SC02.DE vs. IUS2.DE
SC02.DE (Invesco European Financials Sector UCITS ETF) and IUS2.DE (iShares S&P U.S. Banks UCITS ETF USD (Acc)) are both Financials Equities funds - SC02.DE tracks the STOXX® Europe 600 Optimised Financial Services while IUS2.DE tracks the S&P 900 Banks 7/4 Capped. Both are passively managed. Over the past 5 years, SC02.DE returned 8.30%/yr vs 5.75%/yr for IUS2.DE. A 0.54 correlation means they provide meaningful diversification when combined. SC02.DE charges 0.20%/yr vs 0.35%/yr for IUS2.DE.
Performance
SC02.DE vs. IUS2.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 IUS2.DE's 4.22% 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%
IUS2.DE
- 1D
- 3.48%
- 1M
- 0.42%
- YTD
- 4.22%
- 6M
- 7.63%
- 1Y
- 26.47%
- 3Y*
- 22.96%
- 5Y*
- 5.75%
- 10Y*
- —
SC02.DE vs. IUS2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SC02.DE Invesco European Financials Sector UCITS ETF | 1.67% | 9.93% | 19.25% | 27.60% | -20.74% | 24.60% | 6.09% | 46.54% | -17.51% |
IUS2.DE iShares S&P U.S. Banks UCITS ETF USD (Acc) | 4.22% | 8.89% | 33.51% | -6.27% | -14.40% | 53.00% | -20.33% | 37.52% | -20.65% |
Correlation
The correlation between SC02.DE and IUS2.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since May 25, 2018 | 0.54 |
The correlation between SC02.DE and IUS2.DE has been stable across timeframes, ranging from 0.46 to 0.54 - a consistent structural relationship.
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Return for Risk
SC02.DE vs. IUS2.DE — Risk / Return Rank
SC02.DE
IUS2.DE
SC02.DE vs. IUS2.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 S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.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 | IUS2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.22 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | 1.74 | -1.42 |
| Martin ratioReturn relative to average drawdown | 0.86 | 4.72 | -3.86 |
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 | IUS2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 1.22 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.21 | +0.22 |
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 | 0.20 | +0.35 |
Drawdowns
SC02.DE vs. IUS2.DE - Drawdown Comparison
The maximum SC02.DE drawdown since its inception was -42.86%, smaller than the maximum IUS2.DE drawdown of -49.73%. Use the drawdown chart below to compare losses from any high point for SC02.DE and IUS2.DE.
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Drawdown Indicators
| SC02.DE | IUS2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.86% | -49.73% | +6.87% |
Max Drawdown (1Y)Largest decline over 1 year | -12.17% | -14.73% | +2.56% |
Max Drawdown (3Y)Largest decline over 3 years | -19.17% | -32.32% | +13.15% |
Max Drawdown (5Y)Largest decline over 5 years | -29.68% | -48.08% | +18.40% |
Max Drawdown (10Y)Largest decline over 10 years | -42.86% | — | — |
Current DrawdownCurrent decline from peak | -3.42% | -3.92% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -16.24% | +8.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.46% | 5.44% | -0.98% |
Volatility
SC02.DE vs. IUS2.DE - Volatility Comparison
The current volatility for Invesco European Financials Sector UCITS ETF (SC02.DE) is 4.93%, while iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE) has a volatility of 5.80%. This indicates that SC02.DE experiences smaller price fluctuations and is considered to be less risky than IUS2.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 | IUS2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 5.80% | -0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 12.72% | 15.40% | -2.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.92% | 20.99% | -5.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.08% | 26.98% | -7.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.65% | 30.10% | -9.45% |
SC02.DE vs. IUS2.DE - Expense Ratio Comparison
SC02.DE has a 0.20% expense ratio, which is lower than IUS2.DE's 0.35% expense ratio.
Dividends
SC02.DE vs. IUS2.DE - Dividend Comparison
Neither SC02.DE nor IUS2.DE has paid dividends to shareholders.
Frequently Asked Questions
SC02.DE and IUS2.DE have a correlation of 0.46, 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 0.35% for IUS2.DE.
SC02.DE tracks STOXX® Europe 600 Optimised Financial Services, while IUS2.DE tracks S&P 900 Banks 7/4 Capped. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for SC02.DE and 0.35% for IUS2.DE.
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