EXH5.DE vs. SC02.DE
EXH5.DE (iShares STOXX Europe 600 Insurance UCITS ETF (DE)) and SC02.DE (Invesco European Financials Sector UCITS ETF) are both Financials Equities funds - EXH5.DE tracks the STOXX® Europe 600 Insurance while SC02.DE tracks the STOXX® Europe 600 Optimised Financial Services. Both are passively managed. Over the past 10 years, EXH5.DE returned 11.04%/yr vs 10.49%/yr for SC02.DE. A 0.72 correlation means they provide meaningful diversification when combined. EXH5.DE charges 0.46%/yr vs 0.20%/yr for SC02.DE.
Performance
EXH5.DE vs. SC02.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXH5.DE achieves a -2.53% return, which is significantly lower than SC02.DE's 1.67% return. Both investments have delivered pretty close results over the past 10 years, with EXH5.DE having a 11.04% annualized return and SC02.DE not far behind at 10.49%.
EXH5.DE
- 1D
- 0.28%
- 1M
- -1.38%
- YTD
- -2.53%
- 6M
- 2.36%
- 1Y
- 2.81%
- 3Y*
- 18.16%
- 5Y*
- 13.96%
- 10Y*
- 11.04%
SC02.DE
- 1D
- 1.84%
- 1M
- 0.07%
- YTD
- 1.67%
- 6M
- 8.51%
- 1Y
- 3.83%
- 3Y*
- 16.32%
- 5Y*
- 8.30%
- 10Y*
- 10.49%
EXH5.DE vs. SC02.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXH5.DE iShares STOXX Europe 600 Insurance UCITS ETF (DE) | -2.53% | 29.72% | 22.68% | 12.56% | 3.63% | 19.44% | -10.66% | 30.48% | -7.15% | 11.47% |
SC02.DE Invesco European Financials Sector UCITS ETF | 1.67% | 9.93% | 19.25% | 27.60% | -20.74% | 24.60% | 6.09% | 46.54% | -14.49% | 18.89% |
Correlation
The correlation between EXH5.DE and SC02.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2009 | 0.72 |
The correlation between EXH5.DE and SC02.DE shifts across timeframes, from 0.60 (1 year) to 0.72 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
EXH5.DE vs. SC02.DE — Risk / Return Rank
EXH5.DE
SC02.DE
EXH5.DE vs. SC02.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) and Invesco European Financials Sector UCITS ETF (SC02.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.
| EXH5.DE | SC02.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.05 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 0.31 | +0.06 |
| Martin ratioReturn relative to average drawdown | 0.78 | 0.86 | -0.07 |
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
| EXH5.DE | SC02.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | 0.24 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.43 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.50 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.55 | -0.24 |
Drawdowns
EXH5.DE vs. SC02.DE - Drawdown Comparison
The maximum EXH5.DE drawdown since its inception was -73.44%, which is greater than SC02.DE's maximum drawdown of -42.86%. Use the drawdown chart below to compare losses from any high point for EXH5.DE and SC02.DE.
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Drawdown Indicators
| EXH5.DE | SC02.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.44% | -42.86% | -30.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.40% | -12.17% | +4.77% |
Max Drawdown (3Y)Largest decline over 3 years | -12.31% | -19.17% | +6.86% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -29.68% | +11.05% |
Max Drawdown (10Y)Largest decline over 10 years | -46.55% | -42.86% | -3.69% |
Current DrawdownCurrent decline from peak | -5.47% | -3.42% | -2.05% |
Average DrawdownAverage peak-to-trough decline | -15.47% | -8.06% | -7.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 4.46% | -0.89% |
Volatility
EXH5.DE vs. SC02.DE - Volatility Comparison
iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) and Invesco European Financials Sector UCITS ETF (SC02.DE) have volatilities of 4.83% and 4.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXH5.DE | SC02.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 4.93% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 11.66% | 12.72% | -1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 15.92% | -0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.59% | 19.08% | -2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 20.65% | -0.72% |
EXH5.DE vs. SC02.DE - Expense Ratio Comparison
EXH5.DE has a 0.46% expense ratio, which is higher than SC02.DE's 0.20% expense ratio.
Dividends
EXH5.DE vs. SC02.DE - Dividend Comparison
EXH5.DE's dividend yield for the trailing twelve months is around 3.48%, while SC02.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXH5.DE iShares STOXX Europe 600 Insurance UCITS ETF (DE) | 3.48% | 3.39% | 3.59% | 3.79% | 4.51% | 3.56% | 2.52% | 3.84% | 4.03% | 4.87% | 4.34% | 3.67% |
SC02.DE Invesco European Financials 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
EXH5.DE and SC02.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC02.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC02.DE is cheaper with a 0.20% expense ratio, compared with 0.46% for EXH5.DE.
EXH5.DE tracks STOXX® Europe 600 Insurance, while SC02.DE tracks STOXX® Europe 600 Optimised Financial Services. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.46% for EXH5.DE and 0.20% for SC02.DE.
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