COFF.L vs. SC04.DE
COFF.L (WisdomTree Coffee) and SC04.DE (Invesco European Household Sector UCITS ETF) are both exchange-traded funds - COFF.L is a Agricultural Commodities fund tracking the Bloomberg Coffee, while SC04.DE is a Consumer Staples Equities fund tracking the STOXX® Europe 600 Optimised Personal & Household Goods. Both are passively managed. Over the past 10 years, COFF.L returned 4.55%/yr vs 4.62%/yr for SC04.DE. At a 0.11 correlation, their price movements are largely independent. COFF.L charges 0.49%/yr vs 0.20%/yr for SC04.DE.
Performance
COFF.L vs. SC04.DE - Performance Comparison
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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%
COFF.L vs. SC04.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
COFF.L
SC04.DE
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.L | SC04.DE | Difference | |
|---|---|---|---|
| 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 |
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
| COFF.L | SC04.DE | Difference | |
|---|---|---|---|
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.L | SC04.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -59.32% | -14.02% | -45.30% |
Average DrawdownAverage peak-to-trough decline | -58.91% | -6.72% | -52.19% |
Ulcer IndexDepth 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.L | SC04.DE | Difference | |
|---|---|---|---|
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.
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.
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