E61Z.DE vs. SC0R.DE
E61Z.DE (Global X E-commerce UCITS ETF USD Accumulating) and SC0R.DE (Invesco European Travel Sector UCITS ETF) are both Consumer Staples Equities funds - E61Z.DE tracks the Solactive E-commerce while SC0R.DE tracks the STOXX® Europe 600 Optimised Travel & Leisure. Both are passively managed. Over the past 3 years, E61Z.DE returned 13.25%/yr vs 9.30%/yr for SC0R.DE. A 0.54 correlation means they provide meaningful diversification when combined. E61Z.DE charges 0.50%/yr vs 0.20%/yr for SC0R.DE.
Performance
E61Z.DE vs. SC0R.DE - Performance Comparison
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Returns By Period
In the year-to-date period, E61Z.DE achieves a -15.24% return, which is significantly lower than SC0R.DE's 7.94% return.
E61Z.DE
- 1D
- 0.00%
- 1M
- -1.06%
- YTD
- -15.24%
- 6M
- -14.26%
- 1Y
- -6.80%
- 3Y*
- 13.25%
- 5Y*
- —
- 10Y*
- —
SC0R.DE
- 1D
- -1.37%
- 1M
- 8.40%
- YTD
- 7.94%
- 6M
- 7.71%
- 1Y
- 16.46%
- 3Y*
- 9.30%
- 5Y*
- 4.14%
- 10Y*
- 6.22%
E61Z.DE vs. SC0R.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
E61Z.DE Global X E-commerce UCITS ETF USD Accumulating | -15.24% | 7.18% | 37.44% | 27.85% | -36.99% | -15.19% |
SC0R.DE Invesco European Travel Sector UCITS ETF | 7.94% | 6.02% | 14.47% | 24.44% | -14.51% | -7.92% |
Correlation
The correlation between E61Z.DE and SC0R.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2021 | 0.54 |
The correlation between E61Z.DE and SC0R.DE has been stable across timeframes, ranging from 0.46 to 0.54 - a consistent structural relationship.
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Return for Risk
E61Z.DE vs. SC0R.DE — Risk / Return Rank
E61Z.DE
SC0R.DE
E61Z.DE vs. SC0R.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X E-commerce UCITS ETF USD Accumulating (E61Z.DE) and Invesco European Travel Sector UCITS ETF (SC0R.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| E61Z.DE | SC0R.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.70 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.15 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 1.15 | -1.42 |
| Martin ratioReturn relative to average drawdown | -0.50 | 2.76 | -3.25 |
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Drawdowns
E61Z.DE vs. SC0R.DE - Drawdown Comparison
The maximum E61Z.DE drawdown since its inception was -49.16%, smaller than the maximum SC0R.DE drawdown of -55.64%. Use the drawdown chart below to compare losses from any high point for E61Z.DE and SC0R.DE.
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Drawdown Indicators
| E61Z.DE | SC0R.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.16% | -55.64% | +6.48% |
Max Drawdown (1Y)Largest decline over 1 year | -25.19% | -14.20% | -10.99% |
Max Drawdown (3Y)Largest decline over 3 years | -30.13% | -24.76% | -5.37% |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.34% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -55.64% | — |
Current DrawdownCurrent decline from peak | -21.85% | -1.37% | -20.48% |
Average DrawdownAverage peak-to-trough decline | -25.66% | -10.19% | -15.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.74% | 5.96% | +7.78% |
Volatility
E61Z.DE vs. SC0R.DE - Volatility Comparison
Global X E-commerce UCITS ETF USD Accumulating (E61Z.DE) has a higher volatility of 6.35% compared to Invesco European Travel Sector UCITS ETF (SC0R.DE) at 5.23%. This indicates that E61Z.DE's price experiences larger fluctuations and is considered to be riskier than SC0R.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| E61Z.DE | SC0R.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 5.23% | +1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 15.31% | 18.25% | -2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.77% | 21.32% | -1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.16% | 23.87% | +3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.16% | 24.48% | +2.68% |
E61Z.DE vs. SC0R.DE - Expense Ratio Comparison
E61Z.DE has a 0.50% expense ratio, which is higher than SC0R.DE's 0.20% expense ratio.
Dividends
E61Z.DE vs. SC0R.DE - Dividend Comparison
Neither E61Z.DE nor SC0R.DE has paid dividends to shareholders.
Frequently Asked Questions
E61Z.DE and SC0R.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0R.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0R.DE is cheaper with a 0.20% expense ratio, compared with 0.50% for E61Z.DE.
E61Z.DE tracks Solactive E-commerce, while SC0R.DE tracks STOXX® Europe 600 Optimised Travel & Leisure. They also come from different issuers: Global X and Invesco. Their fees differ too: 0.50% for E61Z.DE and 0.20% for SC0R.DE.
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