PortfoliosLab logoPortfoliosLab logo
SC03.DE vs. CEMG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC03.DE vs. CEMG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Food & Bev Sector UCITS ETF (SC03.DE) and iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc) (CEMG.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SC03.DE achieves a -0.07% return, which is significantly higher than CEMG.DE's -7.03% return. Over the past 10 years, SC03.DE has underperformed CEMG.DE with an annualized return of 0.85%, while CEMG.DE has yielded a comparatively higher 3.56% annualized return.


SC03.DE

1D
-0.61%
1M
-0.76%
YTD
-0.07%
6M
0.16%
1Y
-10.34%
3Y*
-5.12%
5Y*
-3.59%
10Y*
0.85%

CEMG.DE

1D
-0.23%
1M
-0.30%
YTD
-7.03%
6M
-7.84%
1Y
-8.22%
3Y*
3.00%
5Y*
-2.27%
10Y*
3.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC03.DE vs. CEMG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SC03.DE
Invesco European Food & Bev Sector UCITS ETF
-0.07%-1.70%-9.00%-1.71%-13.43%21.05%-7.83%28.17%-8.47%12.87%
CEMG.DE
iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc)
-7.03%0.86%16.93%1.69%-16.08%-1.07%11.30%25.51%-16.68%23.33%

Correlation

The correlation between SC03.DE and CEMG.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

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

0.31

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

0.33

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

0.44

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2014

0.50

Over the past year, the correlation between SC03.DE and CEMG.DE has dropped to 0.29 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SC03.DE vs. CEMG.DE — Risk / Return Rank

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

SC03.DE
SC03.DE Risk / Return Rank: 33
Overall Rank
SC03.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SC03.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
SC03.DE Omega Ratio Rank: 44
Omega Ratio Rank
SC03.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
SC03.DE Martin Ratio Rank: 33
Martin Ratio Rank

CEMG.DE
CEMG.DE Risk / Return Rank: 44
Overall Rank
CEMG.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CEMG.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
CEMG.DE Omega Ratio Rank: 44
Omega Ratio Rank
CEMG.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
CEMG.DE Martin Ratio Rank: 33
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.

SC03.DE vs. CEMG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Food & Bev Sector UCITS ETF (SC03.DE) and iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc) (CEMG.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.


SC03.DECEMG.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

0.90

0.91

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.76

-0.58

-0.18

Martin ratioReturn relative to average drawdown

-1.20

-1.23

+0.03

SC03.DE vs. CEMG.DE - Sharpe Ratio Comparison

The current SC03.DE Sharpe Ratio is -0.69, which is comparable to the CEMG.DE Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of SC03.DE and CEMG.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.


Loading charts...

Sharpe Ratios by Period


SC03.DECEMG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.69

-0.64

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

-0.12

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

0.19

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.22

+0.25

Drawdowns

SC03.DE vs. CEMG.DE - Drawdown Comparison

The maximum SC03.DE drawdown since its inception was -32.59%, roughly equal to the maximum CEMG.DE drawdown of -33.94%. Use the drawdown chart below to compare losses from any high point for SC03.DE and CEMG.DE.


Loading charts...

Drawdown Indicators


SC03.DECEMG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.59%

-33.94%

+1.35%

Max Drawdown (1Y)

Largest decline over 1 year

-13.56%

-14.05%

+0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-20.32%

-20.18%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-28.71%

-31.08%

+2.37%

Max Drawdown (10Y)

Largest decline over 10 years

-32.59%

-33.94%

+1.35%

Current Drawdown

Current decline from peak

-25.29%

-18.75%

-6.54%

Average Drawdown

Average peak-to-trough decline

-8.30%

-12.26%

+3.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.58%

6.68%

+1.90%

Volatility

SC03.DE vs. CEMG.DE - Volatility Comparison

Invesco European Food & Bev Sector UCITS ETF (SC03.DE) has a higher volatility of 5.15% compared to iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc) (CEMG.DE) at 4.37%. This indicates that SC03.DE's price experiences larger fluctuations and is considered to be riskier than CEMG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SC03.DECEMG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

4.37%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

11.64%

10.24%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

15.09%

12.88%

+2.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.14%

18.54%

-4.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.83%

18.33%

-3.50%

SC03.DE vs. CEMG.DE - Expense Ratio Comparison

SC03.DE has a 0.20% expense ratio, which is lower than CEMG.DE's 0.60% expense ratio.


Dividends

SC03.DE vs. CEMG.DE - Dividend Comparison

Neither SC03.DE nor CEMG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SC03.DE and CEMG.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SC03.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC03.DE is cheaper with a 0.20% expense ratio, compared with 0.60% for CEMG.DE.

SC03.DE tracks STOXX® Europe 600 Optimised Food & Beverage, while CEMG.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for SC03.DE and 0.60% for CEMG.DE.

Portfolio Optimizer

Find the right allocation for SC03.DE and CEMG.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer