SC02.DE vs. EXH5.DE
SC02.DE (Invesco European Financials Sector UCITS ETF) and EXH5.DE (iShares STOXX Europe 600 Insurance UCITS ETF (DE)) are both Financials Equities funds - SC02.DE tracks the STOXX® Europe 600 Optimised Financial Services while EXH5.DE tracks the STOXX® Europe 600 Insurance. Both are passively managed. Over the past 10 years, SC02.DE returned 10.49%/yr vs 11.04%/yr for EXH5.DE. A 0.72 correlation means they provide meaningful diversification when combined. SC02.DE charges 0.20%/yr vs 0.46%/yr for EXH5.DE.
Performance
SC02.DE vs. EXH5.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 EXH5.DE's -2.53% return. Over the past 10 years, SC02.DE has underperformed EXH5.DE with an annualized return of 10.49%, while EXH5.DE has yielded a comparatively higher 11.04% annualized return.
SC02.DE
- 1D
- 1.84%
- 1M
- 0.07%
- YTD
- 1.67%
- 6M
- 8.51%
- 1Y
- 3.83%
- 3Y*
- 16.32%
- 5Y*
- 8.30%
- 10Y*
- 10.49%
EXH5.DE
- 1D
- 0.28%
- 1M
- -3.87%
- YTD
- -2.53%
- 6M
- 3.06%
- 1Y
- 2.56%
- 3Y*
- 18.16%
- 5Y*
- 13.96%
- 10Y*
- 11.04%
SC02.DE vs. EXH5.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% |
EXH5.DE iShares STOXX Europe 600 Insurance UCITS ETF (DE) | -2.53% | 29.72% | 22.68% | 12.56% | 3.63% | 19.44% | -10.66% | 30.48% | -7.15% | 11.47% |
Correlation
The correlation between SC02.DE and EXH5.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2009 | 0.72 |
The correlation between SC02.DE and EXH5.DE shifts across timeframes, from 0.60 (1 year) to 0.72 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
SC02.DE vs. EXH5.DE — Risk / Return Rank
SC02.DE
EXH5.DE
SC02.DE vs. EXH5.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 Insurance UCITS ETF (DE) (EXH5.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 | EXH5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.04 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | 0.38 | -0.06 |
| Martin ratioReturn relative to average drawdown | 0.86 | 0.78 | +0.07 |
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 | EXH5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 0.19 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.83 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.55 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.31 | +0.24 |
Drawdowns
SC02.DE vs. EXH5.DE - Drawdown Comparison
The maximum SC02.DE drawdown since its inception was -42.86%, smaller than the maximum EXH5.DE drawdown of -73.44%. Use the drawdown chart below to compare losses from any high point for SC02.DE and EXH5.DE.
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Drawdown Indicators
| SC02.DE | EXH5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.86% | -73.44% | +30.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.17% | -7.40% | -4.77% |
Max Drawdown (3Y)Largest decline over 3 years | -19.17% | -12.31% | -6.86% |
Max Drawdown (5Y)Largest decline over 5 years | -29.68% | -18.63% | -11.05% |
Max Drawdown (10Y)Largest decline over 10 years | -42.86% | -46.55% | +3.69% |
Current DrawdownCurrent decline from peak | -3.42% | -5.47% | +2.05% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -15.47% | +7.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.46% | 3.57% | +0.89% |
Volatility
SC02.DE vs. EXH5.DE - Volatility Comparison
Invesco European Financials Sector UCITS ETF (SC02.DE) and iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) have volatilities of 4.93% and 4.83%, 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.
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Volatility by Period
| SC02.DE | EXH5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 4.83% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 12.72% | 11.66% | +1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.92% | 15.13% | +0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.08% | 16.59% | +2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.65% | 19.93% | +0.72% |
SC02.DE vs. EXH5.DE - Expense Ratio Comparison
SC02.DE has a 0.20% expense ratio, which is lower than EXH5.DE's 0.46% expense ratio.
Dividends
SC02.DE vs. EXH5.DE - Dividend Comparison
SC02.DE has not paid dividends to shareholders, while EXH5.DE's dividend yield for the trailing twelve months is around 3.48%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXH5.DE iShares STOXX Europe 600 Insurance UCITS ETF (DE) | 3.48% | 3.39% | 3.59% | 3.79% | 4.51% | 3.56% | 2.52% | 3.84% | 4.03% | 4.87% | 4.34% | 3.67% |
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% |
Frequently Asked Questions
SC02.DE and EXH5.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC02.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC02.DE is cheaper with a 0.20% expense ratio, compared with 0.46% for EXH5.DE.
SC02.DE tracks STOXX® Europe 600 Optimised Financial Services, while EXH5.DE tracks STOXX® Europe 600 Insurance. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for SC02.DE and 0.46% for EXH5.DE.
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