EXH8.DE vs. SC04.DE
EXH8.DE (iShares STOXX Europe 600 Retail UCITS ETF (DE)) and SC04.DE (Invesco European Household Sector UCITS ETF) are both Consumer Staples Equities funds - EXH8.DE tracks the STOXX® Europe 600 Retail while SC04.DE tracks the STOXX® Europe 600 Optimised Personal & Household Goods. Both are passively managed. Over the past 10 years, EXH8.DE returned 7.40%/yr vs 5.77%/yr for SC04.DE. A 0.68 correlation means they provide meaningful diversification when combined. EXH8.DE charges 0.46%/yr vs 0.20%/yr for SC04.DE.
Performance
EXH8.DE vs. SC04.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXH8.DE achieves a 2.01% return, which is significantly higher than SC04.DE's -3.50% return. Over the past 10 years, EXH8.DE has outperformed SC04.DE with an annualized return of 7.40%, while SC04.DE has yielded a comparatively lower 5.77% annualized return.
EXH8.DE
- 1D
- -1.58%
- 1M
- 5.31%
- YTD
- 2.01%
- 6M
- 2.72%
- 1Y
- 16.11%
- 3Y*
- 12.32%
- 5Y*
- 2.26%
- 10Y*
- 7.40%
SC04.DE
- 1D
- 0.15%
- 1M
- 2.88%
- YTD
- -3.50%
- 6M
- -2.95%
- 1Y
- 9.35%
- 3Y*
- 2.26%
- 5Y*
- 2.19%
- 10Y*
- 5.77%
EXH8.DE vs. SC04.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXH8.DE iShares STOXX Europe 600 Retail UCITS ETF (DE) | 2.01% | 13.30% | 10.53% | 36.36% | -30.85% | 12.99% | 9.47% | 38.24% | -10.15% | -1.13% |
SC04.DE Invesco European Household Sector UCITS ETF | -3.50% | 7.46% | 7.08% | 8.48% | -10.95% | 19.37% | 6.54% | 29.50% | -16.18% | 13.26% |
Correlation
The correlation between EXH8.DE and SC04.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 2009 | 0.68 |
Over the past year, the correlation between EXH8.DE and SC04.DE has dropped to 0.47 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
EXH8.DE vs. SC04.DE — Risk / Return Rank
EXH8.DE
SC04.DE
EXH8.DE vs. SC04.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE) and Invesco European Household Sector UCITS ETF (SC04.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.
| EXH8.DE | SC04.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.11 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 0.60 | +0.64 |
| Martin ratioReturn relative to average drawdown | 3.17 | 1.31 | +1.86 |
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Drawdowns
EXH8.DE vs. SC04.DE - Drawdown Comparison
The maximum EXH8.DE drawdown since its inception was -52.64%, which is greater than SC04.DE's maximum drawdown of -29.42%. Use the drawdown chart below to compare losses from any high point for EXH8.DE and SC04.DE.
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Drawdown Indicators
| EXH8.DE | SC04.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.64% | -29.42% | -23.22% |
Max Drawdown (1Y)Largest decline over 1 year | -12.97% | -15.59% | +2.62% |
Max Drawdown (3Y)Largest decline over 3 years | -19.66% | -17.60% | -2.06% |
Max Drawdown (5Y)Largest decline over 5 years | -48.56% | -22.04% | -26.52% |
Max Drawdown (10Y)Largest decline over 10 years | -48.79% | -29.42% | -19.37% |
Current DrawdownCurrent decline from peak | -1.58% | -6.38% | +4.80% |
Average DrawdownAverage peak-to-trough decline | -16.44% | -5.50% | -10.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.07% | 7.14% | -2.07% |
Volatility
EXH8.DE vs. SC04.DE - Volatility Comparison
iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE) has a higher volatility of 5.37% compared to Invesco European Household Sector UCITS ETF (SC04.DE) at 4.42%. This indicates that EXH8.DE's price experiences larger fluctuations and is considered to be riskier than SC04.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXH8.DE | SC04.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 4.42% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 13.31% | +1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.90% | 16.03% | +2.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.56% | 17.10% | +4.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.43% | 16.70% | +2.73% |
EXH8.DE vs. SC04.DE - Expense Ratio Comparison
EXH8.DE has a 0.46% expense ratio, which is higher than SC04.DE's 0.20% expense ratio.
Dividends
EXH8.DE vs. SC04.DE - Dividend Comparison
EXH8.DE's dividend yield for the trailing twelve months is around 2.05%, while SC04.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXH8.DE iShares STOXX Europe 600 Retail UCITS ETF (DE) | 2.05% | 2.18% | 2.07% | 2.01% | 2.79% | 0.89% | 1.08% | 1.81% | 2.49% | 2.51% | 2.48% | 2.81% |
SC04.DE Invesco European Household 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
EXH8.DE and SC04.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC04.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC04.DE is cheaper with a 0.20% expense ratio, compared with 0.46% for EXH8.DE.
EXH8.DE tracks STOXX® Europe 600 Retail, while SC04.DE tracks STOXX® Europe 600 Optimised Personal & Household Goods. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.46% for EXH8.DE and 0.20% for SC04.DE.
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