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Invesco European Construction Sector UCITS ETF (SC01.DE) Sharpe Ratio: 0.33

ETF · Currency in EUR · Last updated Jun 5, 2026

SC01.DE is a passive ETF by Invesco tracking the investment results of the STOXX® Europe 600 Optimised Construction & Materials. SC01.DE launched on Jul 7, 2009 and has a 0.20% expense ratio.

SC01.DE's Sharpe Ratio of 0.33 indicates that for each unit of volatility, it generates 0.33 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

SC01.DE Sharpe Ratio Rank

SC01.DE Sharpe Ratio Rank: 14.214
Concerning

SC01.DE ranks above 14.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

SC01.DE Sharpe Ratio Market Positioning

The chart shows SC01.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.39
  • Green zone (top 25%): 2.39 or higher
  • Top 1%: 7.68+
  • Median: 1.69 — half of all investments score higher

How it compares to other similar ETFs

The table compares Invesco European Construction Sector UCITS ETF's Sharpe Ratio with other ETFs in the Industrials Equities category across multiple time periods, showing how SC01.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
JEDI.DEVanEck Space Innovators UCITS ETF4.59
LBRE.DELyxor STOXX Europe 600 Basic Resources UCITS ETF Acc3.15
SC0W.DEInvesco European Basic Resources Sector UCITS ETF3.13
EXV6.DEiShares STOXX Europe 600 Basic Resources UCITS ETF (DE)3.13
E6BR.DELyxor STOXX Europe 600 Basic Resources UCITS ETF Dist3.10
XU61.DEBNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR2.53
LCHM.DELyxor STOXX Europe 600 Chemicals UCITS ETF Acc1.91
WELV.DEAmundi S&P Global Materials ESG UCITS ETF EUR Dist1.86
WELI.DEAmundi S&P Global Materials ESG UCITS ETF EUR Acc1.78
XDWM.DEXtrackers MSCI World Materials UCITS ETF 1C1.70
SC01.DEInvesco European Construction Sector UCITS ETF0.33

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows SC01.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SC01.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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