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SC01.DE vs. SMLD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC01.DE vs. SMLD.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 Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.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, SC01.DE achieves a 0.76% return, which is significantly lower than SMLD.DE's 20.75% return. Over the past 10 years, SC01.DE has underperformed SMLD.DE with an annualized return of 10.20%, while SMLD.DE has yielded a comparatively higher 15.33% 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%

SMLD.DE

1D
-0.66%
1M
0.52%
YTD
20.75%
6M
14.96%
1Y
13.71%
3Y*
20.56%
5Y*
25.24%
10Y*
15.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC01.DE vs. SMLD.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%
SMLD.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist
20.75%-8.86%35.22%27.59%49.18%62.11%-27.45%24.27%-4.73%-12.47%

Correlation

The correlation between SC01.DE and SMLD.DE is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.12

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

0.06

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

0.14

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

0.17

Correlation (All Time)
Calculated using the full available price history since May 17, 2013

0.19

The correlation between SC01.DE and SMLD.DE shifts across timeframes, from -0.12 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SC01.DE vs. SMLD.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

SMLD.DE
SMLD.DE Risk / Return Rank: 2020
Overall Rank
SMLD.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SMLD.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SMLD.DE Omega Ratio Rank: 2323
Omega Ratio Rank
SMLD.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
SMLD.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.

SC01.DE vs. SMLD.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 Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.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.DESMLD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.07

1.15

-0.08

Calmar ratioReturn relative to maximum drawdown

0.44

0.92

-0.48

Martin ratioReturn relative to average drawdown

1.32

1.91

-0.59

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

The current SC01.DE Sharpe Ratio is 0.33, which is lower than the SMLD.DE Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of SC01.DE and SMLD.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


SC01.DESMLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.51

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

1.10

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.44

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.29

+0.36

Drawdowns

SC01.DE vs. SMLD.DE - Drawdown Comparison

The maximum SC01.DE drawdown since its inception was -37.00%, smaller than the maximum SMLD.DE drawdown of -73.78%. Use the drawdown chart below to compare losses from any high point for SC01.DE and SMLD.DE.


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Drawdown Indicators


SC01.DESMLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.00%

-73.78%

+36.78%

Max Drawdown (1Y)

Largest decline over 1 year

-15.23%

-14.77%

-0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-17.02%

-22.99%

+5.97%

Max Drawdown (5Y)

Largest decline over 5 years

-28.80%

-22.99%

-5.81%

Max Drawdown (10Y)

Largest decline over 10 years

-37.00%

-70.79%

+33.79%

Current Drawdown

Current decline from peak

-6.47%

-3.47%

-3.00%

Average Drawdown

Average peak-to-trough decline

-6.93%

-17.76%

+10.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.10%

7.16%

-2.06%

Volatility

SC01.DE vs. SMLD.DE - Volatility Comparison

Invesco European Construction Sector UCITS ETF (SC01.DE) has a higher volatility of 6.44% compared to Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE) at 5.38%. This indicates that SC01.DE's price experiences larger fluctuations and is considered to be riskier than SMLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SC01.DESMLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

5.38%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

16.34%

12.79%

+3.55%

Volatility (1Y)

Calculated over the trailing 1-year period

20.13%

26.64%

-6.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.35%

22.60%

-2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.03%

34.70%

-9.67%

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

SC01.DE has a 0.20% expense ratio, which is lower than SMLD.DE's 0.50% expense ratio.


Dividends

SC01.DE vs. SMLD.DE - Dividend Comparison

SC01.DE has not paid dividends to shareholders, while SMLD.DE's dividend yield for the trailing twelve months is around 7.55%.


PositionTTM20252024202320222021202020192018201720162015
SC01.DE
Invesco European Construction 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%
SMLD.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist
7.55%8.45%12.45%18.33%14.40%17.94%25.01%18.21%21.61%18.39%14.39%20.63%

Frequently Asked Questions


SC01.DE and SMLD.DE have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SC01.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC01.DE is cheaper with a 0.20% expense ratio, compared with 0.50% for SMLD.DE.

SC01.DE is categorized as Industrials Equities, while SMLD.DE is Energy Equities. SC01.DE tracks STOXX® Europe 600 Optimised Construction & Materials, while SMLD.DE tracks Morningstar MLP Composite. Their fees differ too: 0.20% for SC01.DE and 0.50% for SMLD.DE.

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