IUSK.DE vs. SC04.DE
IUSK.DE (iShares MSCI Europe SRI UCITS ETF (Acc)) and SC04.DE (Invesco European Household Sector UCITS ETF) are both exchange-traded funds - IUSK.DE is a Europe Equities fund tracking the MSCI Europe SRI Select Reduced Fossil Fuels, while SC04.DE is a Consumer Staples Equities fund tracking the STOXX® Europe 600 Optimised Personal & Household Goods. Both are passively managed. Over the past 10 years, IUSK.DE returned 7.86%/yr vs 4.39%/yr for SC04.DE. A 0.77 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
IUSK.DE vs. SC04.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSK.DE achieves a 6.53% return, which is significantly higher than SC04.DE's -10.69% return. Over the past 10 years, IUSK.DE has outperformed SC04.DE with an annualized return of 7.86%, while SC04.DE has yielded a comparatively lower 4.39% annualized return.
IUSK.DE
- 1D
- 0.74%
- 1M
- 3.57%
- YTD
- 6.53%
- 6M
- 8.39%
- 1Y
- 5.38%
- 3Y*
- 7.02%
- 5Y*
- 5.35%
- 10Y*
- 7.86%
SC04.DE
- 1D
- -0.09%
- 1M
- 2.35%
- YTD
- -10.69%
- 6M
- -10.49%
- 1Y
- -4.17%
- 3Y*
- -0.12%
- 5Y*
- 0.82%
- 10Y*
- 4.39%
IUSK.DE vs. SC04.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSK.DE iShares MSCI Europe SRI UCITS ETF (Acc) | 6.53% | 3.95% | 5.36% | 16.45% | -15.18% | 26.73% | 4.02% | 30.88% | -7.69% | 11.41% |
SC04.DE Invesco European Household Sector UCITS ETF | -10.69% | 7.57% | 7.08% | 8.48% | -10.95% | 19.37% | 6.54% | 29.50% | -16.18% | 13.26% |
Correlation
The correlation between IUSK.DE and SC04.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2011 | 0.77 |
The correlation between IUSK.DE and SC04.DE shifts across timeframes, from 0.63 (1 year) to 0.79 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
IUSK.DE vs. SC04.DE — Risk / Return Rank
IUSK.DE
SC04.DE
IUSK.DE vs. SC04.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) and Invesco European Household Sector UCITS ETF (SC04.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.
| IUSK.DE | SC04.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 0.97 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | -0.27 | +0.80 |
| Martin ratioReturn relative to average drawdown | 1.40 | -0.63 | +2.03 |
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
| IUSK.DE | SC04.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | -0.25 | +0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.05 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.26 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.58 | -0.09 |
Drawdowns
IUSK.DE vs. SC04.DE - Drawdown Comparison
The maximum IUSK.DE drawdown since its inception was -33.56%, which is greater than SC04.DE's maximum drawdown of -29.42%. Use the drawdown chart below to compare losses from any high point for IUSK.DE and SC04.DE.
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Drawdown Indicators
| IUSK.DE | SC04.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -29.42% | -4.14% |
Max Drawdown (1Y)Largest decline over 1 year | -10.12% | -15.34% | +5.22% |
Max Drawdown (3Y)Largest decline over 3 years | -15.94% | -17.60% | +1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -22.04% | -1.46% |
Max Drawdown (10Y)Largest decline over 10 years | -33.56% | -29.42% | -4.14% |
Current DrawdownCurrent decline from peak | -0.86% | -12.83% | +11.97% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -5.57% | -0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 6.64% | -2.81% |
Volatility
IUSK.DE vs. SC04.DE - Volatility Comparison
The current volatility for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) is 4.24%, while Invesco European Household Sector UCITS ETF (SC04.DE) has a volatility of 5.37%. This indicates that IUSK.DE experiences smaller price fluctuations and is considered to be less risky than SC04.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSK.DE | SC04.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 5.37% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 13.25% | -2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 16.34% | -2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 17.15% | -2.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 16.97% | -1.47% |
IUSK.DE vs. SC04.DE - Expense Ratio Comparison
Both IUSK.DE and SC04.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
IUSK.DE vs. SC04.DE - Dividend Comparison
Neither IUSK.DE nor SC04.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSK.DE and SC04.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IUSK.DE and SC04.DE have the same expense ratio: 0.20% per year.
IUSK.DE is categorized as Europe Equities, while SC04.DE is Consumer Staples Equities. IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels, while SC04.DE tracks STOXX® Europe 600 Optimised Personal & Household Goods. They also come from different issuers: iShares and Invesco.
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