MDLZ vs. SC02.DE

Last updated Jun 13, 2026

MDLZ (Mondelez International, Inc.) is a stock, while SC02.DE (Invesco European Financials Sector UCITS ETF) is Financials Equities fund tracking the STOXX® Europe 600 Optimised Financial Services. Over the past 10 years, MDLZ returned 6.09%/yr vs 11.97%/yr for SC02.DE. At a 0.25 correlation, their price movements are largely independent.

Performance

MDLZ vs. SC02.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mondelez International, Inc. (MDLZ) and Invesco European Financials Sector UCITS ETF (SC02.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

MDLZ is traded in USD, while SC02.DE is traded in EUR. To make them comparable, the SC02.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MDLZ achieves a 18.03% return, which is significantly higher than SC02.DE's 1.40% return. Over the past 10 years, MDLZ has underperformed SC02.DE with an annualized return of 6.09%, while SC02.DE has yielded a comparatively higher 11.97% annualized return.

MDLZ

• 1D: -0.58%
• 1M: 4.22%
• YTD: 18.03%
• 6M: 18.65%
• 1Y: -2.75%
• 3Y*: -1.98%
• 5Y*: 2.36%
• 10Y*: 6.09%

SC02.DE

• 1D: 2.54%
• 1M: 2.59%
• YTD: 1.40%
• 6M: 7.32%
• 1Y: 8.64%
• 3Y*: 18.73%
• 5Y*: 7.47%
• 10Y*: 11.97%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MDLZ vs. SC02.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MDLZ Mondelez International, Inc.	18.03%	-7.03%	-15.30%	11.17%	2.92%	15.87%	8.58%	40.42%	-4.27%	-1.58%
SC02.DE Invesco European Financials Sector UCITS ETF	1.40%	24.11%	12.43%	31.64%	-25.10%	14.77%	16.45%	43.44%	-18.51%	35.71%

Correlation

The correlation between MDLZ and SC02.DE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (10Y) Calculated over the trailing 10-year period	0.20
Correlation (All Time) Calculated using the full available price history since Jul 7, 2009	0.25

The correlation between MDLZ and SC02.DE shifts across timeframes, from 0.09 (3 years) to 0.25 (all time), reflecting how their relationship changes across market environments.

Return for Risk

MDLZ vs. SC02.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MDLZ

MDLZ Risk / Return Rank: 33
MDLZ Sharpe Ratio Rank: 34
MDLZ Sortino Ratio Rank: 29
MDLZ Omega Ratio Rank: 29
MDLZ Calmar Ratio Rank: 38
MDLZ Martin Ratio Rank: 37

SC02.DE

SC02.DE Risk / Return Rank: 16
SC02.DE Sharpe Ratio Rank: 17
SC02.DE Sortino Ratio Rank: 16
SC02.DE Omega Ratio Rank: 15
SC02.DE Calmar Ratio Rank: 17
SC02.DE Martin Ratio Rank: 17

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MDLZ vs. SC02.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mondelez International, Inc. (MDLZ) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	MDLZ	SC02.DE	Difference
Sharpe ratio: Return per unit of total volatility	-0.20	0.39	-0.59
Sortino ratio: Return per unit of downside risk	-0.13	0.67	-0.80
Omega ratio: Gain probability vs. loss probability	0.98	1.08	-0.09
Calmar ratio: Return relative to maximum drawdown	-0.17	0.50	-0.68
Martin ratio: Return relative to average drawdown	-0.30	1.43	-1.73

MDLZ vs. SC02.DE - Sharpe Ratio Comparison

The current MDLZ Sharpe Ratio is -0.20, which is lower than the SC02.DE Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of MDLZ and SC02.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MDLZ vs. SC02.DE - Drawdown Comparison

The maximum MDLZ drawdown since its inception was -42.52%, roughly equal to the maximum SC02.DE drawdown of -43.27%. Use the drawdown chart below to compare losses from any high point for MDLZ and SC02.DE.

Drawdown Indicators

	MDLZ	SC02.DE	Difference
Max Drawdown Largest peak-to-trough decline	-42.52%	-43.27%	+0.75%
Max Drawdown (1Y) Largest decline over 1 year	-25.93%	-13.50%	-12.43%
Max Drawdown (3Y) Largest decline over 3 years	-29.00%	-16.16%	-12.84%
Max Drawdown (5Y) Largest decline over 5 years	-29.14%	-40.27%	+11.13%
Max Drawdown (10Y) Largest decline over 10 years	-29.74%	-43.27%	+13.53%
Current Drawdown Current decline from peak	-12.59%	-2.81%	-9.78%
Average Drawdown Average peak-to-trough decline	-11.03%	-10.18%	-0.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.70%	4.76%	+9.94%

Volatility

MDLZ vs. SC02.DE - Volatility Comparison

The current volatility for Mondelez International, Inc. (MDLZ) is 5.46%, while Invesco European Financials Sector UCITS ETF (SC02.DE) has a volatility of 5.85%. This indicates that MDLZ experiences smaller price fluctuations and is considered to be less risky than SC02.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MDLZ	SC02.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.46%	5.85%	-0.39%
Volatility (6M) Calculated over the trailing 6-month period	16.28%	13.98%	+2.30%
Volatility (1Y) Calculated over the trailing 1-year period	22.26%	17.43%	+4.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.52%	21.97%	-2.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.03%	22.60%	-1.57%

Dividends

MDLZ vs. SC02.DE - Dividend Comparison

MDLZ's dividend yield for the trailing twelve months is around 3.13%, while SC02.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MDLZ Mondelez International, Inc.	3.13%	3.60%	3.00%	2.24%	2.21%	2.01%	2.05%	1.98%	2.40%	1.92%	1.62%	1.43%
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

Can I hold both MDLZ and SC02.DE in my portfolio?

MDLZ and SC02.DE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.