ESIS.DE vs. SC0R.DE
ESIS.DE (iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)) and SC0R.DE (Invesco European Travel Sector UCITS ETF) are both Consumer Staples Equities funds - ESIS.DE tracks the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR while SC0R.DE tracks the STOXX® Europe 600 Optimised Travel & Leisure. Both are passively managed. Over the past 5 years, ESIS.DE returned 0.75%/yr vs 2.45%/yr for SC0R.DE. At a 0.32 correlation, their price movements are largely independent. ESIS.DE charges 0.18%/yr vs 0.20%/yr for SC0R.DE.
Performance
ESIS.DE vs. SC0R.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESIS.DE achieves a -1.50% return, which is significantly lower than SC0R.DE's 0.24% return.
ESIS.DE
- 1D
- -0.44%
- 1M
- -0.58%
- YTD
- -1.50%
- 6M
- -1.76%
- 1Y
- -4.64%
- 3Y*
- -0.30%
- 5Y*
- 0.75%
- 10Y*
- —
SC0R.DE
- 1D
- 0.49%
- 1M
- 11.79%
- YTD
- 0.24%
- 6M
- 5.38%
- 1Y
- 8.65%
- 3Y*
- 6.07%
- 5Y*
- 2.45%
- 10Y*
- 3.85%
ESIS.DE vs. SC0R.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESIS.DE iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) | -1.50% | 6.81% | -2.47% | 0.99% | -8.57% | 19.70% | 2.50% |
SC0R.DE Invesco European Travel Sector UCITS ETF | 0.24% | 6.02% | 14.47% | 24.44% | -14.51% | 6.20% | 11.23% |
Correlation
The correlation between ESIS.DE and SC0R.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2020 | 0.32 |
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Return for Risk
ESIS.DE vs. SC0R.DE — Risk / Return Rank
ESIS.DE
SC0R.DE
ESIS.DE vs. SC0R.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.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.
| ESIS.DE | SC0R.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.09 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 0.61 | -0.97 |
| Martin ratioReturn relative to average drawdown | -0.77 | 1.44 | -2.21 |
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
| ESIS.DE | SC0R.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.33 | 0.39 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.10 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.15 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.39 | -0.17 |
Drawdowns
ESIS.DE vs. SC0R.DE - Drawdown Comparison
The maximum ESIS.DE drawdown since its inception was -15.05%, smaller than the maximum SC0R.DE drawdown of -55.64%. Use the drawdown chart below to compare losses from any high point for ESIS.DE and SC0R.DE.
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Drawdown Indicators
| ESIS.DE | SC0R.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.05% | -55.64% | +40.59% |
Max Drawdown (1Y)Largest decline over 1 year | -12.66% | -14.20% | +1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -12.66% | -24.76% | +12.10% |
Max Drawdown (5Y)Largest decline over 5 years | -15.05% | -38.34% | +23.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -55.64% | — |
Current DrawdownCurrent decline from peak | -11.44% | -1.42% | -10.02% |
Average DrawdownAverage peak-to-trough decline | -6.63% | -10.37% | +3.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.00% | 5.99% | +0.01% |
Volatility
ESIS.DE vs. SC0R.DE - Volatility Comparison
The current volatility for iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.DE) is 4.80%, while Invesco European Travel Sector UCITS ETF (SC0R.DE) has a volatility of 5.86%. This indicates that ESIS.DE experiences smaller price fluctuations and is considered to be less risky 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
| ESIS.DE | SC0R.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 5.86% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 17.72% | -6.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.03% | 21.97% | -7.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.93% | 23.86% | -10.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.96% | 24.89% | -11.93% |
ESIS.DE vs. SC0R.DE - Expense Ratio Comparison
ESIS.DE has a 0.18% expense ratio, which is lower than SC0R.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
ESIS.DE vs. SC0R.DE - Dividend Comparison
Neither ESIS.DE nor SC0R.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIS.DE and SC0R.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESIS.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESIS.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for SC0R.DE.
ESIS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while SC0R.DE tracks STOXX® Europe 600 Optimised Travel & Leisure. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.18% for ESIS.DE and 0.20% for SC0R.DE.
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