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6PSE.DE vs. SC0H.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

6PSE.DE vs. SC0H.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI USA UCITS ETF Dist (6PSE.DE) and Invesco MSCI USA UCITS ETF (SC0H.DE). The values are adjusted to include any dividend payments, if applicable.

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6PSE.DE vs. SC0H.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
6PSE.DE
Invesco MSCI USA UCITS ETF Dist
-2.96%4.78%32.52%23.62%-6.58%
SC0H.DE
Invesco MSCI USA UCITS ETF
-3.01%4.77%32.56%23.60%-6.55%

Returns By Period

The year-to-date returns for both stocks are quite close, with 6PSE.DE having a -2.96% return and SC0H.DE slightly lower at -3.01%.


6PSE.DE

1D
1.95%
1M
-2.50%
YTD
-2.96%
6M
-0.50%
1Y
10.44%
3Y*
16.27%
5Y*
10Y*

SC0H.DE

1D
0.17%
1M
-2.51%
YTD
-3.01%
6M
-0.47%
1Y
10.41%
3Y*
16.27%
5Y*
11.85%
10Y*
13.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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6PSE.DE vs. SC0H.DE - Expense Ratio Comparison

Both 6PSE.DE and SC0H.DE have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

6PSE.DE vs. SC0H.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

6PSE.DE
6PSE.DE Risk / Return Rank: 4545
Overall Rank
6PSE.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
6PSE.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
6PSE.DE Omega Ratio Rank: 3030
Omega Ratio Rank
6PSE.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
6PSE.DE Martin Ratio Rank: 6565
Martin Ratio Rank

SC0H.DE
SC0H.DE Risk / Return Rank: 4545
Overall Rank
SC0H.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SC0H.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
SC0H.DE Omega Ratio Rank: 3030
Omega Ratio Rank
SC0H.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
SC0H.DE Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

6PSE.DE vs. SC0H.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF Dist (6PSE.DE) and Invesco MSCI USA UCITS ETF (SC0H.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.


6PSE.DESC0H.DEDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.60

0.00

Sortino ratio

Return per unit of downside risk

0.92

0.91

0.00

Omega ratio

Gain probability vs. loss probability

1.14

1.14

0.00

Calmar ratio

Return relative to maximum drawdown

2.32

2.31

+0.01

Martin ratio

Return relative to average drawdown

7.72

7.72

0.00

6PSE.DE vs. SC0H.DE - Sharpe Ratio Comparison

The current 6PSE.DE Sharpe Ratio is 0.60, which is comparable to the SC0H.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of 6PSE.DE and SC0H.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


6PSE.DESC0H.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.60

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.92

-0.20

Correlation

The correlation between 6PSE.DE and SC0H.DE is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

6PSE.DE vs. SC0H.DE - Dividend Comparison

6PSE.DE's dividend yield for the trailing twelve months is around 1.20%, while SC0H.DE has not paid dividends to shareholders.


TTM2025202420232022
6PSE.DE
Invesco MSCI USA UCITS ETF Dist
1.20%1.16%1.26%1.51%1.69%
SC0H.DE
Invesco MSCI USA UCITS ETF
0.00%0.00%0.00%0.00%0.00%

Drawdowns

6PSE.DE vs. SC0H.DE - Drawdown Comparison

The maximum 6PSE.DE drawdown since its inception was -23.70%, smaller than the maximum SC0H.DE drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for 6PSE.DE and SC0H.DE.


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Drawdown Indicators


6PSE.DESC0H.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.70%

-34.20%

+10.50%

Max Drawdown (1Y)

Largest decline over 1 year

-8.46%

-8.45%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-23.66%

Max Drawdown (10Y)

Largest decline over 10 years

-34.20%

Current Drawdown

Current decline from peak

-5.16%

-5.21%

+0.05%

Average Drawdown

Average peak-to-trough decline

-5.00%

-4.16%

-0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

2.19%

+0.01%

Volatility

6PSE.DE vs. SC0H.DE - Volatility Comparison

Invesco MSCI USA UCITS ETF Dist (6PSE.DE) and Invesco MSCI USA UCITS ETF (SC0H.DE) have volatilities of 3.78% and 3.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


6PSE.DESC0H.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

3.63%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

8.72%

8.68%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

17.30%

17.23%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.59%

15.44%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.59%

16.27%

-0.68%