EXH8.DE vs. SC0R.DE
EXH8.DE (iShares STOXX Europe 600 Retail UCITS ETF (DE)) and SC0R.DE (Invesco European Travel Sector UCITS ETF) are both Consumer Staples Equities funds - EXH8.DE tracks the STOXX® Europe 600 Retail while SC0R.DE tracks the STOXX® Europe 600 Optimised Travel & Leisure. Both are passively managed. Over the past 10 years, EXH8.DE returned 6.32%/yr vs 3.85%/yr for SC0R.DE. A 0.63 correlation means they provide meaningful diversification when combined. EXH8.DE charges 0.46%/yr vs 0.20%/yr for SC0R.DE.
Performance
EXH8.DE vs. SC0R.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EXH8.DE achieves a -1.84% return, which is significantly lower than SC0R.DE's 0.24% return. Over the past 10 years, EXH8.DE has outperformed SC0R.DE with an annualized return of 6.32%, while SC0R.DE has yielded a comparatively lower 3.85% 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%
SC0R.DE
- 1D
- 0.49%
- 1M
- 6.07%
- YTD
- 0.24%
- 6M
- 5.16%
- 1Y
- 9.25%
- 3Y*
- 6.07%
- 5Y*
- 2.45%
- 10Y*
- 3.85%
EXH8.DE vs. SC0R.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% |
SC0R.DE Invesco European Travel Sector UCITS ETF | 0.24% | 6.02% | 14.47% | 24.44% | -14.51% | 6.20% | -13.70% | 23.30% | -14.12% | 19.55% |
Correlation
The correlation between EXH8.DE and SC0R.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2009 | 0.63 |
The correlation between EXH8.DE and SC0R.DE has been stable across timeframes, ranging from 0.59 to 0.63 - 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. SC0R.DE — Risk / Return Rank
EXH8.DE
SC0R.DE
EXH8.DE vs. SC0R.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 Travel Sector UCITS ETF (SC0R.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 | SC0R.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.09 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | 0.61 | -0.13 |
| Martin ratioReturn relative to average drawdown | 1.09 | 1.44 | -0.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EXH8.DE | SC0R.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.39 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.10 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.15 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.39 | -0.09 |
Drawdowns
EXH8.DE vs. SC0R.DE - Drawdown Comparison
The maximum EXH8.DE drawdown since its inception was -54.89%, roughly equal to the maximum SC0R.DE drawdown of -55.64%. Use the drawdown chart below to compare losses from any high point for EXH8.DE and SC0R.DE.
Loading charts...
Drawdown Indicators
| EXH8.DE | SC0R.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.89% | -55.64% | +0.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.96% | -14.20% | +1.24% |
Max Drawdown (3Y)Largest decline over 3 years | -19.54% | -24.76% | +5.22% |
Max Drawdown (5Y)Largest decline over 5 years | -48.60% | -38.34% | -10.26% |
Max Drawdown (10Y)Largest decline over 10 years | -48.60% | -55.64% | +7.04% |
Current DrawdownCurrent decline from peak | -3.99% | -1.42% | -2.57% |
Average DrawdownAverage peak-to-trough decline | -16.64% | -10.37% | -6.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.67% | 5.99% | -0.32% |
Volatility
EXH8.DE vs. SC0R.DE - Volatility Comparison
iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE) and Invesco European Travel Sector UCITS ETF (SC0R.DE) have volatilities of 6.03% and 5.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EXH8.DE | SC0R.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 5.86% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 15.20% | 17.72% | -2.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.59% | 21.97% | -3.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.53% | 23.86% | -2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.73% | 24.89% | -5.16% |
EXH8.DE vs. SC0R.DE - Expense Ratio Comparison
EXH8.DE has a 0.46% expense ratio, which is higher than SC0R.DE's 0.20% expense ratio.
Dividends
EXH8.DE vs. SC0R.DE - Dividend Comparison
EXH8.DE's dividend yield for the trailing twelve months is around 2.13%, while SC0R.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% |
SC0R.DE Invesco European Travel 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 SC0R.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0R.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0R.DE is cheaper with a 0.20% expense ratio, compared with 0.46% for EXH8.DE.
EXH8.DE tracks STOXX® Europe 600 Retail, while SC0R.DE tracks STOXX® Europe 600 Optimised Travel & Leisure. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.46% for EXH8.DE and 0.20% for SC0R.DE.
Find the right allocation for EXH8.DE and SC0R.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