PortfoliosLab logoPortfoliosLab logo
SC01.DE vs. SC00.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC01.DE vs. SC00.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Construction Sector UCITS ETF (SC01.DE) and Invesco European Chemicals Sector UCITS ETF (SC00.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SC01.DE achieves a 0.76% return, which is significantly lower than SC00.DE's 10.32% return. Over the past 10 years, SC01.DE has outperformed SC00.DE with an annualized return of 10.20%, while SC00.DE has yielded a comparatively lower 5.98% annualized return.


SC01.DE

1D
0.05%
1M
-0.82%
YTD
0.76%
6M
3.12%
1Y
6.72%
3Y*
15.53%
5Y*
9.82%
10Y*
10.20%

SC00.DE

1D
-0.03%
1M
0.84%
YTD
10.32%
6M
11.51%
1Y
-3.93%
3Y*
1.19%
5Y*
-0.03%
10Y*
5.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC01.DE vs. SC00.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SC01.DE
Invesco European Construction Sector UCITS ETF
0.76%24.01%7.02%34.08%-17.94%32.21%-1.77%44.55%-20.32%10.70%
SC00.DE
Invesco European Chemicals Sector UCITS ETF
10.32%-5.68%-7.91%14.24%-15.93%20.69%10.10%32.92%-15.65%14.07%

Correlation

The correlation between SC01.DE and SC00.DE is 0.54, 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

0.54

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

0.59

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

0.64

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

0.52

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2009

0.44

The correlation between SC01.DE and SC00.DE shifts across timeframes, from 0.44 (all time) to 0.64 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SC01.DE vs. SC00.DE — Risk / Return Rank

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

SC01.DE
SC01.DE Risk / Return Rank: 1515
Overall Rank
SC01.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SC01.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
SC01.DE Omega Ratio Rank: 1414
Omega Ratio Rank
SC01.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
SC01.DE Martin Ratio Rank: 1616
Martin Ratio Rank

SC00.DE
SC00.DE Risk / Return Rank: 77
Overall Rank
SC00.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SC00.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
SC00.DE Omega Ratio Rank: 66
Omega Ratio Rank
SC00.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
SC00.DE Martin Ratio Rank: 77
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.

SC01.DE vs. SC00.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Construction Sector UCITS ETF (SC01.DE) and Invesco European Chemicals Sector UCITS ETF (SC00.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.


SC01.DESC00.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.07

0.97

+0.10

Calmar ratioReturn relative to maximum drawdown

0.44

-0.25

+0.69

Martin ratioReturn relative to average drawdown

1.32

-0.41

+1.72

SC01.DE vs. SC00.DE - Sharpe Ratio Comparison

The current SC01.DE Sharpe Ratio is 0.33, which is higher than the SC00.DE Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of SC01.DE and SC00.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.


Loading charts...

Sharpe Ratios by Period


SC01.DESC00.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

-0.24

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

-0.00

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.40

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.57

+0.07

Drawdowns

SC01.DE vs. SC00.DE - Drawdown Comparison

The maximum SC01.DE drawdown since its inception was -37.00%, which is greater than SC00.DE's maximum drawdown of -30.50%. Use the drawdown chart below to compare losses from any high point for SC01.DE and SC00.DE.


Loading charts...

Drawdown Indicators


SC01.DESC00.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.00%

-30.50%

-6.50%

Max Drawdown (1Y)

Largest decline over 1 year

-15.23%

-15.66%

+0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-17.02%

-20.01%

+2.99%

Max Drawdown (5Y)

Largest decline over 5 years

-28.80%

-26.73%

-2.07%

Max Drawdown (10Y)

Largest decline over 10 years

-37.00%

-30.50%

-6.50%

Current Drawdown

Current decline from peak

-6.47%

-9.93%

+3.46%

Average Drawdown

Average peak-to-trough decline

-6.93%

-8.41%

+1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.10%

9.64%

-4.54%

Volatility

SC01.DE vs. SC00.DE - Volatility Comparison

Invesco European Construction Sector UCITS ETF (SC01.DE) has a higher volatility of 6.44% compared to Invesco European Chemicals Sector UCITS ETF (SC00.DE) at 3.95%. This indicates that SC01.DE's price experiences larger fluctuations and is considered to be riskier than SC00.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SC01.DESC00.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

3.95%

+2.49%

Volatility (6M)

Calculated over the trailing 6-month period

16.34%

12.23%

+4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

20.13%

16.14%

+3.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.35%

17.64%

+2.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.03%

19.77%

+5.26%

SC01.DE vs. SC00.DE - Expense Ratio Comparison

Both SC01.DE and SC00.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SC01.DE vs. SC00.DE - Dividend Comparison

Neither SC01.DE nor SC00.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SC01.DE and SC00.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SC01.DE and SC00.DE have the same expense ratio: 0.20% per year.

SC01.DE tracks STOXX® Europe 600 Optimised Construction & Materials, while SC00.DE tracks STOXX® Europe 600 Optimised Chemicals.

Portfolio Optimizer

Find the right allocation for SC01.DE and SC00.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer