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DFOP.DE vs. SC04.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFOP.DE vs. SC04.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist (DFOP.DE) and Invesco European Household Sector UCITS ETF (SC04.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFOP.DE achieves a -2.24% return, which is significantly higher than SC04.DE's -10.69% return. Over the past 10 years, DFOP.DE has underperformed SC04.DE with an annualized return of 2.50%, while SC04.DE has yielded a comparatively higher 4.39% annualized return.


DFOP.DE

1D
-0.84%
1M
-1.75%
YTD
-2.24%
6M
-2.12%
1Y
-5.84%
3Y*
-1.99%
5Y*
-1.18%
10Y*
2.50%

SC04.DE

1D
-0.09%
1M
2.35%
YTD
-10.69%
6M
-10.49%
1Y
-4.17%
3Y*
-0.12%
5Y*
0.82%
10Y*
4.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFOP.DE vs. SC04.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFOP.DE
Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist
-2.24%5.99%-3.88%-2.06%-13.09%23.08%-6.16%29.47%-7.36%12.34%
SC04.DE
Invesco European Household Sector UCITS ETF
-10.69%7.57%7.08%8.48%-10.95%19.37%6.54%29.50%-16.18%13.26%

Correlation

The correlation between DFOP.DE and SC04.DE is 0.63, 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

0.63

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

0.60

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

0.65

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

0.68

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

0.69

The correlation between DFOP.DE and SC04.DE has been stable across timeframes, ranging from 0.60 to 0.69 - a consistent structural relationship.

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Return for Risk

DFOP.DE vs. SC04.DE — Risk / Return Rank

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

DFOP.DE
DFOP.DE Risk / Return Rank: 55
Overall Rank
DFOP.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
DFOP.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
DFOP.DE Omega Ratio Rank: 55
Omega Ratio Rank
DFOP.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
DFOP.DE 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.

DFOP.DE vs. SC04.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist (DFOP.DE) 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.


DFOP.DESC04.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

0.94

0.97

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.49

-0.27

-0.22

Martin ratioReturn relative to average drawdown

-0.98

-0.63

-0.36

DFOP.DE vs. SC04.DE - Sharpe Ratio Comparison

The current DFOP.DE Sharpe Ratio is -0.45, which is lower than the SC04.DE Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of DFOP.DE 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


DFOP.DESC04.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.45

-0.25

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.05

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.26

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.58

-0.01

Drawdowns

DFOP.DE vs. SC04.DE - Drawdown Comparison

The maximum DFOP.DE drawdown since its inception was -30.33%, roughly equal to the maximum SC04.DE drawdown of -29.42%. Use the drawdown chart below to compare losses from any high point for DFOP.DE and SC04.DE.


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Drawdown Indicators


DFOP.DESC04.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.33%

-29.42%

-0.91%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-15.34%

+3.51%

Max Drawdown (3Y)

Largest decline over 3 years

-13.58%

-17.60%

+4.02%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

-22.04%

+0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-30.33%

-29.42%

-0.91%

Current Drawdown

Current decline from peak

-16.70%

-12.83%

-3.87%

Average Drawdown

Average peak-to-trough decline

-7.05%

-5.57%

-1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.90%

6.64%

-0.74%

Volatility

DFOP.DE vs. SC04.DE - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist (DFOP.DE) is 4.63%, while Invesco European Household Sector UCITS ETF (SC04.DE) has a volatility of 5.37%. This indicates that DFOP.DE experiences smaller price fluctuations and is considered to be less risky 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


DFOP.DESC04.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

5.37%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

13.25%

-2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

12.92%

16.34%

-3.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.34%

17.15%

-3.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.09%

16.97%

-2.88%

DFOP.DE vs. SC04.DE - Expense Ratio Comparison

DFOP.DE has a 0.30% expense ratio, which is higher than SC04.DE's 0.20% expense ratio.


Dividends

DFOP.DE vs. SC04.DE - Dividend Comparison

DFOP.DE's dividend yield for the trailing twelve months is around 1.43%, while SC04.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
DFOP.DE
Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist
1.43%1.40%1.94%1.47%2.06%1.46%2.31%1.65%2.35%0.84%
SC04.DE
Invesco European Household Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DFOP.DE and SC04.DE have a correlation of 0.63, 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 0.30% for DFOP.DE.

DFOP.DE tracks STOXX® Europe 600 Food & Beverage, while SC04.DE tracks STOXX® Europe 600 Optimised Personal & Household Goods. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.30% for DFOP.DE and 0.20% for SC04.DE.

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