EXX1.DE vs. SC02.DE
EXX1.DE (iShares EURO STOXX Banks 30-15 UCITS ETF (DE)) and SC02.DE (Invesco European Financials Sector UCITS ETF) are both Financials Equities funds - EXX1.DE tracks the EURO STOXX® Banks 30-15 while SC02.DE tracks the STOXX® Europe 600 Optimised Financial Services. Both are passively managed. Over the past 10 years, EXX1.DE returned 14.90%/yr vs 10.49%/yr for SC02.DE. A 0.62 correlation means they provide meaningful diversification when combined. EXX1.DE charges 0.52%/yr vs 0.20%/yr for SC02.DE.
Performance
EXX1.DE vs. SC02.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXX1.DE achieves a 5.47% return, which is significantly higher than SC02.DE's 1.67% return. Over the past 10 years, EXX1.DE has outperformed SC02.DE with an annualized return of 14.90%, while SC02.DE has yielded a comparatively lower 10.49% annualized return.
EXX1.DE
- 1D
- 0.88%
- 1M
- 6.39%
- YTD
- 5.47%
- 6M
- 12.15%
- 1Y
- 41.16%
- 3Y*
- 45.42%
- 5Y*
- 28.85%
- 10Y*
- 14.90%
SC02.DE
- 1D
- 1.84%
- 1M
- 0.07%
- YTD
- 1.67%
- 6M
- 8.51%
- 1Y
- 3.83%
- 3Y*
- 16.32%
- 5Y*
- 8.30%
- 10Y*
- 10.49%
EXX1.DE vs. SC02.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXX1.DE iShares EURO STOXX Banks 30-15 UCITS ETF (DE) | 5.47% | 90.63% | 30.20% | 30.03% | 0.67% | 39.66% | -23.43% | 17.97% | -31.04% | 14.78% |
SC02.DE Invesco European Financials Sector UCITS ETF | 1.67% | 9.93% | 19.25% | 27.60% | -20.74% | 24.60% | 6.09% | 46.54% | -14.49% | 18.89% |
Correlation
The correlation between EXX1.DE and SC02.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2009 | 0.62 |
The correlation between EXX1.DE and SC02.DE has been stable across timeframes, ranging from 0.53 to 0.62 - a consistent structural relationship.
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Return for Risk
EXX1.DE vs. SC02.DE — Risk / Return Rank
EXX1.DE
SC02.DE
EXX1.DE vs. SC02.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.DE) and Invesco European Financials Sector UCITS ETF (SC02.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.
| EXX1.DE | SC02.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.50 | ||
| Sortino ratioReturn per unit of downside risk | +2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.05 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 0.31 | +2.10 |
| Martin ratioReturn relative to average drawdown | 7.65 | 0.86 | +6.80 |
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
| EXX1.DE | SC02.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 0.24 | +1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.13 | 0.43 | +0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.50 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.55 | -0.45 |
Drawdowns
EXX1.DE vs. SC02.DE - Drawdown Comparison
The maximum EXX1.DE drawdown since its inception was -84.32%, which is greater than SC02.DE's maximum drawdown of -42.86%. Use the drawdown chart below to compare losses from any high point for EXX1.DE and SC02.DE.
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Drawdown Indicators
| EXX1.DE | SC02.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.32% | -42.86% | -41.46% |
Max Drawdown (1Y)Largest decline over 1 year | -16.98% | -12.17% | -4.81% |
Max Drawdown (3Y)Largest decline over 3 years | -20.17% | -19.17% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -34.17% | -29.68% | -4.49% |
Max Drawdown (10Y)Largest decline over 10 years | -62.43% | -42.86% | -19.57% |
Current DrawdownCurrent decline from peak | -1.57% | -3.42% | +1.85% |
Average DrawdownAverage peak-to-trough decline | -49.66% | -8.06% | -41.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.36% | 4.46% | +0.90% |
Volatility
EXX1.DE vs. SC02.DE - Volatility Comparison
iShares EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.DE) has a higher volatility of 5.65% compared to Invesco European Financials Sector UCITS ETF (SC02.DE) at 4.93%. This indicates that EXX1.DE's price experiences larger fluctuations and is considered to be riskier than SC02.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXX1.DE | SC02.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.65% | 4.93% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 18.82% | 12.72% | +6.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.58% | 15.92% | +7.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.22% | 19.08% | +6.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.34% | 20.65% | +7.69% |
EXX1.DE vs. SC02.DE - Expense Ratio Comparison
EXX1.DE has a 0.52% expense ratio, which is higher than SC02.DE's 0.20% expense ratio.
Dividends
EXX1.DE vs. SC02.DE - Dividend Comparison
EXX1.DE's dividend yield for the trailing twelve months is around 3.59%, while SC02.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXX1.DE iShares EURO STOXX Banks 30-15 UCITS ETF (DE) | 3.59% | 3.40% | 5.16% | 4.44% | 7.03% | 0.75% | 1.20% | 4.32% | 4.44% | 7.30% | 3.48% | 2.67% |
SC02.DE Invesco European Financials 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
EXX1.DE and SC02.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC02.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC02.DE is cheaper with a 0.20% expense ratio, compared with 0.52% for EXX1.DE.
EXX1.DE tracks EURO STOXX® Banks 30-15, while SC02.DE tracks STOXX® Europe 600 Optimised Financial Services. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.52% for EXX1.DE and 0.20% for SC02.DE.
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