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Invesco MSCI Japan UCITS ETF (SC0I.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00B60SX287

WKN

A0RGCR

Issuer

Invesco

Inception Date

Apr 2, 2009

Leveraged

1x

Index Tracked

MSCI Japan

Domicile

Ireland

Distribution Policy

Accumulating

Asset Class

Equity

Expense Ratio

SC0I.DE has an expense ratio of 0.19%, which is considered low compared to other funds.


Expense ratio chart for SC0I.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 Japan 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%SeptemberOctoberNovemberDecember2025February
7.74%
15.94%
SC0I.DE (Invesco MSCI Japan UCITS ETF)
Benchmark (^GSPC)

Returns By Period

Invesco MSCI Japan UCITS ETF had a return of 3.19% year-to-date (YTD) and 9.44% in the last 12 months. Over the past 10 years, Invesco MSCI Japan UCITS ETF had an annualized return of 12.53%, outperforming the S&P 500 benchmark which had an annualized return of 11.32%.


SC0I.DE

YTD

3.19%

1M

4.88%

6M

7.73%

1Y

9.44%

5Y*

7.38%

10Y*

12.53%

^GSPC (Benchmark)

YTD

3.97%

1M

4.66%

6M

10.32%

1Y

22.29%

5Y*

12.63%

10Y*

11.32%

*Annualized

Monthly Returns

The table below presents the monthly returns of SC0I.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.96%3.19%
20245.67%3.89%3.47%-4.06%-0.06%1.86%2.39%-0.70%-1.11%-3.04%5.50%-0.40%13.64%
20235.12%-1.72%2.32%-1.81%4.40%3.17%1.66%-1.59%0.80%-2.57%3.11%2.73%16.37%
2022-4.62%-0.97%-0.55%-3.80%-0.36%-5.62%8.90%-2.08%-6.12%0.56%5.41%-3.82%-13.25%
20212.25%0.42%3.47%-4.09%-0.32%2.47%-0.35%1.82%5.31%-2.70%-1.33%3.73%10.75%
20201.43%-6.78%-10.39%3.68%5.70%-0.10%-1.42%0.13%4.30%-1.05%8.54%1.94%4.58%
20198.57%0.95%0.58%1.38%-1.86%1.22%3.03%-1.00%5.78%1.19%3.16%-0.01%25.00%
20183.62%-2.57%-2.76%0.35%3.86%-2.15%0.34%0.40%3.54%-8.97%2.62%-9.13%-11.36%
2017-0.04%4.23%-1.00%-0.34%1.84%-3.88%-1.43%2.75%4.27%2.21%0.08%8.70%
2016-6.86%-8.43%6.74%-3.47%6.09%-0.89%2.44%2.97%3.51%-0.85%5.35%-0.04%5.33%
20159.53%7.78%5.14%-0.88%3.98%-4.18%-0.39%-5.06%-6.08%10.02%5.13%-3.59%21.40%
2014-3.15%-1.60%-3.31%-2.15%6.71%4.41%-0.68%2.79%3.66%-4.91%5.62%0.89%7.71%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SC0I.DE is 23, meaning it’s performing worse than 77% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SC0I.DE is 2323
Overall Rank
The Sharpe Ratio Rank of SC0I.DE is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of SC0I.DE is 1818
Sortino Ratio Rank
The Omega Ratio Rank of SC0I.DE is 2020
Omega Ratio Rank
The Calmar Ratio Rank of SC0I.DE is 3232
Calmar Ratio Rank
The Martin Ratio Rank of SC0I.DE is 2626
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 Japan UCITS ETF (SC0I.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 SC0I.DE, currently valued at 0.52, compared to the broader market0.002.004.000.521.69
The chart of Sortino ratio for SC0I.DE, currently valued at 0.81, compared to the broader market0.005.0010.000.812.29
The chart of Omega ratio for SC0I.DE, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.31
The chart of Calmar ratio for SC0I.DE, currently valued at 0.70, compared to the broader market0.005.0010.0015.0020.000.702.57
The chart of Martin ratio for SC0I.DE, currently valued at 2.35, compared to the broader market0.0020.0040.0060.0080.00100.002.3510.46
SC0I.DE
^GSPC

The current Invesco MSCI Japan UCITS ETF Sharpe ratio is 0.52. 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 Japan 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
0.52
1.96
SC0I.DE (Invesco MSCI Japan UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Invesco MSCI Japan 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.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.72%
-0.48%
SC0I.DE (Invesco MSCI Japan UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco MSCI Japan 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 Japan UCITS ETF was 27.25%, occurring on Mar 12, 2020. Recovery took 78 trading sessions.

The current Invesco MSCI Japan UCITS ETF drawdown is 0.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.25%Feb 17, 20208Mar 12, 202078Nov 17, 202086
-23.93%Apr 14, 201573Feb 12, 201643Dec 20, 2016116
-22.56%Jan 13, 2011129Aug 25, 2011353Mar 19, 2013482
-19.07%Sep 20, 2021226Oct 18, 2022315Jan 11, 2024541
-16.7%May 23, 201366Mar 24, 201438Nov 3, 2014104

Volatility

Volatility Chart

The current Invesco MSCI Japan UCITS ETF volatility is 3.01%, 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%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
3.01%
3.99%
SC0I.DE (Invesco MSCI Japan 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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