RTYS.L vs. SC0C.DE
RTYS.L (Invesco Russell 2000 UCITS ETF) and SC0C.DE (Invesco STOXX Europe 600 UCITS ETF) are both exchange-traded funds - RTYS.L is a Small Cap Blend Equities fund tracking the Russell 2000 TR USD, while SC0C.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, RTYS.L returned 10.67%/yr vs 9.28%/yr for SC0C.DE. A 0.58 correlation means they provide meaningful diversification when combined. RTYS.L charges 0.25%/yr vs 0.19%/yr for SC0C.DE.
Performance
RTYS.L vs. SC0C.DE - Performance Comparison
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Different Trading Currencies
RTYS.L is traded in USD, while SC0C.DE is traded in EUR. To make them comparable, the SC0C.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, RTYS.L achieves a 16.53% return, which is significantly higher than SC0C.DE's 5.55% return. Over the past 10 years, RTYS.L has outperformed SC0C.DE with an annualized return of 10.67%, while SC0C.DE has yielded a comparatively lower 9.28% annualized return.
RTYS.L
- 1D
- -1.07%
- 1M
- 3.46%
- YTD
- 16.53%
- 6M
- 16.96%
- 1Y
- 39.75%
- 3Y*
- 18.26%
- 5Y*
- 5.95%
- 10Y*
- 10.67%
SC0C.DE
- 1D
- -0.91%
- 1M
- 2.83%
- YTD
- 5.55%
- 6M
- 9.26%
- 1Y
- 18.55%
- 3Y*
- 16.50%
- 5Y*
- 8.44%
- 10Y*
- 9.28%
RTYS.L vs. SC0C.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RTYS.L Invesco Russell 2000 UCITS ETF | 16.53% | 12.51% | 10.09% | 18.90% | -21.01% | 13.97% | 19.89% | 24.61% | -12.53% | 14.83% |
SC0C.DE Invesco STOXX Europe 600 UCITS ETF | 5.55% | 36.22% | 2.12% | 19.19% | -15.45% | 14.69% | 7.60% | 25.61% | -15.39% | 26.52% |
Correlation
The correlation between RTYS.L and SC0C.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 | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2011 | 0.58 |
The correlation between RTYS.L and SC0C.DE has been stable across timeframes, ranging from 0.58 to 0.66 - a consistent structural relationship.
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Return for Risk
RTYS.L vs. SC0C.DE — Risk / Return Rank
RTYS.L
SC0C.DE
RTYS.L vs. SC0C.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 2000 UCITS ETF (RTYS.L) and Invesco STOXX Europe 600 UCITS ETF (SC0C.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.
| RTYS.L | SC0C.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.87 | ||
| Sortino ratioReturn per unit of downside risk | +1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.23 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 1.65 | +2.10 |
| Martin ratioReturn relative to average drawdown | 12.22 | 5.88 | +6.34 |
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
| RTYS.L | SC0C.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 1.25 | +0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.47 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.51 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.49 | +0.06 |
Drawdowns
RTYS.L vs. SC0C.DE - Drawdown Comparison
The maximum RTYS.L drawdown since its inception was -42.15%, which is greater than SC0C.DE's maximum drawdown of -36.14%. Use the drawdown chart below to compare losses from any high point for RTYS.L and SC0C.DE.
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Drawdown Indicators
| RTYS.L | SC0C.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.15% | -36.14% | -6.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.57% | -11.21% | +0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -28.71% | -15.04% | -13.67% |
Max Drawdown (5Y)Largest decline over 5 years | -31.97% | -32.30% | +0.33% |
Max Drawdown (10Y)Largest decline over 10 years | -42.15% | -36.14% | -6.01% |
Current DrawdownCurrent decline from peak | -1.24% | -2.57% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -9.15% | -8.23% | -0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 3.15% | +0.09% |
Volatility
RTYS.L vs. SC0C.DE - Volatility Comparison
Invesco Russell 2000 UCITS ETF (RTYS.L) has a higher volatility of 6.29% compared to Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) at 5.62%. This indicates that RTYS.L's price experiences larger fluctuations and is considered to be riskier than SC0C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RTYS.L | SC0C.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 5.62% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 13.46% | 12.21% | +1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.68% | 14.76% | +3.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.27% | 17.63% | +4.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.16% | 18.13% | +4.03% |
RTYS.L vs. SC0C.DE - Expense Ratio Comparison
RTYS.L has a 0.25% expense ratio, which is higher than SC0C.DE's 0.19% 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
RTYS.L vs. SC0C.DE - Dividend Comparison
Neither RTYS.L nor SC0C.DE has paid dividends to shareholders.
Frequently Asked Questions
RTYS.L and SC0C.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.
On fees, SC0C.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0C.DE is cheaper with a 0.19% expense ratio, compared with 0.25% for RTYS.L.
RTYS.L is categorized as Small Cap Blend Equities, while SC0C.DE is Europe Equities. RTYS.L tracks Russell 2000 TR USD, while SC0C.DE tracks STOXX® Europe 600. Their fees differ too: 0.25% for RTYS.L and 0.19% for SC0C.DE.
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