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COFF.L vs. SC04.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COFF.L vs. SC04.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Coffee (COFF.L) and Invesco European Household Sector UCITS ETF (SC04.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

COFF.L is traded in USD, while SC04.DE is traded in EUR. To make them comparable, the SC04.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, COFF.L achieves a -26.25% return, which is significantly lower than SC04.DE's -11.71% return. Both investments have delivered pretty close results over the past 10 years, with COFF.L having a 4.55% annualized return and SC04.DE not far ahead at 4.62%.


COFF.L

1D
-2.94%
1M
-15.62%
YTD
-26.25%
6M
-31.38%
1Y
-17.13%
3Y*
24.64%
5Y*
17.48%
10Y*
4.55%

SC04.DE

1D
0.03%
1M
1.64%
YTD
-11.71%
6M
-10.73%
1Y
-2.52%
3Y*
2.60%
5Y*
-0.12%
10Y*
4.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COFF.L vs. SC04.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COFF.L
WisdomTree Coffee
-26.25%29.87%74.91%24.52%-20.98%63.12%-12.25%13.69%-27.12%-17.66%
SC04.DE
Invesco European Household Sector UCITS ETF
-11.71%21.44%0.95%11.91%-15.86%9.96%16.95%26.76%-20.12%29.28%

Correlation

The correlation between COFF.L and SC04.DE is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2009

0.11

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Return for Risk

COFF.L vs. SC04.DE — Risk / Return Rank

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

COFF.L
COFF.L Risk / Return Rank: 55
Overall Rank
COFF.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
COFF.L Sortino Ratio Rank: 55
Sortino Ratio Rank
COFF.L Omega Ratio Rank: 55
Omega Ratio Rank
COFF.L Calmar Ratio Rank: 55
Calmar Ratio Rank
COFF.L Martin Ratio Rank: 44
Martin Ratio Rank

SC04.DE
SC04.DE Risk / Return Rank: 66
Overall Rank
SC04.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SC04.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
SC04.DE Omega Ratio Rank: 66
Omega Ratio Rank
SC04.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
SC04.DE Martin Ratio Rank: 66
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.

COFF.L vs. SC04.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Coffee (COFF.L) and Invesco European Household Sector UCITS ETF (SC04.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.


COFF.LSC04.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

0.94

0.99

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.49

-0.15

-0.34

Martin ratioReturn relative to average drawdown

-0.99

-0.36

-0.63

COFF.L vs. SC04.DE - Sharpe Ratio Comparison

The current COFF.L Sharpe Ratio is -0.49, which is lower than the SC04.DE Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of COFF.L and SC04.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


COFF.LSC04.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.49

-0.14

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

-0.01

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.24

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.44

-0.49

Drawdowns

COFF.L vs. SC04.DE - Drawdown Comparison

The maximum COFF.L drawdown since its inception was -88.11%, which is greater than SC04.DE's maximum drawdown of -33.45%. Use the drawdown chart below to compare losses from any high point for COFF.L and SC04.DE.


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Drawdown Indicators


COFF.LSC04.DEDifference

Max Drawdown

Largest peak-to-trough decline

-88.11%

-33.45%

-54.66%

Max Drawdown (1Y)

Largest decline over 1 year

-35.03%

-16.92%

-18.11%

Max Drawdown (3Y)

Largest decline over 3 years

-35.03%

-18.73%

-16.30%

Max Drawdown (5Y)

Largest decline over 5 years

-41.94%

-33.45%

-8.49%

Max Drawdown (10Y)

Largest decline over 10 years

-64.13%

-33.45%

-30.68%

Current Drawdown

Current decline from peak

-59.32%

-14.02%

-45.30%

Average Drawdown

Average peak-to-trough decline

-58.91%

-6.72%

-52.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.36%

7.08%

+10.28%

Volatility

COFF.L vs. SC04.DE - Volatility Comparison

WisdomTree Coffee (COFF.L) has a higher volatility of 8.89% compared to Invesco European Household Sector UCITS ETF (SC04.DE) at 5.59%. This indicates that COFF.L's price experiences larger fluctuations and is considered to be riskier than SC04.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COFF.LSC04.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.89%

5.59%

+3.30%

Volatility (6M)

Calculated over the trailing 6-month period

22.24%

14.40%

+7.84%

Volatility (1Y)

Calculated over the trailing 1-year period

34.56%

17.99%

+16.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.95%

20.13%

+14.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.52%

19.06%

+12.46%

COFF.L vs. SC04.DE - Expense Ratio Comparison

COFF.L has a 0.49% expense ratio, which is higher than SC04.DE's 0.20% expense ratio.


Dividends

COFF.L vs. SC04.DE - Dividend Comparison

Neither COFF.L nor SC04.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


COFF.L and SC04.DE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SC04.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC04.DE is cheaper with a 0.20% expense ratio, compared with 0.49% for COFF.L.

COFF.L is categorized as Agricultural Commodities, while SC04.DE is Consumer Staples Equities. COFF.L tracks Bloomberg Coffee, while SC04.DE tracks STOXX® Europe 600 Optimised Personal & Household Goods. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.49% for COFF.L and 0.20% for SC04.DE.

Portfolio Optimizer

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