SC03.DE vs. FWIA.DE
Compare and contrast key facts about Invesco European Food & Bev Sector UCITS ETF (SC03.DE) and Invesco FTSE All-World UCITS ETF Acc (FWIA.DE).
SC03.DE and FWIA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SC03.DE is a passively managed fund by Invesco that tracks the performance of the STOXX® Europe 600 Optimised Food & Beverage. It was launched on Jul 7, 2009. FWIA.DE is a passively managed fund by Invesco that tracks the performance of the FTSE All-World. It was launched on Jun 26, 2023. Both SC03.DE and FWIA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SC03.DE vs. FWIA.DE - Performance Comparison
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SC03.DE vs. FWIA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SC03.DE Invesco European Food & Bev Sector UCITS ETF | -1.76% | -1.70% | -9.00% | -3.57% |
FWIA.DE Invesco FTSE All-World UCITS ETF Acc | -0.59% | 9.02% | 24.70% | 7.73% |
Returns By Period
In the year-to-date period, SC03.DE achieves a -1.76% return, which is significantly lower than FWIA.DE's -0.59% return.
SC03.DE
- 1D
- 0.28%
- 1M
- -5.52%
- YTD
- -1.76%
- 6M
- 0.64%
- 1Y
- -7.51%
- 3Y*
- -6.79%
- 5Y*
- -2.22%
- 10Y*
- 0.93%
FWIA.DE
- 1D
- -0.10%
- 1M
- -2.09%
- YTD
- -0.59%
- 6M
- 2.68%
- 1Y
- 13.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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SC03.DE vs. FWIA.DE - Expense Ratio Comparison
SC03.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%.
Return for Risk
SC03.DE vs. FWIA.DE — Risk / Return Rank
SC03.DE
FWIA.DE
SC03.DE vs. FWIA.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 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.
| SC03.DE | FWIA.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.49 | 0.85 | -1.34 |
Sortino ratioReturn per unit of downside risk | -0.60 | 1.23 | -1.82 |
Omega ratioGain probability vs. loss probability | 0.93 | 1.19 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | -0.54 | 2.98 | -3.51 |
Martin ratioReturn relative to average drawdown | -0.89 | 11.55 | -12.45 |
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
| SC03.DE | FWIA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.49 | 0.85 | -1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.06 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 1.09 | -0.62 |
Correlation
The correlation between SC03.DE and FWIA.DE is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SC03.DE vs. FWIA.DE - Dividend Comparison
Neither SC03.DE nor FWIA.DE has paid dividends to shareholders.
Drawdowns
SC03.DE vs. FWIA.DE - Drawdown Comparison
The maximum SC03.DE drawdown since its inception was -32.59%, 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 SC03.DE and FWIA.DE.
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Drawdown Indicators
| SC03.DE | FWIA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.59% | -20.96% | -11.63% |
Max Drawdown (1Y)Largest decline over 1 year | -14.79% | -8.71% | -6.08% |
Max Drawdown (5Y)Largest decline over 5 years | -28.71% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.59% | — | — |
Current DrawdownCurrent decline from peak | -26.55% | -4.10% | -22.45% |
Average DrawdownAverage peak-to-trough decline | -8.13% | -2.55% | -5.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.87% | 1.67% | +7.20% |
Volatility
SC03.DE vs. FWIA.DE - Volatility Comparison
Invesco European Food & Bev Sector UCITS ETF (SC03.DE) has a higher volatility of 4.68% compared to Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) at 4.39%. This indicates that SC03.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
| SC03.DE | FWIA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.68% | 4.39% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 8.52% | +2.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 16.02% | -0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.95% | 13.25% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.75% | 13.25% | +1.50% |