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Invesco MSCI Europe UCITS ETF (SC0E.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00B60SWY32

WKN

A0RGCM

Issuer

Invesco

Inception Date

Mar 23, 2009

Leveraged

1x

Index Tracked

MSCI Europe

Domicile

Ireland

Distribution Policy

Accumulating

Asset Class

Equity

Expense Ratio

SC0E.DE has an expense ratio of 0.19%, which is considered low compared to other funds.


Expense ratio chart for SC0E.DE: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Share Price Chart


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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 MSCI Europe 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.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
9.20%
18.24%
SC0E.DE (Invesco MSCI Europe UCITS ETF)
Benchmark (^GSPC)

Returns By Period

Invesco MSCI Europe UCITS ETF had a return of 8.58% year-to-date (YTD) and 16.35% in the last 12 months. Over the past 10 years, Invesco MSCI Europe UCITS ETF had an annualized return of 7.09%, while the S&P 500 had an annualized return of 11.21%, indicating that Invesco MSCI Europe UCITS ETF did not perform as well as the benchmark.


SC0E.DE

YTD

8.58%

1M

7.68%

6M

9.20%

1Y

16.35%

5Y*

7.87%

10Y*

7.09%

^GSPC (Benchmark)

YTD

2.90%

1M

3.70%

6M

10.94%

1Y

22.18%

5Y*

12.41%

10Y*

11.21%

*Annualized

Monthly Returns

The table below presents the monthly returns of SC0E.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20256.95%8.58%
20241.56%1.90%4.07%-1.10%3.56%-0.97%1.13%1.63%-0.40%-3.30%1.12%-0.99%8.25%
20236.48%1.49%0.07%2.51%-2.46%2.49%1.93%-2.47%-1.56%-3.66%6.56%3.73%15.48%
2022-3.45%-3.20%0.98%-0.52%-0.81%-7.66%7.68%-5.02%-6.39%6.31%6.98%-3.12%-9.29%
20210.59%0.63%6.54%2.26%2.31%1.71%2.29%1.61%-3.01%4.60%-2.56%5.97%24.97%
2020-1.85%-8.45%-14.47%6.37%2.80%3.22%-1.56%3.00%-1.42%-4.97%14.07%2.90%-3.28%
20196.80%3.98%2.29%3.76%-4.76%4.32%0.20%-1.18%3.53%0.96%2.62%2.70%27.71%
20181.46%-3.82%-1.86%4.41%0.14%-0.42%2.99%-2.27%0.58%-5.41%-0.83%-6.04%-11.02%
2017-0.44%2.89%3.48%1.71%1.71%-2.31%-0.69%-0.80%3.85%1.71%-1.89%0.96%10.40%
2016-6.86%-2.06%1.31%1.81%2.47%-4.41%3.76%0.44%0.28%0.14%0.05%5.73%2.03%
20158.00%6.30%1.81%0.17%1.11%-4.50%4.10%-8.60%-4.37%8.59%2.48%-4.68%9.12%
2014-1.10%3.60%0.02%1.11%3.38%-0.42%0.13%-3.69%4.94%-2.24%0.56%0.84%7.02%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SC0E.DE is 65, 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 SC0E.DE is 6565
Overall Rank
The Sharpe Ratio Rank of SC0E.DE is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SC0E.DE is 6363
Sortino Ratio Rank
The Omega Ratio Rank of SC0E.DE is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SC0E.DE is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SC0E.DE is 6565
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 MSCI Europe UCITS ETF (SC0E.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 SC0E.DE, currently valued at 1.53, compared to the broader market0.002.004.001.531.59
The chart of Sortino ratio for SC0E.DE, currently valued at 2.11, compared to the broader market0.005.0010.002.112.16
The chart of Omega ratio for SC0E.DE, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.29
The chart of Calmar ratio for SC0E.DE, currently valued at 2.27, compared to the broader market0.005.0010.0015.0020.002.272.40
The chart of Martin ratio for SC0E.DE, currently valued at 7.41, compared to the broader market0.0020.0040.0060.0080.00100.007.419.79
SC0E.DE
^GSPC

The current Invesco MSCI Europe UCITS ETF Sharpe ratio is 1.53. 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 MSCI Europe 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 Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.53
1.96
SC0E.DE (Invesco MSCI Europe UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Invesco MSCI Europe 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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.48%
SC0E.DE (Invesco MSCI Europe UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco MSCI Europe 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 MSCI Europe UCITS ETF was 35.65%, occurring on Mar 18, 2020. Recovery took 238 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.65%Feb 20, 202020Mar 18, 2020238Mar 26, 2021258
-26.08%Apr 16, 2015192Feb 11, 2016285May 5, 2017477
-23.67%Feb 28, 201174Oct 4, 2011179Dec 10, 2012253
-19.33%Jan 6, 2022184Sep 29, 2022158May 15, 2023342
-15.84%May 23, 2018126Dec 27, 201861Apr 16, 2019187

Volatility

Volatility Chart

The current Invesco MSCI Europe UCITS ETF volatility is 2.25%, 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
2.25%
3.99%
SC0E.DE (Invesco MSCI Europe UCITS ETF)
Benchmark (^GSPC)
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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.

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