NFRA vs. SC04.DE
NFRA (FlexShares STOXX Global Broad Infrastructure Index Fund) and SC04.DE (Invesco European Household Sector UCITS ETF) are both exchange-traded funds - NFRA is a Utilities Equities fund tracking the STOXX Global Broad Infrastructure Index, 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, NFRA returned 7.17%/yr vs 4.63%/yr for SC04.DE. A 0.52 correlation means they provide meaningful diversification when combined. NFRA charges 0.47%/yr vs 0.20%/yr for SC04.DE.
Performance
NFRA vs. SC04.DE - Performance Comparison
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Different Trading Currencies
NFRA is traded in USD, while SC04.DE is traded in EUR. To make them comparable, the SC04.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, NFRA achieves a 8.93% return, which is significantly higher than SC04.DE's -11.69% return. Over the past 10 years, NFRA has outperformed SC04.DE with an annualized return of 7.17%, while SC04.DE has yielded a comparatively lower 4.63% annualized return.
NFRA
- 1D
- -1.08%
- 1M
- 0.27%
- YTD
- 8.93%
- 6M
- 9.67%
- 1Y
- 13.59%
- 3Y*
- 12.91%
- 5Y*
- 5.56%
- 10Y*
- 7.17%
SC04.DE
- 1D
- -1.75%
- 1M
- 1.81%
- YTD
- -11.69%
- 6M
- -10.69%
- 1Y
- -1.43%
- 3Y*
- 2.36%
- 5Y*
- -0.11%
- 10Y*
- 4.63%
NFRA vs. SC04.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NFRA FlexShares STOXX Global Broad Infrastructure Index Fund | 8.93% | 18.42% | 4.76% | 8.96% | -10.11% | 9.61% | 2.24% | 26.27% | -7.74% | 15.92% |
SC04.DE Invesco European Household Sector UCITS ETF | -11.69% | 21.44% | 0.95% | 11.91% | -15.86% | 9.96% | 16.95% | 26.76% | -20.12% | 29.28% |
Correlation
The correlation between NFRA and SC04.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2013 | 0.52 |
The correlation between NFRA and SC04.DE has been stable across timeframes, ranging from 0.46 to 0.52 - a consistent structural relationship.
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Return for Risk
NFRA vs. SC04.DE — Risk / Return Rank
NFRA
SC04.DE
NFRA vs. SC04.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) 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.
| NFRA | SC04.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | -0.08 | +1.40 |
Sortino ratioReturn per unit of downside risk | 1.89 | 0.01 | +1.88 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.00 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | -0.08 | +1.96 |
Martin ratioReturn relative to average drawdown | 6.01 | -0.20 | +6.21 |
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
| NFRA | SC04.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | -0.08 | +1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | -0.01 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.24 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.44 | +0.04 |
Drawdowns
NFRA vs. SC04.DE - Drawdown Comparison
The maximum NFRA drawdown since its inception was -32.49%, roughly equal to the maximum SC04.DE drawdown of -33.45%. Use the drawdown chart below to compare losses from any high point for NFRA and SC04.DE.
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Drawdown Indicators
| NFRA | SC04.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.49% | -33.45% | +0.96% |
Max Drawdown (1Y)Largest decline over 1 year | -7.28% | -16.92% | +9.64% |
Max Drawdown (3Y)Largest decline over 3 years | -11.15% | -18.73% | +7.58% |
Max Drawdown (5Y)Largest decline over 5 years | -22.75% | -33.45% | +10.70% |
Max Drawdown (10Y)Largest decline over 10 years | -32.49% | -33.45% | +0.96% |
Current DrawdownCurrent decline from peak | -2.15% | -14.00% | +11.85% |
Average DrawdownAverage peak-to-trough decline | -4.53% | -6.71% | +2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 7.03% | -4.76% |
Volatility
NFRA vs. SC04.DE - Volatility Comparison
The current volatility for FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) is 3.35%, while Invesco European Household Sector UCITS ETF (SC04.DE) has a volatility of 6.97%. This indicates that NFRA 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
| NFRA | SC04.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 6.97% | -3.62% |
Volatility (6M)Calculated over the trailing 6-month period | 8.30% | 14.42% | -6.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.37% | 17.99% | -7.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.98% | 20.13% | -7.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.97% | 19.06% | -4.09% |
NFRA vs. SC04.DE - Expense Ratio Comparison
NFRA has a 0.47% expense ratio, which is higher than SC04.DE's 0.20% expense ratio.
Dividends
NFRA vs. SC04.DE - Dividend Comparison
NFRA's dividend yield for the trailing twelve months is around 5.54%, while SC04.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NFRA FlexShares STOXX Global Broad Infrastructure Index Fund | 5.54% | 6.00% | 3.33% | 2.57% | 2.28% | 2.71% | 2.22% | 2.27% | 3.06% | 2.81% | 2.98% | 2.47% |
SC04.DE Invesco European Household 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
NFRA and SC04.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC04.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC04.DE is cheaper with a 0.20% expense ratio, compared with 0.47% for NFRA.
NFRA is categorized as Utilities Equities, while SC04.DE is Consumer Staples Equities. NFRA tracks STOXX Global Broad Infrastructure Index, while SC04.DE tracks STOXX® Europe 600 Optimised Personal & Household Goods. They also come from different issuers: FlexShares and Invesco. Their fees differ too: 0.47% for NFRA and 0.20% for SC04.DE.
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