EXH8.DE vs. SC05.DE
EXH8.DE (iShares STOXX Europe 600 Retail UCITS ETF (DE)) and SC05.DE (Invesco European Retail Sector UCITS ETF) are both Consumer Staples Equities funds - EXH8.DE tracks the STOXX® Europe 600 Retail while SC05.DE tracks the STOXX® Europe 600 Optimised Retail. Both are passively managed. Over the past 10 years, EXH8.DE returned 6.32%/yr vs 4.56%/yr for SC05.DE. Their correlation of 0.95 suggests significant overlap in exposure. EXH8.DE charges 0.46%/yr vs 0.20%/yr for SC05.DE.
Performance
EXH8.DE vs. SC05.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXH8.DE achieves a -1.84% return, which is significantly higher than SC05.DE's -2.73% return. Over the past 10 years, EXH8.DE has outperformed SC05.DE with an annualized return of 6.32%, while SC05.DE has yielded a comparatively lower 4.56% annualized return.
EXH8.DE
- 1D
- 0.97%
- 1M
- 4.30%
- YTD
- -1.84%
- 6M
- 0.34%
- 1Y
- 6.63%
- 3Y*
- 12.48%
- 5Y*
- 1.95%
- 10Y*
- 6.32%
SC05.DE
- 1D
- 1.07%
- 1M
- 4.86%
- YTD
- -2.73%
- 6M
- -0.97%
- 1Y
- -0.12%
- 3Y*
- 9.76%
- 5Y*
- -0.57%
- 10Y*
- 4.56%
EXH8.DE vs. SC05.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) | -1.84% | 13.47% | 10.93% | 36.87% | -30.57% | 13.16% | 9.68% | 38.72% | -9.61% | -0.73% |
SC05.DE Invesco European Retail Sector UCITS ETF | -2.73% | 8.95% | 8.15% | 35.71% | -33.09% | 12.03% | 11.17% | 39.11% | -12.09% | -1.89% |
Correlation
The correlation between EXH8.DE and SC05.DE is 0.97 - 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 | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2009 | 0.95 |
The correlation between EXH8.DE and SC05.DE has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.
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Return for Risk
EXH8.DE vs. SC05.DE — Risk / Return Rank
EXH8.DE
SC05.DE
EXH8.DE vs. SC05.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 Retail Sector UCITS ETF (SC05.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.
| EXH8.DE | SC05.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.01 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | -0.05 | +0.53 |
| Martin ratioReturn relative to average drawdown | 1.09 | -0.11 | +1.21 |
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
| EXH8.DE | SC05.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | -0.04 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | -0.03 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.22 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.30 | 0.00 |
Drawdowns
EXH8.DE vs. SC05.DE - Drawdown Comparison
The maximum EXH8.DE drawdown since its inception was -54.89%, which is greater than SC05.DE's maximum drawdown of -51.51%. Use the drawdown chart below to compare losses from any high point for EXH8.DE and SC05.DE.
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Drawdown Indicators
| EXH8.DE | SC05.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.89% | -51.51% | -3.38% |
Max Drawdown (1Y)Largest decline over 1 year | -12.96% | -14.81% | +1.85% |
Max Drawdown (3Y)Largest decline over 3 years | -19.54% | -19.36% | -0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -48.60% | -51.51% | +2.91% |
Max Drawdown (10Y)Largest decline over 10 years | -48.60% | -51.51% | +2.91% |
Current DrawdownCurrent decline from peak | -3.99% | -5.67% | +1.68% |
Average DrawdownAverage peak-to-trough decline | -16.64% | -11.73% | -4.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.67% | 6.41% | -0.74% |
Volatility
EXH8.DE vs. SC05.DE - Volatility Comparison
The current volatility for iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE) is 6.03%, while Invesco European Retail Sector UCITS ETF (SC05.DE) has a volatility of 6.40%. This indicates that EXH8.DE experiences smaller price fluctuations and is considered to be less risky than SC05.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 | SC05.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 6.40% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 15.20% | 15.78% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.59% | 19.04% | -0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.53% | 22.11% | -0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.73% | 20.24% | -0.51% |
EXH8.DE vs. SC05.DE - Expense Ratio Comparison
EXH8.DE has a 0.46% expense ratio, which is higher than SC05.DE's 0.20% expense ratio.
Dividends
EXH8.DE vs. SC05.DE - Dividend Comparison
EXH8.DE's dividend yield for the trailing twelve months is around 2.13%, while SC05.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) | 2.13% | 2.30% | 2.40% | 2.34% | 3.25% | 1.04% | 1.26% | 2.10% | 3.20% | 2.91% | 2.88% | 3.27% |
SC05.DE Invesco European Retail 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
With a correlation of 0.97, EXH8.DE and SC05.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, SC05.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC05.DE is cheaper with a 0.20% expense ratio, compared with 0.46% for EXH8.DE.
EXH8.DE tracks STOXX® Europe 600 Retail, while SC05.DE tracks STOXX® Europe 600 Optimised Retail. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.46% for EXH8.DE and 0.20% for SC05.DE.
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