DIE.BR vs. SC0U.DE
DIE.BR (D'Ieteren Group SA) is a stock, while SC0U.DE (Invesco European Banks Sector UCITS ETF) is Financials Equities fund tracking the STOXX® Europe 600 Optimised Banks. Over the past 10 years, DIE.BR returned 22.90%/yr vs 13.83%/yr for SC0U.DE. At a 0.38 correlation, their price movements are largely independent.
Performance
DIE.BR vs. SC0U.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DIE.BR achieves a 6.63% return, which is significantly higher than SC0U.DE's 5.95% return. Over the past 10 years, DIE.BR has outperformed SC0U.DE with an annualized return of 22.90%, while SC0U.DE has yielded a comparatively lower 13.83% annualized return.
DIE.BR
- 1D
- 0.61%
- 1M
- -10.82%
- YTD
- 6.63%
- 6M
- 10.73%
- 1Y
- -8.67%
- 3Y*
- 17.76%
- 5Y*
- 23.38%
- 10Y*
- 22.90%
SC0U.DE
- 1D
- 0.62%
- 1M
- 2.11%
- YTD
- 5.95%
- 6M
- 13.55%
- 1Y
- 38.42%
- 3Y*
- 42.79%
- 5Y*
- 27.34%
- 10Y*
- 13.83%
DIE.BR vs. SC0U.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIE.BR D'Ieteren Group SA | 6.63% | -3.37% | 47.12% | 0.52% | 5.85% | 156.69% | 10.29% | 95.16% | -2.17% | -8.69% |
SC0U.DE Invesco European Banks Sector UCITS ETF | 5.95% | 79.97% | 32.49% | 25.93% | -0.07% | 37.72% | -22.62% | 15.49% | -26.78% | 10.92% |
Correlation
The correlation between DIE.BR and SC0U.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2009 | 0.38 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DIE.BR vs. SC0U.DE — Risk / Return Rank
DIE.BR
SC0U.DE
DIE.BR vs. SC0U.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for D'Ieteren Group SA (DIE.BR) and Invesco European Banks Sector UCITS ETF (SC0U.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.
| DIE.BR | SC0U.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.00 | ||
| Sortino ratioReturn per unit of downside risk | -2.61 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.29 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.30 | 2.37 | -2.67 |
| Martin ratioReturn relative to average drawdown | -0.54 | 7.76 | -8.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DIE.BR | SC0U.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.26 | 1.74 | -2.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 1.14 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.54 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.27 | +0.21 |
Drawdowns
DIE.BR vs. SC0U.DE - Drawdown Comparison
The maximum DIE.BR drawdown since its inception was -83.27%, which is greater than SC0U.DE's maximum drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for DIE.BR and SC0U.DE.
Loading charts...
Drawdown Indicators
| DIE.BR | SC0U.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.27% | -60.69% | -22.58% |
Max Drawdown (1Y)Largest decline over 1 year | -24.27% | -16.70% | -7.57% |
Max Drawdown (3Y)Largest decline over 3 years | -24.27% | -19.82% | -4.45% |
Max Drawdown (5Y)Largest decline over 5 years | -33.03% | -29.85% | -3.18% |
Max Drawdown (10Y)Largest decline over 10 years | -42.79% | -56.61% | +13.82% |
Current DrawdownCurrent decline from peak | -17.08% | -1.85% | -15.23% |
Average DrawdownAverage peak-to-trough decline | -29.40% | -20.40% | -9.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.70% | 5.10% | +8.60% |
Volatility
DIE.BR vs. SC0U.DE - Volatility Comparison
D'Ieteren Group SA (DIE.BR) has a higher volatility of 7.35% compared to Invesco European Banks Sector UCITS ETF (SC0U.DE) at 6.03%. This indicates that DIE.BR's price experiences larger fluctuations and is considered to be riskier than SC0U.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DIE.BR | SC0U.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 6.03% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 22.65% | 18.45% | +4.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.33% | 22.74% | +5.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.88% | 23.64% | +9.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.47% | 25.62% | +6.85% |
Dividends
DIE.BR vs. SC0U.DE - Dividend Comparison
DIE.BR's dividend yield for the trailing twelve months is around 0.98%, while SC0U.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIE.BR D'Ieteren Group SA | 0.98% | 1.04% | 48.38% | 1.70% | 1.17% | 0.79% | 1.47% | 1.60% | 11.54% | 2.53% | 2.14% | 2.32% |
SC0U.DE Invesco European Banks Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DIE.BR and SC0U.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for DIE.BR and SC0U.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer