EXV8.DE vs. SC0W.DE
EXV8.DE (iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)) and SC0W.DE (Invesco European Basic Resources Sector UCITS ETF) are both Industrials Equities funds - EXV8.DE tracks the STOXX® Europe 600 Construction & Materials while SC0W.DE tracks the STOXX® Europe 600 Optimised Basic Resources. Both are passively managed. Over the past 10 years, EXV8.DE returned 10.37%/yr vs 17.03%/yr for SC0W.DE. A 0.58 correlation means they provide meaningful diversification when combined. EXV8.DE charges 0.46%/yr vs 0.20%/yr for SC0W.DE.
Performance
EXV8.DE vs. SC0W.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXV8.DE achieves a 1.00% return, which is significantly lower than SC0W.DE's 32.91% return. Over the past 10 years, EXV8.DE has underperformed SC0W.DE with an annualized return of 10.37%, while SC0W.DE has yielded a comparatively higher 17.03% annualized return.
EXV8.DE
- 1D
- 0.17%
- 1M
- -4.48%
- YTD
- 1.00%
- 6M
- 2.33%
- 1Y
- 6.56%
- 3Y*
- 15.58%
- 5Y*
- 9.70%
- 10Y*
- 10.37%
SC0W.DE
- 1D
- -0.81%
- 1M
- 6.29%
- YTD
- 32.91%
- 6M
- 42.19%
- 1Y
- 81.16%
- 3Y*
- 20.41%
- 5Y*
- 12.13%
- 10Y*
- 17.03%
EXV8.DE vs. SC0W.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXV8.DE iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) | 1.00% | 25.00% | 6.42% | 33.57% | -18.92% | 32.25% | -2.02% | 42.92% | -17.87% | 10.41% |
SC0W.DE Invesco European Basic Resources Sector UCITS ETF | 32.91% | 33.79% | -7.95% | -3.82% | 9.72% | 27.53% | 12.84% | 22.79% | -10.57% | 24.44% |
Correlation
The correlation between EXV8.DE and SC0W.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2009 | 0.58 |
The correlation between EXV8.DE and SC0W.DE has been stable across timeframes, ranging from 0.51 to 0.58 - a consistent structural relationship.
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Return for Risk
EXV8.DE vs. SC0W.DE — Risk / Return Rank
EXV8.DE
SC0W.DE
EXV8.DE vs. SC0W.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) and Invesco European Basic Resources Sector UCITS ETF (SC0W.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.
| EXV8.DE | SC0W.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.75 | ||
| Sortino ratioReturn per unit of downside risk | -3.23 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.49 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | 4.75 | -4.25 |
| Martin ratioReturn relative to average drawdown | 1.50 | 18.77 | -17.26 |
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
| EXV8.DE | SC0W.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 3.13 | -2.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.44 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.60 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.28 | +0.16 |
Drawdowns
EXV8.DE vs. SC0W.DE - Drawdown Comparison
The maximum EXV8.DE drawdown since its inception was -66.09%, roughly equal to the maximum SC0W.DE drawdown of -68.06%. Use the drawdown chart below to compare losses from any high point for EXV8.DE and SC0W.DE.
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Drawdown Indicators
| EXV8.DE | SC0W.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.09% | -68.06% | +1.97% |
Max Drawdown (1Y)Largest decline over 1 year | -15.30% | -17.64% | +2.34% |
Max Drawdown (3Y)Largest decline over 3 years | -16.83% | -34.35% | +17.52% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -38.09% | +8.86% |
Max Drawdown (10Y)Largest decline over 10 years | -42.81% | -45.64% | +2.83% |
Current DrawdownCurrent decline from peak | -6.66% | -2.54% | -4.12% |
Average DrawdownAverage peak-to-trough decline | -15.00% | -21.96% | +6.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.00% | 4.38% | +0.62% |
Volatility
EXV8.DE vs. SC0W.DE - Volatility Comparison
The current volatility for iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) is 6.24%, while Invesco European Basic Resources Sector UCITS ETF (SC0W.DE) has a volatility of 10.17%. This indicates that EXV8.DE experiences smaller price fluctuations and is considered to be less risky than SC0W.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXV8.DE | SC0W.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 10.17% | -3.93% |
Volatility (6M)Calculated over the trailing 6-month period | 16.12% | 22.56% | -6.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 26.72% | -7.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.47% | 27.37% | -7.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 28.35% | -8.09% |
EXV8.DE vs. SC0W.DE - Expense Ratio Comparison
EXV8.DE has a 0.46% expense ratio, which is higher than SC0W.DE's 0.20% expense ratio.
Dividends
EXV8.DE vs. SC0W.DE - Dividend Comparison
EXV8.DE's dividend yield for the trailing twelve months is around 1.39%, while SC0W.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV8.DE iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) | 1.39% | 1.39% | 1.69% | 1.59% | 1.78% | 1.34% | 0.53% | 1.55% | 1.66% | 2.87% | 2.80% | 2.79% |
SC0W.DE Invesco European Basic Resources 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
EXV8.DE and SC0W.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0W.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0W.DE is cheaper with a 0.20% expense ratio, compared with 0.46% for EXV8.DE.
EXV8.DE tracks STOXX® Europe 600 Construction & Materials, while SC0W.DE tracks STOXX® Europe 600 Optimised Basic Resources. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.46% for EXV8.DE and 0.20% for SC0W.DE.
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