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

Performance

XLC vs. WELX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Communication Services Select Sector SPDR Fund (XLC) and Amundi S&P Global Communication Services ESG UCITS ETF EUR Acc (WELX.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XLC achieves a -8.97% return, which is significantly lower than WELX.DE's -4.46% return.


XLC

1D
-0.68%
1M
-7.49%
YTD
-8.97%
6M
-9.26%
1Y
2.52%
3Y*
19.82%
5Y*
6.82%
10Y*

WELX.DE

1D
0.00%
1M
-8.58%
YTD
-4.46%
6M
-4.01%
1Y
12.52%
3Y*
22.52%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLC vs. WELX.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XLC
Communication Services Select Sector SPDR Fund
-8.97%23.08%34.71%52.82%-8.07%
WELX.DE
Amundi S&P Global Communication Services ESG UCITS ETF EUR Acc
-4.46%31.05%27.33%51.26%-6.25%

Correlation

The correlation between XLC and WELX.DE is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

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

0.63

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2022

0.65

The correlation between XLC and WELX.DE has been stable across timeframes, ranging from 0.63 to 0.65 - a consistent structural relationship.

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Return for Risk

XLC vs. WELX.DE — Risk / Return Rank

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

XLC
XLC Risk / Return Rank: 1111
Overall Rank
XLC Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
XLC Sortino Ratio Rank: 1010
Sortino Ratio Rank
XLC Omega Ratio Rank: 1010
Omega Ratio Rank
XLC Calmar Ratio Rank: 1111
Calmar Ratio Rank
XLC Martin Ratio Rank: 1212
Martin Ratio Rank

WELX.DE
WELX.DE Risk / Return Rank: 2525
Overall Rank
WELX.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
WELX.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
WELX.DE Omega Ratio Rank: 2525
Omega Ratio Rank
WELX.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
WELX.DE Martin Ratio Rank: 2525
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.

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

This table presents a comparison of risk-adjusted performance metrics for Communication Services Select Sector SPDR Fund (XLC) and Amundi S&P Global Communication Services ESG UCITS ETF EUR Acc (WELX.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.


XLCWELX.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.04

1.13

-0.09

Calmar ratioReturn relative to maximum drawdown

0.23

0.80

-0.57

Martin ratioReturn relative to average drawdown

0.69

2.63

-1.94

XLC vs. WELX.DE - Sharpe Ratio Comparison

The current XLC Sharpe Ratio is 0.19, which is lower than the WELX.DE Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of XLC and WELX.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

XLC vs. WELX.DE - Drawdown Comparison

The maximum XLC drawdown since its inception was -46.65%, which is greater than WELX.DE's maximum drawdown of -21.23%. Use the drawdown chart below to compare losses from any high point for XLC and WELX.DE.


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Drawdown Indicators


XLCWELX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-46.65%

-21.23%

-25.42%

Max Drawdown (1Y)

Largest decline over 1 year

-10.76%

-15.54%

+4.78%

Max Drawdown (3Y)

Largest decline over 3 years

-17.97%

-21.23%

+3.26%

Max Drawdown (5Y)

Largest decline over 5 years

-46.65%

Current Drawdown

Current decline from peak

-10.76%

-8.61%

-2.15%

Average Drawdown

Average peak-to-trough decline

-10.57%

-3.44%

-7.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

4.75%

-1.11%

Volatility

XLC vs. WELX.DE - Volatility Comparison

The current volatility for Communication Services Select Sector SPDR Fund (XLC) is 4.68%, while Amundi S&P Global Communication Services ESG UCITS ETF EUR Acc (WELX.DE) has a volatility of 5.82%. This indicates that XLC experiences smaller price fluctuations and is considered to be less risky than WELX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLCWELX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

5.82%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.26%

12.44%

-2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

13.50%

17.06%

-3.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.73%

19.52%

+1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.17%

19.52%

+2.65%

XLC vs. WELX.DE - Expense Ratio Comparison

XLC has a 0.13% expense ratio, which is lower than WELX.DE's 0.18% 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

XLC vs. WELX.DE - Dividend Comparison

XLC's dividend yield for the trailing twelve months is around 1.34%, while WELX.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
WELX.DE
Amundi S&P Global Communication Services ESG UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLC
Communication Services Select Sector SPDR Fund
1.34%1.13%0.99%0.82%1.10%0.74%0.68%0.82%0.64%

Frequently Asked Questions


XLC and WELX.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLC is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLC is cheaper with a 0.13% expense ratio, compared with 0.18% for WELX.DE.

XLC tracks S&P Communication Services Select Sector Index, while WELX.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Communication Services. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.13% for XLC and 0.18% for WELX.DE.

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