SC02.DE vs. BRYN.DE
SC02.DE (Invesco European Financials Sector UCITS ETF) is Financials Equities fund tracking the STOXX® Europe 600 Optimised Financial Services, while BRYN.DE (Berkshire Hathaway Inc) is a stock. Over the past 10 years, SC02.DE returned 10.49%/yr vs 12.59%/yr for BRYN.DE. At a 0.42 correlation, their price movements are largely independent.
Performance
SC02.DE vs. BRYN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC02.DE achieves a 1.67% return, which is significantly higher than BRYN.DE's -3.74% return. Over the past 10 years, SC02.DE has underperformed BRYN.DE with an annualized return of 10.49%, while BRYN.DE has yielded a comparatively higher 12.59% annualized return.
SC02.DE
- 1D
- 1.84%
- 1M
- -0.82%
- YTD
- 1.67%
- 6M
- 7.23%
- 1Y
- 3.87%
- 3Y*
- 16.32%
- 5Y*
- 8.30%
- 10Y*
- 10.49%
BRYN.DE
- 1D
- 0.31%
- 1M
- 2.49%
- YTD
- -3.74%
- 6M
- -5.25%
- 1Y
- -4.05%
- 3Y*
- 10.05%
- 5Y*
- 11.30%
- 10Y*
- 12.59%
SC02.DE vs. BRYN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC02.DE Invesco European Financials Sector UCITS ETF | 1.67% | 9.93% | 19.25% | 27.60% | -20.74% | 24.60% | 6.09% | 46.54% | -14.49% | 18.89% |
BRYN.DE Berkshire Hathaway Inc | -3.74% | -2.32% | 34.74% | 12.14% | 8.56% | 41.95% | -7.63% | 15.43% | 5.10% | 8.44% |
Correlation
The correlation between SC02.DE and BRYN.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2009 | 0.42 |
Over the past year, the correlation between SC02.DE and BRYN.DE has dropped to 0.14 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.
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Return for Risk
SC02.DE vs. BRYN.DE — Risk / Return Rank
SC02.DE
BRYN.DE
SC02.DE vs. BRYN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Financials Sector UCITS ETF (SC02.DE) and Berkshire Hathaway Inc (BRYN.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.
| SC02.DE | BRYN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.95 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | -0.50 | +0.81 |
| Martin ratioReturn relative to average drawdown | 0.86 | -0.97 | +1.83 |
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
| SC02.DE | BRYN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | -0.36 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.65 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.67 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.38 | +0.17 |
Drawdowns
SC02.DE vs. BRYN.DE - Drawdown Comparison
The maximum SC02.DE drawdown since its inception was -42.86%, smaller than the maximum BRYN.DE drawdown of -48.14%. Use the drawdown chart below to compare losses from any high point for SC02.DE and BRYN.DE.
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Drawdown Indicators
| SC02.DE | BRYN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.86% | -48.14% | +5.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.17% | -10.57% | -1.60% |
Max Drawdown (3Y)Largest decline over 3 years | -19.17% | -19.97% | +0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -29.68% | -22.34% | -7.34% |
Max Drawdown (10Y)Largest decline over 10 years | -42.86% | -28.72% | -14.14% |
Current DrawdownCurrent decline from peak | -3.42% | -17.48% | +14.06% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -10.78% | +2.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.46% | 5.44% | -0.98% |
Volatility
SC02.DE vs. BRYN.DE - Volatility Comparison
Invesco European Financials Sector UCITS ETF (SC02.DE) has a higher volatility of 4.93% compared to Berkshire Hathaway Inc (BRYN.DE) at 3.89%. This indicates that SC02.DE's price experiences larger fluctuations and is considered to be riskier than BRYN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC02.DE | BRYN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 3.89% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 12.72% | 10.82% | +1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.92% | 14.92% | +1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.08% | 17.21% | +1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.65% | 18.69% | +1.96% |
Dividends
SC02.DE vs. BRYN.DE - Dividend Comparison
Neither SC02.DE nor BRYN.DE has paid dividends to shareholders.
Frequently Asked Questions
SC02.DE and BRYN.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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