PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Invesco European Household Sector UCITS ETF (SC04....
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00B5MTZ595

WKN

A0RPSC

Issuer

Invesco

Inception Date

Jul 3, 2009

Leveraged

1x

Index Tracked

STOXX® Europe 600 Optimised Personal & Household Goods

Domicile

Ireland

Distribution Policy

Accumulating

Asset Class

Equity

Expense Ratio

SC04.DE has an expense ratio of 0.20%, which is considered low compared to other funds.


Expense ratio chart for SC04.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Invesco European Household Sector UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
11.10%
15.77%
SC04.DE (Invesco European Household Sector UCITS ETF)
Benchmark (^GSPC)

Returns By Period

Invesco European Household Sector UCITS ETF had a return of 9.52% year-to-date (YTD) and 10.04% in the last 12 months. Over the past 10 years, Invesco European Household Sector UCITS ETF had an annualized return of 9.46%, while the S&P 500 had an annualized return of 11.26%, indicating that Invesco European Household Sector UCITS ETF did not perform as well as the benchmark.


SC04.DE

YTD

9.52%

1M

5.27%

6M

11.10%

1Y

10.04%

5Y*

8.09%

10Y*

9.46%

^GSPC (Benchmark)

YTD

3.96%

1M

1.97%

6M

9.03%

1Y

22.16%

5Y*

12.60%

10Y*

11.26%

*Annualized

Monthly Returns

The table below presents the monthly returns of SC04.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20259.34%9.52%
20242.50%3.44%0.16%-1.52%2.26%-1.54%0.43%2.23%1.67%-6.92%0.88%3.74%7.08%
20239.14%0.51%4.12%3.77%-6.45%3.45%0.81%-4.45%-5.35%-3.47%5.15%2.19%8.48%
2022-4.79%-4.03%-4.36%-1.90%-3.55%2.20%8.87%-4.86%-7.14%2.80%11.29%-4.25%-10.95%
2021-3.01%2.15%6.23%2.70%5.69%1.12%0.29%-2.93%0.11%1.58%1.69%4.02%20.99%
20206.76%-4.39%-17.36%8.51%3.04%2.73%-2.06%2.43%3.53%-4.46%10.95%2.11%8.91%
20196.34%4.74%6.86%1.51%-2.86%1.19%4.49%-1.91%0.62%0.06%2.02%25.00%
2018-0.35%-5.86%1.11%3.19%1.31%-0.94%3.23%-0.38%-2.65%-5.33%-3.92%-5.31%-15.29%
20171.43%6.49%4.53%2.55%1.78%-4.18%0.95%-2.91%0.36%3.47%-3.89%1.46%12.07%
2016-4.27%2.20%1.18%1.75%2.55%-1.85%0.60%-0.35%0.36%-3.75%-0.97%3.94%1.05%
201510.22%6.66%0.27%0.57%2.67%-4.17%8.42%-10.04%2.34%9.02%-0.26%-3.93%21.61%
2014-5.40%7.64%-1.75%2.46%4.07%-0.83%-1.32%-0.68%0.18%-0.86%6.84%0.83%10.94%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SC04.DE is 31, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SC04.DE is 3131
Overall Rank
The Sharpe Ratio Rank of SC04.DE is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of SC04.DE is 2929
Sortino Ratio Rank
The Omega Ratio Rank of SC04.DE is 2828
Omega Ratio Rank
The Calmar Ratio Rank of SC04.DE is 4343
Calmar Ratio Rank
The Martin Ratio Rank of SC04.DE is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco European Household Sector UCITS ETF (SC04.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SC04.DE, currently valued at 0.84, compared to the broader market0.002.004.000.841.83
The chart of Sortino ratio for SC04.DE, currently valued at 1.31, compared to the broader market-2.000.002.004.006.008.0010.0012.001.312.47
The chart of Omega ratio for SC04.DE, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.33
The chart of Calmar ratio for SC04.DE, currently valued at 1.14, compared to the broader market0.005.0010.0015.001.142.76
The chart of Martin ratio for SC04.DE, currently valued at 2.75, compared to the broader market0.0020.0040.0060.0080.00100.002.7511.27
SC04.DE
^GSPC

The current Invesco European Household Sector UCITS ETF Sharpe ratio is 0.84. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco European Household Sector UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.84
1.96
SC04.DE (Invesco European Household Sector UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Invesco European Household Sector UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.39%
-0.48%
SC04.DE (Invesco European Household Sector UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco European Household Sector UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco European Household Sector UCITS ETF was 29.26%, occurring on Mar 16, 2020. Recovery took 140 trading sessions.

The current Invesco European Household Sector UCITS ETF drawdown is 0.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.26%Jan 22, 20209Mar 16, 2020140Nov 11, 2020149
-22.04%Jan 6, 202269May 9, 2022222Apr 13, 2023291
-21.62%Jun 6, 2017212Dec 27, 2018104Dec 4, 2019316
-16.69%Aug 10, 20156Aug 24, 2015271Feb 17, 2017277
-16.45%May 9, 2023124Oct 27, 2023234Sep 27, 2024358

Volatility

Volatility Chart

The current Invesco European Household Sector UCITS ETF volatility is 5.10%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
5.10%
3.99%
SC04.DE (Invesco European Household Sector UCITS ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab