD
19.76%
6M
16.20%
1Y
-2.92%
3Y*
5.56%
5Y*
10.26%
10Y*
14.88%

AW1C.DE

1D
0.00%
1M
6.81%
YTD
21.95%
6M
22.53%
1Y
44.53%
3Y*
24.69%
5Y*
15.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WSO vs. AW1C.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WSO
Watsco, Inc.
19.76%-27.02%13.22%77.00%-17.74%32.59%
AW1C.DE
UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc
21.95%20.73%17.75%28.88%-19.21%4.27%

Correlation

The correlation between WSO and AW1C.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2021

0.35

The correlation between WSO and AW1C.DE shifts across timeframes, from 0.23 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WSO vs. AW1C.DE — Risk / Return Rank

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

WSO
WSO Risk / Return Rank: 3737
Overall Rank
WSO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
WSO Sortino Ratio Rank: 3333
Sortino Ratio Rank
WSO Omega Ratio Rank: 3333
Omega Ratio Rank
WSO Calmar Ratio Rank: 3939
Calmar Ratio Rank
WSO Martin Ratio Rank: 3939
Martin Ratio Rank

AW1C.DE
AW1C.DE Risk / Return Rank: 5858
Overall Rank
AW1C.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
AW1C.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
AW1C.DE Omega Ratio Rank: 8989
Omega Ratio Rank
AW1C.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
AW1C.DE Martin Ratio Rank: 3535
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.

WSO vs. AW1C.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Watsco, Inc. (WSO) and UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.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.


WSOAW1C.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.83

Sortino ratioReturn per unit of downside risk

-2.50

Omega ratioGain probability vs. loss probability

1.01

1.51

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.09

2.50

-2.59

Martin ratioReturn relative to average drawdown

-0.15

5.17

-5.31

WSO vs. AW1C.DE - Sharpe Ratio Comparison

The current WSO Sharpe Ratio is -0.09, which is lower than the AW1C.DE Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of WSO and AW1C.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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Drawdowns

WSO vs. AW1C.DE - Drawdown Comparison

The maximum WSO drawdown since its inception was -64.30%, which is greater than AW1C.DE's maximum drawdown of -26.80%. Use the drawdown chart below to compare losses from any high point for WSO and AW1C.DE.


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Drawdown Indicators


WSOAW1C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-64.30%

-26.80%

-37.50%

Max Drawdown (1Y)

Largest decline over 1 year

-33.42%

-17.81%

-15.61%

Max Drawdown (3Y)

Largest decline over 3 years

-41.62%

-18.60%

-23.02%

Max Drawdown (5Y)

Largest decline over 5 years

-41.62%

-26.80%

-14.82%

Max Drawdown (10Y)

Largest decline over 10 years

-41.62%

Current Drawdown

Current decline from peak

-27.18%

0.00%

-27.18%

Average Drawdown

Average peak-to-trough decline

-18.06%

-7.39%

-10.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.97%

8.62%

+11.35%

Volatility

WSO vs. AW1C.DE - Volatility Comparison

Watsco, Inc. (WSO) has a higher volatility of 9.43% compared to UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.DE) at 4.94%. This indicates that WSO's price experiences larger fluctuations and is considered to be riskier than AW1C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WSOAW1C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.43%

4.94%

+4.49%

Volatility (6M)

Calculated over the trailing 6-month period

22.72%

10.71%

+12.01%

Volatility (1Y)

Calculated over the trailing 1-year period

31.84%

25.67%

+6.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.26%

19.10%

+11.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.88%

20.14%

+7.74%

Dividends

WSO vs. AW1C.DE - Dividend Comparison

WSO's dividend yield for the trailing twelve months is around 3.10%, while AW1C.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AW1C.DE
UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WSO
Watsco, Inc.
3.10%3.47%2.23%2.29%3.43%2.44%3.06%3.55%4.02%2.71%2.43%2.39%

Frequently Asked Questions


WSO and AW1C.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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