5MVW.DE vs. SC0V.DE
5MVW.DE (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) and SC0V.DE (Invesco European Oil & Gas Sector UCITS ETF) are both Energy Equities funds - 5MVW.DE tracks the MSCI World Energy while SC0V.DE tracks the STOXX® Europe 600 Optimised Oil & Gas. Both are passively managed. Over the past 5 years, 5MVW.DE returned 20.31%/yr vs 19.52%/yr for SC0V.DE. Their correlation of 0.83 suggests significant overlap in exposure. 5MVW.DE charges 0.18%/yr vs 0.20%/yr for SC0V.DE.
Performance
5MVW.DE vs. SC0V.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with 5MVW.DE having a 32.79% return and SC0V.DE slightly higher at 34.01%.
5MVW.DE
- 1D
- -0.61%
- 1M
- 3.30%
- YTD
- 32.79%
- 6M
- 28.70%
- 1Y
- 44.89%
- 3Y*
- 15.65%
- 5Y*
- 20.31%
- 10Y*
- —
SC0V.DE
- 1D
- -0.63%
- 1M
- -2.25%
- YTD
- 34.01%
- 6M
- 32.79%
- 1Y
- 58.80%
- 3Y*
- 21.14%
- 5Y*
- 19.52%
- 10Y*
- 11.36%
5MVW.DE vs. SC0V.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 32.79% | 2.17% | 7.57% | 0.01% | 54.20% | 52.29% | -36.78% | 4.54% |
SC0V.DE Invesco European Oil & Gas Sector UCITS ETF | 34.01% | 29.15% | -5.65% | 5.37% | 30.86% | 20.64% | -20.83% | 1.94% |
Correlation
The correlation between 5MVW.DE and SC0V.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2019 | 0.83 |
The correlation between 5MVW.DE and SC0V.DE shifts across timeframes, from 0.70 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
5MVW.DE vs. SC0V.DE — Risk / Return Rank
5MVW.DE
SC0V.DE
5MVW.DE vs. SC0V.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) and Invesco European Oil & Gas Sector UCITS ETF (SC0V.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.
| 5MVW.DE | SC0V.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.54 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 7.93 | -4.96 |
| Martin ratioReturn relative to average drawdown | 9.81 | 28.20 | -18.39 |
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
| 5MVW.DE | SC0V.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 3.19 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.89 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.34 | +0.10 |
Drawdowns
5MVW.DE vs. SC0V.DE - Drawdown Comparison
The maximum 5MVW.DE drawdown since its inception was -56.87%, roughly equal to the maximum SC0V.DE drawdown of -57.15%. Use the drawdown chart below to compare losses from any high point for 5MVW.DE and SC0V.DE.
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Drawdown Indicators
| 5MVW.DE | SC0V.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.87% | -57.15% | +0.28% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -7.35% | -7.70% |
Max Drawdown (3Y)Largest decline over 3 years | -23.76% | -22.22% | -1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -23.76% | -22.22% | -1.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.15% | — |
Current DrawdownCurrent decline from peak | -7.49% | -5.05% | -2.44% |
Average DrawdownAverage peak-to-trough decline | -13.53% | -10.52% | -3.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.56% | 2.07% | +2.49% |
Volatility
5MVW.DE vs. SC0V.DE - Volatility Comparison
iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) has a higher volatility of 6.76% compared to Invesco European Oil & Gas Sector UCITS ETF (SC0V.DE) at 6.07%. This indicates that 5MVW.DE's price experiences larger fluctuations and is considered to be riskier than SC0V.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 5MVW.DE | SC0V.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 6.07% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 18.33% | 14.92% | +3.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.33% | 18.28% | +3.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.99% | 21.74% | +2.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.20% | 23.93% | +5.27% |
5MVW.DE vs. SC0V.DE - Expense Ratio Comparison
5MVW.DE has a 0.18% expense ratio, which is lower than SC0V.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
5MVW.DE vs. SC0V.DE - Dividend Comparison
5MVW.DE's dividend yield for the trailing twelve months is around 2.48%, while SC0V.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 2.48% | 3.29% | 3.54% | 3.64% | 3.41% | 3.49% | 5.08% | 0.63% |
SC0V.DE Invesco European Oil & Gas Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
5MVW.DE and SC0V.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 5MVW.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5MVW.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for SC0V.DE.
5MVW.DE tracks MSCI World Energy, while SC0V.DE tracks STOXX® Europe 600 Optimised Oil & Gas. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.18% for 5MVW.DE and 0.20% for SC0V.DE.
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