EXH5.DE vs. SC0Y.DE
EXH5.DE (iShares STOXX Europe 600 Insurance UCITS ETF (DE)) and SC0Y.DE (Invesco European Insurance Sector UCITS ETF Acc) are both Financials Equities funds - EXH5.DE tracks the STOXX® Europe 600 Insurance while SC0Y.DE tracks the STOXX® Europe 600 Optimised Insurance. Both are passively managed. Over the past 10 years, EXH5.DE returned 11.04%/yr vs 10.75%/yr for SC0Y.DE. Their correlation of 0.93 suggests significant overlap in exposure. EXH5.DE charges 0.46%/yr vs 0.20%/yr for SC0Y.DE.
Performance
EXH5.DE vs. SC0Y.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 higher than SC0Y.DE's -2.77% return. Both investments have delivered pretty close results over the past 10 years, with EXH5.DE having a 11.04% annualized return and SC0Y.DE not far behind at 10.75%.
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%
SC0Y.DE
- 1D
- 0.26%
- 1M
- -1.73%
- YTD
- -2.77%
- 6M
- 2.04%
- 1Y
- 2.50%
- 3Y*
- 17.89%
- 5Y*
- 13.84%
- 10Y*
- 10.75%
EXH5.DE vs. SC0Y.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% |
SC0Y.DE Invesco European Insurance Sector UCITS ETF Acc | -2.77% | 29.31% | 22.30% | 12.85% | 2.78% | 19.96% | -10.11% | 29.63% | -7.85% | 10.14% |
Correlation
The correlation between EXH5.DE and SC0Y.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Aug 10, 2009 | 0.93 |
The correlation between EXH5.DE and SC0Y.DE has been stable across timeframes, ranging from 0.93 to 1.00 - a consistent structural relationship.
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Return for Risk
EXH5.DE vs. SC0Y.DE — Risk / Return Rank
EXH5.DE
SC0Y.DE
EXH5.DE vs. SC0Y.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 Insurance Sector UCITS ETF Acc (SC0Y.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 | SC0Y.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.04 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 0.35 | +0.02 |
| Martin ratioReturn relative to average drawdown | 0.78 | 0.71 | +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 | SC0Y.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | 0.17 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.82 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.54 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.52 | -0.21 |
Drawdowns
EXH5.DE vs. SC0Y.DE - Drawdown Comparison
The maximum EXH5.DE drawdown since its inception was -73.44%, which is greater than SC0Y.DE's maximum drawdown of -46.88%. Use the drawdown chart below to compare losses from any high point for EXH5.DE and SC0Y.DE.
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Drawdown Indicators
| EXH5.DE | SC0Y.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.44% | -46.88% | -26.56% |
Max Drawdown (1Y)Largest decline over 1 year | -7.40% | -7.02% | -0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -12.31% | -12.60% | +0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -18.89% | +0.26% |
Max Drawdown (10Y)Largest decline over 10 years | -46.55% | -46.88% | +0.33% |
Current DrawdownCurrent decline from peak | -5.47% | -5.41% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -15.47% | -7.14% | -8.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 3.49% | +0.08% |
Volatility
EXH5.DE vs. SC0Y.DE - Volatility Comparison
iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) has a higher volatility of 4.83% compared to Invesco European Insurance Sector UCITS ETF Acc (SC0Y.DE) at 4.60%. This indicates that EXH5.DE's price experiences larger fluctuations and is considered to be riskier than SC0Y.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXH5.DE | SC0Y.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 4.60% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 11.66% | 11.38% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 14.86% | +0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.59% | 16.61% | -0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 19.86% | +0.07% |
EXH5.DE vs. SC0Y.DE - Expense Ratio Comparison
EXH5.DE has a 0.46% expense ratio, which is higher than SC0Y.DE's 0.20% expense ratio.
Dividends
EXH5.DE vs. SC0Y.DE - Dividend Comparison
EXH5.DE's dividend yield for the trailing twelve months is around 3.48%, while SC0Y.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% |
SC0Y.DE Invesco European Insurance Sector UCITS ETF Acc | 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
With a correlation of 0.99, EXH5.DE and SC0Y.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, SC0Y.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0Y.DE is cheaper with a 0.20% expense ratio, compared with 0.46% for EXH5.DE.
EXH5.DE tracks STOXX® Europe 600 Insurance, while SC0Y.DE tracks STOXX® Europe 600 Optimised Insurance. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.46% for EXH5.DE and 0.20% for SC0Y.DE.
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