ESIF.DE vs. SC0U.DE
ESIF.DE (iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)) and SC0U.DE (Invesco European Banks Sector UCITS ETF) are both Financials Equities funds - ESIF.DE tracks the MSCI World/Financials NR USD while SC0U.DE tracks the STOXX® Europe 600 Optimised Banks. Both are passively managed. Over the past 5 years, ESIF.DE returned 19.48%/yr vs 27.34%/yr for SC0U.DE. Their correlation of 0.92 suggests significant overlap in exposure. ESIF.DE charges 0.18%/yr vs 0.20%/yr for SC0U.DE.
Performance
ESIF.DE vs. SC0U.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESIF.DE achieves a 3.87% return, which is significantly lower than SC0U.DE's 5.95% return.
ESIF.DE
- 1D
- 0.61%
- 1M
- 3.50%
- YTD
- 3.87%
- 6M
- 10.14%
- 1Y
- 22.51%
- 3Y*
- 28.94%
- 5Y*
- 19.48%
- 10Y*
- —
SC0U.DE
- 1D
- 0.62%
- 1M
- 6.28%
- YTD
- 5.95%
- 6M
- 12.82%
- 1Y
- 39.72%
- 3Y*
- 42.79%
- 5Y*
- 27.34%
- 10Y*
- 13.83%
ESIF.DE vs. SC0U.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESIF.DE iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) | 3.87% | 47.69% | 25.31% | 21.61% | -2.88% | 29.09% | 3.24% |
SC0U.DE Invesco European Banks Sector UCITS ETF | 5.95% | 79.97% | 32.49% | 25.93% | -0.07% | 37.72% | 3.13% |
Correlation
The correlation between ESIF.DE and SC0U.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.92 |
The correlation between ESIF.DE and SC0U.DE has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
ESIF.DE vs. SC0U.DE — Risk / Return Rank
ESIF.DE
SC0U.DE
ESIF.DE vs. SC0U.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) 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.
| ESIF.DE | SC0U.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.29 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 2.37 | -0.56 |
| Martin ratioReturn relative to average drawdown | 6.04 | 7.76 | -1.72 |
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
| ESIF.DE | SC0U.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.74 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 1.14 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 0.27 | +0.90 |
Drawdowns
ESIF.DE vs. SC0U.DE - Drawdown Comparison
The maximum ESIF.DE drawdown since its inception was -22.93%, smaller than the maximum SC0U.DE drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for ESIF.DE and SC0U.DE.
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Drawdown Indicators
| ESIF.DE | SC0U.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.93% | -60.69% | +37.76% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -16.70% | +4.32% |
Max Drawdown (3Y)Largest decline over 3 years | -17.10% | -19.82% | +2.72% |
Max Drawdown (5Y)Largest decline over 5 years | -22.93% | -29.85% | +6.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.61% | — |
Current DrawdownCurrent decline from peak | -2.65% | -1.85% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -20.40% | +16.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 5.10% | -1.38% |
Volatility
ESIF.DE vs. SC0U.DE - Volatility Comparison
The current volatility for iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) is 5.37%, while Invesco European Banks Sector UCITS ETF (SC0U.DE) has a volatility of 6.03%. This indicates that ESIF.DE experiences smaller price fluctuations and is considered to be less risky than SC0U.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESIF.DE | SC0U.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 6.03% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 14.59% | 18.45% | -3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.99% | 22.74% | -4.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.96% | 23.64% | -4.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 25.62% | -6.78% |
ESIF.DE vs. SC0U.DE - Expense Ratio Comparison
ESIF.DE has a 0.18% expense ratio, which is lower than SC0U.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ESIF.DE vs. SC0U.DE - Dividend Comparison
Neither ESIF.DE nor SC0U.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, ESIF.DE and SC0U.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, ESIF.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESIF.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for SC0U.DE.
ESIF.DE tracks MSCI World/Financials NR USD, while SC0U.DE tracks STOXX® Europe 600 Optimised Banks. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.18% for ESIF.DE and 0.20% for SC0U.DE.
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