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EXH8.DE vs. SC05.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXH8.DE vs. SC05.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE) and Invesco European Retail Sector UCITS ETF (SC05.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXH8.DE vs. SC05.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXH8.DE
EXH8.DE Risk / Return Rank: 1414
Overall Rank
EXH8.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
EXH8.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EXH8.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EXH8.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EXH8.DE Martin Ratio Rank: 1414
Martin Ratio Rank

SC05.DE
SC05.DE Risk / Return Rank: 99
Overall Rank
SC05.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SC05.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
SC05.DE Omega Ratio Rank: 88
Omega Ratio Rank
SC05.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
SC05.DE Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DESC05.DEDifference
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

EXH8.DE vs. SC05.DE - Sharpe Ratio Comparison

The current EXH8.DE Sharpe Ratio is 0.33, which is higher than the SC05.DE Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of EXH8.DE and SC05.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EXH8.DESC05.DEDifference

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.DESC05.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.99%

-5.67%

+1.68%

Average Drawdown

Average peak-to-trough decline

-16.64%

-11.73%

-4.91%

Ulcer Index

Depth 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.DESC05.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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