2B7A.DE vs. SC0Z.DE
2B7A.DE (iShares S&P 500 Utilities Sector UCITS ETF USD Acc) and SC0Z.DE (Invesco European Utilities Sector UCITS ETF) are both Utilities Equities funds - 2B7A.DE tracks the S&P 500 Capped 35/20 Utilities while SC0Z.DE tracks the STOXX® Europe 600 Optimised Utilities. Both are passively managed. Over the past 5 years, 2B7A.DE returned 9.44%/yr vs 11.09%/yr for SC0Z.DE. At a 0.43 correlation, their price movements are largely independent. 2B7A.DE charges 0.15%/yr vs 0.20%/yr for SC0Z.DE.
Performance
2B7A.DE vs. SC0Z.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 2B7A.DE achieves a 3.01% return, which is significantly lower than SC0Z.DE's 12.95% return.
2B7A.DE
- 1D
- -2.24%
- 1M
- -4.22%
- YTD
- 3.01%
- 6M
- 1.01%
- 1Y
- 8.20%
- 3Y*
- 9.59%
- 5Y*
- 9.44%
- 10Y*
- —
SC0Z.DE
- 1D
- -0.22%
- 1M
- -3.52%
- YTD
- 12.95%
- 6M
- 14.97%
- 1Y
- 26.53%
- 3Y*
- 15.95%
- 5Y*
- 11.09%
- 10Y*
- 9.78%
2B7A.DE vs. SC0Z.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
2B7A.DE iShares S&P 500 Utilities Sector UCITS ETF USD Acc | 3.01% | 2.79% | 29.83% | -11.29% | 8.44% | 28.42% | -10.08% | 27.08% | 8.53% | -7.26% |
SC0Z.DE Invesco European Utilities Sector UCITS ETF | 12.95% | 32.73% | 0.20% | 13.45% | -9.07% | 8.96% | 9.52% | 29.64% | 0.81% | 1.96% |
Correlation
The correlation between 2B7A.DE and SC0Z.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Apr 6, 2017 | 0.43 |
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Return for Risk
2B7A.DE vs. SC0Z.DE — Risk / Return Rank
2B7A.DE
SC0Z.DE
2B7A.DE vs. SC0Z.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Utilities Sector UCITS ETF USD Acc (2B7A.DE) and Invesco European Utilities Sector UCITS ETF (SC0Z.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| 2B7A.DE | SC0Z.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.32 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 3.49 | -2.77 |
| Martin ratioReturn relative to average drawdown | 1.49 | 9.42 | -7.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 2B7A.DE | SC0Z.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 1.75 | -1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.68 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.38 | +0.05 |
Drawdowns
2B7A.DE vs. SC0Z.DE - Drawdown Comparison
The maximum 2B7A.DE drawdown since its inception was -35.70%, which is greater than SC0Z.DE's maximum drawdown of -33.41%. Use the drawdown chart below to compare losses from any high point for 2B7A.DE and SC0Z.DE.
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Drawdown Indicators
| 2B7A.DE | SC0Z.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.70% | -33.41% | -2.29% |
Max Drawdown (1Y)Largest decline over 1 year | -9.22% | -7.46% | -1.76% |
Max Drawdown (3Y)Largest decline over 3 years | -16.84% | -13.65% | -3.19% |
Max Drawdown (5Y)Largest decline over 5 years | -29.81% | -23.25% | -6.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.41% | — |
Current DrawdownCurrent decline from peak | -8.77% | -5.34% | -3.43% |
Average DrawdownAverage peak-to-trough decline | -10.03% | -8.27% | -1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 2.77% | +1.71% |
Volatility
2B7A.DE vs. SC0Z.DE - Volatility Comparison
The current volatility for iShares S&P 500 Utilities Sector UCITS ETF USD Acc (2B7A.DE) is 5.01%, while Invesco European Utilities Sector UCITS ETF (SC0Z.DE) has a volatility of 5.96%. This indicates that 2B7A.DE experiences smaller price fluctuations and is considered to be less risky than SC0Z.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 2B7A.DE | SC0Z.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 5.96% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 12.01% | 12.97% | -0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.74% | 14.87% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.01% | 16.23% | +0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 17.13% | +2.52% |
2B7A.DE vs. SC0Z.DE - Expense Ratio Comparison
2B7A.DE has a 0.15% expense ratio, which is lower than SC0Z.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
2B7A.DE vs. SC0Z.DE - Dividend Comparison
Neither 2B7A.DE nor SC0Z.DE has paid dividends to shareholders.
Frequently Asked Questions
2B7A.DE and SC0Z.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 2B7A.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
2B7A.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for SC0Z.DE.
2B7A.DE tracks S&P 500 Capped 35/20 Utilities, while SC0Z.DE tracks STOXX® Europe 600 Optimised Utilities. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.15% for 2B7A.DE and 0.20% for SC0Z.DE.
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