36BB.DE vs. SC0R.DE
36BB.DE (iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist) and SC0R.DE (Invesco European Travel Sector UCITS ETF) are both Consumer Staples Equities funds - 36BB.DE tracks the MSCI World Consumer Discretionary while SC0R.DE tracks the STOXX® Europe 600 Optimised Travel & Leisure. Both are passively managed. Over the past 5 years, 36BB.DE returned 4.56%/yr vs 2.45%/yr for SC0R.DE. A 0.63 correlation means they provide meaningful diversification when combined. 36BB.DE charges 0.18%/yr vs 0.20%/yr for SC0R.DE.
Performance
36BB.DE vs. SC0R.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 lower than SC0R.DE's 0.24% 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*
- —
SC0R.DE
- 1D
- 0.49%
- 1M
- 6.07%
- YTD
- 0.24%
- 6M
- 5.16%
- 1Y
- 9.25%
- 3Y*
- 6.07%
- 5Y*
- 2.45%
- 10Y*
- 3.85%
36BB.DE vs. SC0R.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% |
SC0R.DE Invesco European Travel Sector UCITS ETF | 0.24% | 6.02% | 14.47% | 24.44% | -14.51% | 6.20% | -13.70% | 9.99% |
Correlation
The correlation between 36BB.DE and SC0R.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2019 | 0.63 |
The correlation between 36BB.DE and SC0R.DE shifts across timeframes, from 0.52 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
36BB.DE vs. SC0R.DE — Risk / Return Rank
36BB.DE
SC0R.DE
36BB.DE vs. SC0R.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 Travel Sector UCITS ETF (SC0R.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 | SC0R.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.09 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.28 | 0.61 | -0.32 |
| Martin ratioReturn relative to average drawdown | 0.77 | 1.44 | -0.67 |
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 | SC0R.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 0.39 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.10 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.15 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.39 | +0.04 |
Drawdowns
36BB.DE vs. SC0R.DE - Drawdown Comparison
The maximum 36BB.DE drawdown since its inception was -35.03%, smaller than the maximum SC0R.DE drawdown of -55.64%. Use the drawdown chart below to compare losses from any high point for 36BB.DE and SC0R.DE.
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Drawdown Indicators
| 36BB.DE | SC0R.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.03% | -55.64% | +20.61% |
Max Drawdown (1Y)Largest decline over 1 year | -15.07% | -14.20% | -0.87% |
Max Drawdown (3Y)Largest decline over 3 years | -27.35% | -24.76% | -2.59% |
Max Drawdown (5Y)Largest decline over 5 years | -32.92% | -38.34% | +5.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -55.64% | — |
Current DrawdownCurrent decline from peak | -11.48% | -1.42% | -10.06% |
Average DrawdownAverage peak-to-trough decline | -10.96% | -10.37% | -0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.59% | 5.99% | -0.40% |
Volatility
36BB.DE vs. SC0R.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 Travel Sector UCITS ETF (SC0R.DE) has a volatility of 5.86%. This indicates that 36BB.DE experiences smaller price fluctuations and is considered to be less risky than SC0R.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 | SC0R.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 5.86% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 12.73% | 17.72% | -4.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.71% | 21.97% | -5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.44% | 23.86% | -4.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.85% | 24.89% | -4.04% |
36BB.DE vs. SC0R.DE - Expense Ratio Comparison
36BB.DE has a 0.18% expense ratio, which is lower than SC0R.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. SC0R.DE - Dividend Comparison
36BB.DE's dividend yield for the trailing twelve months is around 0.91%, while SC0R.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% |
SC0R.DE Invesco European Travel 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 SC0R.DE have a correlation of 0.52, 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 SC0R.DE.
36BB.DE tracks MSCI World Consumer Discretionary, while SC0R.DE tracks STOXX® Europe 600 Optimised Travel & Leisure. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.18% for 36BB.DE and 0.20% for SC0R.DE.
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