SC02.DE vs. EXH2.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco European Financials Sector UCITS ETF (SC02.DE) and iShares STOXX Europe 600 Financial Services UCITS ETF (DE) (EXH2.DE).

SC02.DE and EXH2.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SC02.DE is a passively managed fund by Invesco that tracks the performance of the STOXX® Europe 600 Optimised Financial Services. It was launched on Jul 7, 2009. EXH2.DE is a passively managed fund by iShares that tracks the performance of the STOXX® Europe 600 Financial Services. It was launched on Jul 8, 2002. Both SC02.DE and EXH2.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SC02.DE vs. EXH2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Financials Sector UCITS ETF (SC02.DE) and iShares STOXX Europe 600 Financial Services UCITS ETF (DE) (EXH2.DE). The values are adjusted to include any dividend payments, if applicable.

SC02.DE vs. EXH2.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SC02.DE Invesco European Financials Sector UCITS ETF	-3.96%	9.93%	19.25%	27.60%	-20.74%	24.60%	6.09%	46.54%	-14.49%	18.89%
EXH2.DE iShares STOXX Europe 600 Financial Services UCITS ETF (DE)	-4.87%	12.00%	17.32%	28.77%	-23.05%	26.14%	6.43%	47.00%	-14.02%	19.83%

Returns By Period

In the year-to-date period, SC02.DE achieves a -3.96% return, which is significantly higher than EXH2.DE's -4.87% return. Both investments have delivered pretty close results over the past 10 years, with SC02.DE having a 10.12% annualized return and EXH2.DE not far ahead at 10.47%.

SC02.DE

• 1D: 2.57%
• 1M: -2.23%
• YTD: -3.96%
• 6M: 0.16%
• 1Y: -0.26%
• 3Y*: 15.06%
• 5Y*: 8.11%
• 10Y*: 10.12%

EXH2.DE

• 1D: 2.74%
• 1M: -2.47%
• YTD: -4.87%
• 6M: 0.26%
• 1Y: 1.39%
• 3Y*: 15.03%
• 5Y*: 7.72%
• 10Y*: 10.47%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SC02.DE vs. EXH2.DE - Expense Ratio Comparison

SC02.DE has a 0.20% expense ratio, which is lower than EXH2.DE's 0.46% expense ratio.

EXH2.DE

iShares STOXX Europe 600 Financial Services UCITS ETF (DE)

SC02.DE

Invesco European Financials Sector UCITS ETF

Return for Risk

SC02.DE vs. EXH2.DE — Risk / Return Rank

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

SC02.DE

SC02.DE Risk / Return Rank: 11
SC02.DE Sharpe Ratio Rank: 11
SC02.DE Sortino Ratio Rank: 11
SC02.DE Omega Ratio Rank: 11
SC02.DE Calmar Ratio Rank: 12
SC02.DE Martin Ratio Rank: 11

EXH2.DE

EXH2.DE Risk / Return Rank: 13
EXH2.DE Sharpe Ratio Rank: 13
EXH2.DE Sortino Ratio Rank: 13
EXH2.DE Omega Ratio Rank: 13
EXH2.DE Calmar Ratio Rank: 14
EXH2.DE Martin Ratio Rank: 14

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.

SC02.DE vs. EXH2.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 iShares STOXX Europe 600 Financial Services UCITS ETF (DE) (EXH2.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	EXH2.DE	Difference
Sharpe ratio Return per unit of total volatility	-0.01	0.07	-0.08
Sortino ratio Return per unit of downside risk	0.11	0.23	-0.12
Omega ratio Gain probability vs. loss probability	1.02	1.03	-0.02
Calmar ratio Return relative to maximum drawdown	-0.00	0.13	-0.13
Martin ratio Return relative to average drawdown	-0.00	0.36	-0.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SC02.DE vs. EXH2.DE - Sharpe Ratio Comparison

The current SC02.DE Sharpe Ratio is -0.01, which is lower than the EXH2.DE Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of SC02.DE and EXH2.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SC02.DE	EXH2.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.01	0.07	-0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	0.40	+0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	0.53	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.58	-0.04

Correlation

The correlation between SC02.DE and EXH2.DE is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

SC02.DE vs. EXH2.DE - Dividend Comparison

SC02.DE has not paid dividends to shareholders, while EXH2.DE's dividend yield for the trailing twelve months is around 1.75%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SC02.DE Invesco European Financials 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%
EXH2.DE iShares STOXX Europe 600 Financial Services UCITS ETF (DE)	1.75%	1.63%	1.52%	1.73%	2.06%	1.32%	1.65%	2.06%	2.71%	3.92%	3.49%	3.77%

Drawdowns

SC02.DE vs. EXH2.DE - Drawdown Comparison

The maximum SC02.DE drawdown since its inception was -42.86%, roughly equal to the maximum EXH2.DE drawdown of -42.02%. Use the drawdown chart below to compare losses from any high point for SC02.DE and EXH2.DE.

Drawdown Indicators

	SC02.DE	EXH2.DE	Difference
Max Drawdown Largest peak-to-trough decline	-42.86%	-42.02%	-0.84%
Max Drawdown (1Y) Largest decline over 1 year	-14.32%	-14.52%	+0.20%
Max Drawdown (5Y) Largest decline over 5 years	-29.68%	-31.95%	+2.27%
Max Drawdown (10Y) Largest decline over 10 years	-42.86%	-42.02%	-0.84%
Current Drawdown Current decline from peak	-7.05%	-7.94%	+0.89%
Average Drawdown Average peak-to-trough decline	-8.12%	-7.91%	-0.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.58%	4.64%	-0.06%

Volatility

SC02.DE vs. EXH2.DE - Volatility Comparison

Invesco European Financials Sector UCITS ETF (SC02.DE) and iShares STOXX Europe 600 Financial Services UCITS ETF (DE) (EXH2.DE) have volatilities of 6.65% and 6.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SC02.DE	EXH2.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.65%	6.81%	-0.16%
Volatility (6M) Calculated over the trailing 6-month period	12.11%	12.15%	-0.04%
Volatility (1Y) Calculated over the trailing 1-year period	19.27%	19.62%	-0.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.02%	19.30%	-0.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.69%	20.31%	+0.38%