IUS2.DE vs. SC0Y.DE
IUS2.DE (iShares S&P U.S. Banks UCITS ETF USD (Acc)) and SC0Y.DE (Invesco European Insurance Sector UCITS ETF Acc) are both Financials Equities funds - IUS2.DE tracks the S&P 900 Banks 7/4 Capped while SC0Y.DE tracks the STOXX® Europe 600 Optimised Insurance. Both are passively managed. Over the past 5 years, IUS2.DE returned 5.75%/yr vs 13.84%/yr for SC0Y.DE. A 0.57 correlation means they provide meaningful diversification when combined. IUS2.DE charges 0.35%/yr vs 0.20%/yr for SC0Y.DE.
Performance
IUS2.DE vs. SC0Y.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IUS2.DE achieves a 4.22% return, which is significantly higher than SC0Y.DE's -2.77% return.
IUS2.DE
- 1D
- 3.48%
- 1M
- 1.75%
- YTD
- 4.22%
- 6M
- 7.92%
- 1Y
- 25.71%
- 3Y*
- 22.96%
- 5Y*
- 5.75%
- 10Y*
- —
SC0Y.DE
- 1D
- 0.26%
- 1M
- -1.73%
- YTD
- -2.77%
- 6M
- 2.04%
- 1Y
- 2.50%
- 3Y*
- 17.89%
- 5Y*
- 13.84%
- 10Y*
- 10.75%
IUS2.DE vs. SC0Y.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IUS2.DE iShares S&P U.S. Banks UCITS ETF USD (Acc) | 4.22% | 8.89% | 33.51% | -6.27% | -14.40% | 53.00% | -20.33% | 37.52% | -20.65% |
SC0Y.DE Invesco European Insurance Sector UCITS ETF Acc | -2.77% | 29.31% | 22.30% | 12.85% | 2.78% | 19.96% | -10.11% | 29.63% | -11.09% |
Correlation
The correlation between IUS2.DE and SC0Y.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since May 25, 2018 | 0.57 |
The correlation between IUS2.DE and SC0Y.DE shifts across timeframes, from 0.41 (3 years) to 0.57 (all time), reflecting how their relationship changes across market environments.
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
IUS2.DE vs. SC0Y.DE — Risk / Return Rank
IUS2.DE
SC0Y.DE
IUS2.DE vs. SC0Y.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE) and Invesco European Insurance Sector UCITS ETF Acc (SC0Y.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.
| IUS2.DE | SC0Y.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.05 | ||
| Sortino ratioReturn per unit of downside risk | +1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.04 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 0.35 | +1.38 |
| Martin ratioReturn relative to average drawdown | 4.72 | 0.71 | +4.00 |
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
| IUS2.DE | SC0Y.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 0.17 | +1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.82 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.52 | -0.32 |
Drawdowns
IUS2.DE vs. SC0Y.DE - Drawdown Comparison
The maximum IUS2.DE drawdown since its inception was -49.73%, which is greater than SC0Y.DE's maximum drawdown of -46.88%. Use the drawdown chart below to compare losses from any high point for IUS2.DE and SC0Y.DE.
Loading charts...
Drawdown Indicators
| IUS2.DE | SC0Y.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.73% | -46.88% | -2.85% |
Max Drawdown (1Y)Largest decline over 1 year | -14.73% | -7.02% | -7.71% |
Max Drawdown (3Y)Largest decline over 3 years | -32.32% | -12.60% | -19.72% |
Max Drawdown (5Y)Largest decline over 5 years | -48.08% | -18.89% | -29.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.88% | — |
Current DrawdownCurrent decline from peak | -3.92% | -5.41% | +1.49% |
Average DrawdownAverage peak-to-trough decline | -16.24% | -7.14% | -9.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 3.49% | +1.95% |
Volatility
IUS2.DE vs. SC0Y.DE - Volatility Comparison
iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE) has a higher volatility of 5.80% compared to Invesco European Insurance Sector UCITS ETF Acc (SC0Y.DE) at 4.60%. This indicates that IUS2.DE's price experiences larger fluctuations and is considered to be riskier than SC0Y.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IUS2.DE | SC0Y.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 4.60% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 15.40% | 11.38% | +4.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.99% | 14.86% | +6.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.98% | 16.61% | +10.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.10% | 19.86% | +10.24% |
IUS2.DE vs. SC0Y.DE - Expense Ratio Comparison
IUS2.DE has a 0.35% expense ratio, which is higher than SC0Y.DE's 0.20% expense ratio.
Dividends
IUS2.DE vs. SC0Y.DE - Dividend Comparison
Neither IUS2.DE nor SC0Y.DE has paid dividends to shareholders.
Frequently Asked Questions
IUS2.DE and SC0Y.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0Y.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0Y.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for IUS2.DE.
IUS2.DE tracks S&P 900 Banks 7/4 Capped, while SC0Y.DE tracks STOXX® Europe 600 Optimised Insurance. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.35% for IUS2.DE and 0.20% for SC0Y.DE.
Find the right allocation for IUS2.DE and SC0Y.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