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Invesco MSCI USA UCITS ETF (SC0H.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00B60SX170
WKNA0RGCQ
IssuerInvesco
Inception DateMar 31, 2009
CategoryLarge Cap Blend Equities
Leveraged1x
Index TrackedMSCI USA
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

SC0H.DE has an expense ratio of 0.05%, which is considered low compared to other funds.


Expense ratio chart for SC0H.DE: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

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.


Popular comparisons: SC0H.DE vs. ZPRU.DE, SC0H.DE vs. XZMU.DE, SC0H.DE vs. CPXJ.AS, SC0H.DE vs. SPF9.DE, SC0H.DE vs. XD9U.DE, SC0H.DE vs. CU2U.L, SC0H.DE vs. SXR4.DE, SC0H.DE vs. VTI, SC0H.DE vs. IVV, SC0H.DE vs. ZPRV.DE

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Invesco MSCI USA 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%JuneJulyAugustSeptemberOctoberNovember
16.29%
15.35%
SC0H.DE (Invesco MSCI USA UCITS ETF)
Benchmark (^GSPC)

Returns By Period

Invesco MSCI USA UCITS ETF had a return of 30.42% year-to-date (YTD) and 38.75% in the last 12 months. Over the past 10 years, Invesco MSCI USA UCITS ETF had an annualized return of 16.10%, outperforming the S&P 500 benchmark which had an annualized return of 11.41%.


PeriodReturnBenchmark
Year-To-Date30.42%25.70%
1 month6.20%3.51%
6 months16.29%14.80%
1 year38.75%37.91%
5 years (annualized)16.40%14.18%
10 years (annualized)16.10%11.41%

Monthly Returns

The table below presents the monthly returns of SC0H.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.93%4.45%3.61%-2.12%0.95%6.97%-0.37%-0.88%1.82%2.87%30.42%
20234.33%1.05%0.16%-0.06%4.22%4.36%2.51%0.27%-1.97%-3.42%6.21%4.19%23.60%
2022-6.38%-1.77%5.90%-3.26%-4.37%-5.95%11.30%-1.03%-5.49%4.77%-2.15%-6.58%-15.52%
20211.07%3.38%6.42%2.56%-1.40%6.22%2.35%3.60%-2.24%6.01%2.13%3.66%38.96%
20201.33%-9.05%-9.65%11.40%2.38%1.34%0.72%7.19%-1.55%-2.35%8.29%1.47%9.76%
20198.99%4.36%2.86%4.70%-5.62%3.98%5.28%-1.76%2.80%-0.43%5.48%1.46%36.17%
20181.27%-1.07%-4.52%3.66%5.38%1.03%2.48%4.00%0.65%-4.42%0.85%-10.15%-1.91%
2017-2.68%6.35%-0.58%-1.07%-1.99%-0.67%-1.24%-0.80%2.61%3.86%0.49%1.45%5.47%
2016-7.17%1.80%0.79%-0.83%5.21%-0.17%3.85%0.08%-0.49%0.73%7.55%3.53%15.08%
20154.07%6.26%2.53%-2.47%2.49%-3.07%2.70%-6.61%-3.77%10.47%4.27%-3.37%12.85%
20142.36%2.58%0.24%-0.21%2.40%3.83%1.30%0.56%7.86%-1.13%7.14%2.93%33.78%
20133.61%5.43%4.55%-0.17%5.55%-2.71%2.59%-2.33%0.86%3.25%3.46%-2.43%23.34%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SC0H.DE is 88, placing it in the top 12% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SC0H.DE is 8888
Combined Rank
The Sharpe Ratio Rank of SC0H.DE is 8989Sharpe Ratio Rank
The Sortino Ratio Rank of SC0H.DE is 8787Sortino Ratio Rank
The Omega Ratio Rank of SC0H.DE is 9292Omega Ratio Rank
The Calmar Ratio Rank of SC0H.DE is 8888Calmar Ratio Rank
The Martin Ratio Rank of SC0H.DE is 8686Martin 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 USA UCITS ETF (SC0H.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SC0H.DE
Sharpe ratio
The chart of Sharpe ratio for SC0H.DE, currently valued at 3.06, compared to the broader market-2.000.002.004.003.06
Sortino ratio
The chart of Sortino ratio for SC0H.DE, currently valued at 4.15, compared to the broader market-2.000.002.004.006.008.0010.0012.004.15
Omega ratio
The chart of Omega ratio for SC0H.DE, currently valued at 1.63, compared to the broader market1.001.502.002.503.001.63
Calmar ratio
The chart of Calmar ratio for SC0H.DE, currently valued at 4.38, compared to the broader market0.005.0010.0015.004.38
Martin ratio
The chart of Martin ratio for SC0H.DE, currently valued at 19.73, compared to the broader market0.0020.0040.0060.0080.00100.0019.73
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market-2.000.002.004.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market-2.000.002.004.006.008.0010.0012.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market1.001.502.002.503.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.00100.0019.39

Sharpe Ratio

The current Invesco MSCI USA UCITS ETF Sharpe ratio is 3.06. 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 USA 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.06
2.85
SC0H.DE (Invesco MSCI USA UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Invesco MSCI USA 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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
SC0H.DE (Invesco MSCI USA UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco MSCI USA 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 USA UCITS ETF was 34.20%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.2%Feb 20, 202023Mar 23, 2020172Nov 24, 2020195
-19.91%Feb 17, 201187Aug 22, 201173Jan 2, 2012160
-18.04%Jan 5, 2022115Jun 16, 2022314Sep 5, 2023429
-17.96%Dec 3, 201539Feb 9, 201698Jul 20, 2016137
-15.71%Jul 24, 20159Aug 24, 201540Nov 20, 201549

Volatility

Volatility Chart

The current Invesco MSCI USA UCITS ETF volatility is 5.02%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
5.02%
5.50%
SC0H.DE (Invesco MSCI USA UCITS ETF)
Benchmark (^GSPC)