EXH8.DE vs. SC0P.DE
EXH8.DE (iShares STOXX Europe 600 Retail UCITS ETF (DE)) and SC0P.DE (Invesco European Autos Sector UCITS ETF) are both Consumer Staples Equities funds - EXH8.DE tracks the STOXX® Europe 600 Retail while SC0P.DE tracks the STOXX® Europe 600 Optimised Automobiles & Parts. Both are passively managed. Over the past 10 years, EXH8.DE returned 7.40%/yr vs 2.98%/yr for SC0P.DE. A 0.60 correlation means they provide meaningful diversification when combined. EXH8.DE charges 0.46%/yr vs 0.20%/yr for SC0P.DE.
Performance
EXH8.DE vs. SC0P.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EXH8.DE achieves a 2.01% return, which is significantly higher than SC0P.DE's -16.96% return. Over the past 10 years, EXH8.DE has outperformed SC0P.DE with an annualized return of 7.40%, while SC0P.DE has yielded a comparatively lower 2.98% 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%
SC0P.DE
- 1D
- -1.53%
- 1M
- -8.96%
- YTD
- -16.96%
- 6M
- -16.37%
- 1Y
- -9.74%
- 3Y*
- -8.21%
- 5Y*
- -5.19%
- 10Y*
- 2.98%
EXH8.DE vs. SC0P.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% |
SC0P.DE Invesco European Autos Sector UCITS ETF | -16.96% | 2.03% | -10.79% | 24.20% | -16.71% | 23.96% | 4.85% | 19.08% | -26.00% | 16.92% |
Correlation
The correlation between EXH8.DE and SC0P.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jul 8, 2009 | 0.60 |
The correlation between EXH8.DE and SC0P.DE has been stable across timeframes, ranging from 0.53 to 0.60 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EXH8.DE vs. SC0P.DE — Risk / Return Rank
EXH8.DE
SC0P.DE
EXH8.DE vs. SC0P.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 Autos Sector UCITS ETF (SC0P.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 | SC0P.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.26 | ||
| Sortino ratioReturn per unit of downside risk | +1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.95 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | -0.47 | +1.70 |
| Martin ratioReturn relative to average drawdown | 3.17 | -0.99 | +4.16 |
Loading charts...
Drawdowns
EXH8.DE vs. SC0P.DE - Drawdown Comparison
The maximum EXH8.DE drawdown since its inception was -52.64%, smaller than the maximum SC0P.DE drawdown of -60.05%. Use the drawdown chart below to compare losses from any high point for EXH8.DE and SC0P.DE.
Loading charts...
Drawdown Indicators
| EXH8.DE | SC0P.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.64% | -60.05% | +7.41% |
Max Drawdown (1Y)Largest decline over 1 year | -12.97% | -20.74% | +7.77% |
Max Drawdown (3Y)Largest decline over 3 years | -19.66% | -35.82% | +16.16% |
Max Drawdown (5Y)Largest decline over 5 years | -48.56% | -35.82% | -12.74% |
Max Drawdown (10Y)Largest decline over 10 years | -48.79% | -60.05% | +11.26% |
Current DrawdownCurrent decline from peak | -1.58% | -35.07% | +33.49% |
Average DrawdownAverage peak-to-trough decline | -16.44% | -15.39% | -1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.07% | 9.85% | -4.78% |
Volatility
EXH8.DE vs. SC0P.DE - Volatility Comparison
The current volatility for iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE) is 5.37%, while Invesco European Autos Sector UCITS ETF (SC0P.DE) has a volatility of 6.21%. This indicates that EXH8.DE experiences smaller price fluctuations and is considered to be less risky than SC0P.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EXH8.DE | SC0P.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 6.21% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 17.79% | -2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.90% | 23.45% | -4.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.56% | 24.61% | -3.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.43% | 25.84% | -6.41% |
EXH8.DE vs. SC0P.DE - Expense Ratio Comparison
EXH8.DE has a 0.46% expense ratio, which is higher than SC0P.DE's 0.20% expense ratio.
Dividends
EXH8.DE vs. SC0P.DE - Dividend Comparison
EXH8.DE's dividend yield for the trailing twelve months is around 2.05%, while SC0P.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% |
SC0P.DE Invesco European Autos 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 SC0P.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0P.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0P.DE is cheaper with a 0.20% expense ratio, compared with 0.46% for EXH8.DE.
EXH8.DE tracks STOXX® Europe 600 Retail, while SC0P.DE tracks STOXX® Europe 600 Optimised Automobiles & Parts. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.46% for EXH8.DE and 0.20% for SC0P.DE.
Find the right allocation for EXH8.DE and SC0P.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer