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SC02.DE vs. EXX1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC02.DE vs. EXX1.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 EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.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, SC02.DE achieves a 1.67% return, which is significantly lower than EXX1.DE's 5.47% return. Over the past 10 years, SC02.DE has underperformed EXX1.DE with an annualized return of 10.49%, while EXX1.DE has yielded a comparatively higher 14.90% 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%

EXX1.DE

1D
0.88%
1M
2.57%
YTD
5.47%
6M
12.82%
1Y
39.11%
3Y*
45.42%
5Y*
28.85%
10Y*
14.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC02.DE vs. EXX1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EXX1.DE
iShares EURO STOXX Banks 30-15 UCITS ETF (DE)
5.47%90.63%30.20%30.03%0.67%39.66%-23.43%17.97%-31.04%14.78%

Correlation

The correlation between SC02.DE and EXX1.DE is 0.53, 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

0.53

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

0.55

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

0.59

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

0.59

Correlation (All Time)
Calculated using the full available price history since Aug 25, 2009

0.62

The correlation between SC02.DE and EXX1.DE has been stable across timeframes, ranging from 0.53 to 0.62 - a consistent structural relationship.

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Return for Risk

SC02.DE vs. EXX1.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: 1313
Overall Rank
SC02.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SC02.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
SC02.DE Omega Ratio Rank: 1212
Omega Ratio Rank
SC02.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
SC02.DE Martin Ratio Rank: 1313
Martin Ratio Rank

EXX1.DE
EXX1.DE Risk / Return Rank: 4949
Overall Rank
EXX1.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EXX1.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
EXX1.DE Omega Ratio Rank: 4646
Omega Ratio Rank
EXX1.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
EXX1.DE Martin Ratio Rank: 4747
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.

SC02.DE vs. EXX1.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 EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.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.DEEXX1.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.50

Sortino ratioReturn per unit of downside risk

-2.00

Omega ratioGain probability vs. loss probability

1.05

1.29

-0.24

Calmar ratioReturn relative to maximum drawdown

0.31

2.41

-2.10

Martin ratioReturn relative to average drawdown

0.86

7.65

-6.80

SC02.DE vs. EXX1.DE - Sharpe Ratio Comparison

The current SC02.DE Sharpe Ratio is 0.24, which is lower than the EXX1.DE Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of SC02.DE and EXX1.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


SC02.DEEXX1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

1.74

-1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

1.13

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.52

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.10

+0.45

Drawdowns

SC02.DE vs. EXX1.DE - Drawdown Comparison

The maximum SC02.DE drawdown since its inception was -42.86%, smaller than the maximum EXX1.DE drawdown of -84.32%. Use the drawdown chart below to compare losses from any high point for SC02.DE and EXX1.DE.


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Drawdown Indicators


SC02.DEEXX1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.86%

-84.32%

+41.46%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

-16.98%

+4.81%

Max Drawdown (3Y)

Largest decline over 3 years

-19.17%

-20.17%

+1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-29.68%

-34.17%

+4.49%

Max Drawdown (10Y)

Largest decline over 10 years

-42.86%

-62.43%

+19.57%

Current Drawdown

Current decline from peak

-3.42%

-1.57%

-1.85%

Average Drawdown

Average peak-to-trough decline

-8.06%

-49.66%

+41.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.46%

5.36%

-0.90%

Volatility

SC02.DE vs. EXX1.DE - Volatility Comparison

The current volatility for Invesco European Financials Sector UCITS ETF (SC02.DE) is 4.93%, while iShares EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.DE) has a volatility of 5.65%. This indicates that SC02.DE experiences smaller price fluctuations and is considered to be less risky than EXX1.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.DEEXX1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

5.65%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

12.72%

18.82%

-6.10%

Volatility (1Y)

Calculated over the trailing 1-year period

15.92%

23.58%

-7.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.08%

25.22%

-6.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.65%

28.34%

-7.69%

SC02.DE vs. EXX1.DE - Expense Ratio Comparison

SC02.DE has a 0.20% expense ratio, which is lower than EXX1.DE's 0.52% expense ratio.


Dividends

SC02.DE vs. EXX1.DE - Dividend Comparison

SC02.DE has not paid dividends to shareholders, while EXX1.DE's dividend yield for the trailing twelve months is around 3.59%.


PositionTTM20252024202320222021202020192018201720162015
EXX1.DE
iShares EURO STOXX Banks 30-15 UCITS ETF (DE)
3.59%3.40%5.16%4.44%7.03%0.75%1.20%4.32%4.44%7.30%3.48%2.67%
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 EXX1.DE have a correlation of 0.53, 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 0.52% for EXX1.DE.

SC02.DE tracks STOXX® Europe 600 Optimised Financial Services, while EXX1.DE tracks EURO STOXX® Banks 30-15. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for SC02.DE and 0.52% for EXX1.DE.

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