OM3L.DE vs. SC0H.DE
OM3L.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)) and SC0H.DE (Invesco MSCI USA UCITS ETF) are both Large Cap Blend Equities funds - OM3L.DE tracks the MSCI USA ESG Enhanced Focus while SC0H.DE tracks the MSCI USA. Both are passively managed. Over the past 5 years, OM3L.DE returned 13.77%/yr vs 14.59%/yr for SC0H.DE. With a 0.99 correlation, they move nearly in lockstep. OM3L.DE charges 0.07%/yr vs 0.05%/yr for SC0H.DE.
Performance
OM3L.DE vs. SC0H.DE - Performance Comparison
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Returns By Period
In the year-to-date period, OM3L.DE achieves a 10.41% return, which is significantly lower than SC0H.DE's 11.30% return.
OM3L.DE
- 1D
- -0.11%
- 1M
- 4.57%
- YTD
- 10.41%
- 6M
- 9.75%
- 1Y
- 23.08%
- 3Y*
- 17.98%
- 5Y*
- 13.77%
- 10Y*
- —
SC0H.DE
- 1D
- -0.11%
- 1M
- 4.53%
- YTD
- 11.30%
- 6M
- 10.69%
- 1Y
- 25.27%
- 3Y*
- 19.18%
- 5Y*
- 14.59%
- 10Y*
- 15.07%
OM3L.DE vs. SC0H.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
OM3L.DE iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) | 10.41% | 2.65% | 31.09% | 23.69% | -16.09% | 40.76% | 12.80% | 15.18% |
SC0H.DE Invesco MSCI USA UCITS ETF | 11.30% | 4.77% | 32.56% | 23.60% | -15.55% | 38.99% | 9.76% | 13.34% |
Correlation
The correlation between OM3L.DE and SC0H.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | 0.99 |
The correlation between OM3L.DE and SC0H.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
OM3L.DE vs. SC0H.DE — Risk / Return Rank
OM3L.DE
SC0H.DE
OM3L.DE vs. SC0H.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (OM3L.DE) and Invesco MSCI USA UCITS ETF (SC0H.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.
| OM3L.DE | SC0H.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.40 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 3.45 | -0.60 |
| Martin ratioReturn relative to average drawdown | 9.78 | 11.96 | -2.18 |
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
| OM3L.DE | SC0H.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 2.16 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.94 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.98 | -0.08 |
Drawdowns
OM3L.DE vs. SC0H.DE - Drawdown Comparison
The maximum OM3L.DE drawdown since its inception was -33.35%, roughly equal to the maximum SC0H.DE drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for OM3L.DE and SC0H.DE.
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Drawdown Indicators
| OM3L.DE | SC0H.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.35% | -34.20% | +0.85% |
Max Drawdown (1Y)Largest decline over 1 year | -8.14% | -7.32% | -0.82% |
Max Drawdown (3Y)Largest decline over 3 years | -24.21% | -23.66% | -0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -24.21% | -23.66% | -0.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.20% | — |
Current DrawdownCurrent decline from peak | -0.41% | -0.41% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -4.13% | -0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.11% | +0.26% |
Volatility
OM3L.DE vs. SC0H.DE - Volatility Comparison
iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (OM3L.DE) and Invesco MSCI USA UCITS ETF (SC0H.DE) have volatilities of 2.71% and 2.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OM3L.DE | SC0H.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 2.68% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 7.66% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.99% | 11.67% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 15.41% | +0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 16.23% | +1.17% |
OM3L.DE vs. SC0H.DE - Expense Ratio Comparison
OM3L.DE has a 0.07% expense ratio, which is higher than SC0H.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
OM3L.DE vs. SC0H.DE - Dividend Comparison
OM3L.DE's dividend yield for the trailing twelve months is around 0.81%, while SC0H.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
OM3L.DE iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) | 0.81% | 0.89% | 0.99% | 2.46% | 2.99% | 2.12% | 2.86% | 2.21% |
SC0H.DE Invesco MSCI USA UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.99, OM3L.DE and SC0H.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SC0H.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0H.DE is cheaper with a 0.05% expense ratio, compared with 0.07% for OM3L.DE.
OM3L.DE tracks MSCI USA ESG Enhanced Focus, while SC0H.DE tracks MSCI USA. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for OM3L.DE and 0.05% for SC0H.DE.
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