SC02.DE vs. FWIA.DE
SC02.DE (Invesco European Financials Sector UCITS ETF) and FWIA.DE (Invesco FTSE All-World UCITS ETF Acc) are both exchange-traded funds - SC02.DE is a Financials Equities fund tracking the STOXX® Europe 600 Optimised Financial Services, while FWIA.DE is a Global Equities fund tracking the FTSE All-World. Both are passively managed. Over the past year, SC02.DE returned 3.83% vs 26.39% for FWIA.DE. A 0.65 correlation means they provide meaningful diversification when combined. SC02.DE charges 0.20%/yr vs 0.15%/yr for FWIA.DE.
Performance
SC02.DE vs. FWIA.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 lower than FWIA.DE's 12.60% 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%
FWIA.DE
- 1D
- -0.22%
- 1M
- 3.67%
- YTD
- 12.60%
- 6M
- 12.82%
- 1Y
- 26.39%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SC02.DE vs. FWIA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SC02.DE Invesco European Financials Sector UCITS ETF | 1.67% | 9.93% | 19.25% | 20.68% |
FWIA.DE Invesco FTSE All-World UCITS ETF Acc | 12.60% | 9.02% | 24.70% | 7.73% |
Correlation
The correlation between SC02.DE and FWIA.DE is 0.63, 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 | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.65 |
The correlation between SC02.DE and FWIA.DE has been stable across timeframes, ranging from 0.63 to 0.65 - a consistent structural relationship.
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Return for Risk
SC02.DE vs. FWIA.DE — Risk / Return Rank
SC02.DE
FWIA.DE
SC02.DE vs. FWIA.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 Invesco FTSE All-World UCITS ETF Acc (FWIA.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 | FWIA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.12 | ||
| Sortino ratioReturn per unit of downside risk | -2.86 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.44 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | 4.08 | -3.76 |
| Martin ratioReturn relative to average drawdown | 0.86 | 16.52 | -15.66 |
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 | FWIA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 2.36 | -2.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 1.40 | -0.85 |
Drawdowns
SC02.DE vs. FWIA.DE - Drawdown Comparison
The maximum SC02.DE drawdown since its inception was -42.86%, which is greater than FWIA.DE's maximum drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for SC02.DE and FWIA.DE.
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Drawdown Indicators
| SC02.DE | FWIA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.86% | -20.96% | -21.90% |
Max Drawdown (1Y)Largest decline over 1 year | -12.17% | -6.49% | -5.68% |
Max Drawdown (3Y)Largest decline over 3 years | -19.17% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.68% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.86% | — | — |
Current DrawdownCurrent decline from peak | -3.42% | -0.62% | -2.80% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -2.44% | -5.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.46% | 1.60% | +2.86% |
Volatility
SC02.DE vs. FWIA.DE - Volatility Comparison
Invesco European Financials Sector UCITS ETF (SC02.DE) has a higher volatility of 4.93% compared to Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) at 2.96%. This indicates that SC02.DE's price experiences larger fluctuations and is considered to be riskier than FWIA.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 | FWIA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 2.96% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 12.72% | 8.09% | +4.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.92% | 11.22% | +4.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.08% | 13.18% | +5.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.65% | 13.18% | +7.47% |
SC02.DE vs. FWIA.DE - Expense Ratio Comparison
SC02.DE has a 0.20% expense ratio, which is higher than FWIA.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SC02.DE vs. FWIA.DE - Dividend Comparison
Neither SC02.DE nor FWIA.DE has paid dividends to shareholders.
Frequently Asked Questions
SC02.DE and FWIA.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FWIA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FWIA.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for SC02.DE.
SC02.DE is categorized as Financials Equities, while FWIA.DE is Global Equities. SC02.DE tracks STOXX® Europe 600 Optimised Financial Services, while FWIA.DE tracks FTSE All-World. Their fees differ too: 0.20% for SC02.DE and 0.15% for FWIA.DE.
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