36BB.DE vs. SC05.DE
36BB.DE (iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist) and SC05.DE (Invesco European Retail Sector UCITS ETF) are both Consumer Staples Equities funds - 36BB.DE tracks the MSCI World Consumer Discretionary while SC05.DE tracks the STOXX® Europe 600 Optimised Retail. Both are passively managed. Over the past 5 years, 36BB.DE returned 4.56%/yr vs -0.57%/yr for SC05.DE. A 0.62 correlation means they provide meaningful diversification when combined. 36BB.DE charges 0.18%/yr vs 0.20%/yr for SC05.DE.
Performance
36BB.DE vs. SC05.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 36BB.DE achieves a -2.32% return, which is significantly higher than SC05.DE's -2.73% return.
36BB.DE
- 1D
- 0.28%
- 1M
- -0.46%
- YTD
- -2.32%
- 6M
- -2.30%
- 1Y
- 4.17%
- 3Y*
- 7.40%
- 5Y*
- 4.56%
- 10Y*
- —
SC05.DE
- 1D
- 1.07%
- 1M
- 4.86%
- YTD
- -2.73%
- 6M
- -0.97%
- 1Y
- -0.12%
- 3Y*
- 9.76%
- 5Y*
- -0.57%
- 10Y*
- 4.56%
36BB.DE vs. SC05.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
36BB.DE iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist | -2.32% | -5.30% | 22.34% | 32.38% | -29.45% | 27.78% | 25.24% | 4.44% |
SC05.DE Invesco European Retail Sector UCITS ETF | -2.73% | 8.95% | 8.15% | 35.71% | -33.09% | 12.03% | 11.17% | 9.67% |
Correlation
The correlation between 36BB.DE and SC05.DE is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2019 | 0.62 |
The correlation between 36BB.DE and SC05.DE has been stable across timeframes, ranging from 0.54 to 0.62 - a consistent structural relationship.
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Return for Risk
36BB.DE vs. SC05.DE — Risk / Return Rank
36BB.DE
SC05.DE
36BB.DE vs. SC05.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist (36BB.DE) and Invesco European Retail Sector UCITS ETF (SC05.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.
| 36BB.DE | SC05.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.01 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.28 | -0.05 | +0.33 |
| Martin ratioReturn relative to average drawdown | 0.77 | -0.11 | +0.88 |
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
| 36BB.DE | SC05.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | -0.04 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | -0.03 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.22 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.30 | +0.12 |
Drawdowns
36BB.DE vs. SC05.DE - Drawdown Comparison
The maximum 36BB.DE drawdown since its inception was -35.03%, smaller than the maximum SC05.DE drawdown of -51.51%. Use the drawdown chart below to compare losses from any high point for 36BB.DE and SC05.DE.
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Drawdown Indicators
| 36BB.DE | SC05.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.03% | -51.51% | +16.48% |
Max Drawdown (1Y)Largest decline over 1 year | -15.07% | -14.81% | -0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -27.35% | -19.36% | -7.99% |
Max Drawdown (5Y)Largest decline over 5 years | -32.92% | -51.51% | +18.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -51.51% | — |
Current DrawdownCurrent decline from peak | -11.48% | -5.67% | -5.81% |
Average DrawdownAverage peak-to-trough decline | -10.96% | -11.73% | +0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.59% | 6.41% | -0.82% |
Volatility
36BB.DE vs. SC05.DE - Volatility Comparison
The current volatility for iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist (36BB.DE) is 4.81%, while Invesco European Retail Sector UCITS ETF (SC05.DE) has a volatility of 6.40%. This indicates that 36BB.DE experiences smaller price fluctuations and is considered to be less risky than SC05.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 36BB.DE | SC05.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 6.40% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 12.73% | 15.78% | -3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.71% | 19.04% | -2.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.44% | 22.11% | -2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.85% | 20.24% | +0.61% |
36BB.DE vs. SC05.DE - Expense Ratio Comparison
36BB.DE has a 0.18% expense ratio, which is lower than SC05.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
36BB.DE vs. SC05.DE - Dividend Comparison
36BB.DE's dividend yield for the trailing twelve months is around 0.91%, while SC05.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36BB.DE iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist | 0.91% | 0.89% | 1.01% | 0.99% | 1.43% | 0.77% | 1.30% | 0.28% |
SC05.DE Invesco European Retail Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
36BB.DE and SC05.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 36BB.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
36BB.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for SC05.DE.
36BB.DE tracks MSCI World Consumer Discretionary, while SC05.DE tracks STOXX® Europe 600 Optimised Retail. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.18% for 36BB.DE and 0.20% for SC05.DE.
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