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P500.DE vs. SC0X.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

P500.DE vs. SC0X.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P 500 UCITS ETF (P500.DE) and Invesco European Technology Sector UCITS ETF (SC0X.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, P500.DE achieves a 11.47% return, which is significantly lower than SC0X.DE's 16.14% return. Over the past 10 years, P500.DE has outperformed SC0X.DE with an annualized return of 15.16%, while SC0X.DE has yielded a comparatively lower 11.23% annualized return.


P500.DE

1D
-0.10%
1M
4.39%
YTD
11.47%
6M
10.93%
1Y
25.73%
3Y*
19.07%
5Y*
14.99%
10Y*
15.16%

SC0X.DE

1D
1.07%
1M
11.90%
YTD
16.14%
6M
14.63%
1Y
13.43%
3Y*
11.26%
5Y*
6.18%
10Y*
11.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

P500.DE vs. SC0X.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
P500.DE
Invesco S&P 500 UCITS ETF
11.47%4.88%32.56%22.69%-14.05%41.05%7.04%34.88%-0.84%6.71%
SC0X.DE
Invesco European Technology Sector UCITS ETF
16.14%4.06%5.58%31.88%-27.14%23.14%20.27%35.13%-10.08%19.26%

Correlation

The correlation between P500.DE and SC0X.DE is 0.67, 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

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2011

0.65

The correlation between P500.DE and SC0X.DE has been stable across timeframes, ranging from 0.63 to 0.67 - a consistent structural relationship.

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Return for Risk

P500.DE vs. SC0X.DE — Risk / Return Rank

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

P500.DE
P500.DE Risk / Return Rank: 7070
Overall Rank
P500.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
P500.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
P500.DE Omega Ratio Rank: 7171
Omega Ratio Rank
P500.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
P500.DE Martin Ratio Rank: 7070
Martin Ratio Rank

SC0X.DE
SC0X.DE Risk / Return Rank: 1919
Overall Rank
SC0X.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SC0X.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
SC0X.DE Omega Ratio Rank: 2020
Omega Ratio Rank
SC0X.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
SC0X.DE Martin Ratio Rank: 1919
Martin Ratio Rank
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.

P500.DE vs. SC0X.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF (P500.DE) and Invesco European Technology Sector UCITS ETF (SC0X.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.


P500.DESC0X.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.59

Sortino ratioReturn per unit of downside risk

+2.01

Omega ratioGain probability vs. loss probability

1.41

1.12

+0.29

Calmar ratioReturn relative to maximum drawdown

3.62

0.76

+2.86

Martin ratioReturn relative to average drawdown

12.91

1.99

+10.92

P500.DE vs. SC0X.DE - Sharpe Ratio Comparison

The current P500.DE Sharpe Ratio is 2.23, which is higher than the SC0X.DE Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of P500.DE and SC0X.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.


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Sharpe Ratios by Period


P500.DESC0X.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

0.64

+1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.26

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.49

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.53

+0.48

Drawdowns

P500.DE vs. SC0X.DE - Drawdown Comparison

The maximum P500.DE drawdown since its inception was -33.78%, smaller than the maximum SC0X.DE drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for P500.DE and SC0X.DE.


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Drawdown Indicators


P500.DESC0X.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.78%

-38.91%

+5.13%

Max Drawdown (1Y)

Largest decline over 1 year

-7.11%

-18.06%

+10.95%

Max Drawdown (3Y)

Largest decline over 3 years

-23.34%

-23.90%

+0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-23.34%

-38.91%

+15.57%

Max Drawdown (10Y)

Largest decline over 10 years

-33.78%

-38.91%

+5.13%

Current Drawdown

Current decline from peak

-0.40%

-0.23%

-0.17%

Average Drawdown

Average peak-to-trough decline

-3.85%

-8.77%

+4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

6.88%

-4.89%

Volatility

P500.DE vs. SC0X.DE - Volatility Comparison

The current volatility for Invesco S&P 500 UCITS ETF (P500.DE) is 2.65%, while Invesco European Technology Sector UCITS ETF (SC0X.DE) has a volatility of 7.28%. This indicates that P500.DE experiences smaller price fluctuations and is considered to be less risky than SC0X.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


P500.DESC0X.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

7.28%

-4.63%

Volatility (6M)

Calculated over the trailing 6-month period

7.59%

17.98%

-10.39%

Volatility (1Y)

Calculated over the trailing 1-year period

11.52%

21.57%

-10.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.17%

23.52%

-8.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.07%

22.65%

-6.58%

P500.DE vs. SC0X.DE - Expense Ratio Comparison

P500.DE has a 0.05% expense ratio, which is lower than SC0X.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

P500.DE vs. SC0X.DE - Dividend Comparison

Neither P500.DE nor SC0X.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


P500.DE and SC0X.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, P500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

P500.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for SC0X.DE.

P500.DE is categorized as S&P 500, while SC0X.DE is Technology Equities. P500.DE tracks S&P 500 Index, while SC0X.DE tracks STOXX® Europe 600 Optimised Technology. Their fees differ too: 0.05% for P500.DE and 0.20% for SC0X.DE.

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