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

Performance

SC03.DE vs. SPYR.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 SPDR MSCI Europe Consumer Discretionary UCITS ETF (SPYR.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 10.13% return, which is significantly higher than SPYR.DE's -8.34% return. Over the past 10 years, SC03.DE has underperformed SPYR.DE with an annualized return of 1.67%, while SPYR.DE has yielded a comparatively higher 5.59% annualized return.


SC03.DE

1D
0.11%
1M
6.88%
6M
9.63%
YTD
10.13%
1Y
6.40%
3Y*
-1.90%
5Y*
-2.04%
10Y*
1.67%

SPYR.DE

1D
-1.15%
1M
-0.53%
6M
-5.60%
YTD
-8.34%
1Y
-0.84%
3Y*
-2.77%
5Y*
-0.37%
10Y*
5.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SC03.DE
Invesco European Food & Bev Sector UCITS ETF
10.13%-1.70%-9.00%-1.71%-13.43%21.05%-7.83%28.17%-8.47%12.87%
SPYR.DE
SPDR MSCI Europe Consumer Discretionary UCITS ETF
-8.34%2.47%3.29%15.35%-15.95%21.86%5.93%35.34%-15.45%10.29%

Correlation

The correlation between SC03.DE and SPYR.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.48

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

0.53

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

0.55

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2010

0.58

The correlation between SC03.DE and SPYR.DE shifts across timeframes, from 0.45 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.

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. SPYR.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: 1717
Overall Rank
SC03.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SC03.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
SC03.DE Omega Ratio Rank: 1717
Omega Ratio Rank
SC03.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
SC03.DE Martin Ratio Rank: 1616
Martin Ratio Rank

SPYR.DE
SPYR.DE Risk / Return Rank: 1010
Overall Rank
SPYR.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SPYR.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
SPYR.DE Omega Ratio Rank: 99
Omega Ratio Rank
SPYR.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
SPYR.DE Martin Ratio Rank: 1010
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. SPYR.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 SPDR MSCI Europe Consumer Discretionary UCITS ETF (SPYR.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

+0.45

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

1.08

1.01

+0.07

Calmar ratioReturn relative to maximum drawdown

0.48

-0.04

+0.52

Martin ratioReturn relative to average drawdown

1.08

-0.09

+1.17

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

The current SC03.DE Sharpe Ratio is 0.40, which is higher than the SPYR.DE Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of SC03.DE and SPYR.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...

Drawdowns

SC03.DE vs. SPYR.DE - Drawdown Comparison

The maximum SC03.DE drawdown since its inception was -32.59%, smaller than the maximum SPYR.DE drawdown of -41.59%. Use the drawdown chart below to compare losses from any high point for SC03.DE and SPYR.DE.


Loading charts...

Drawdown Indicators


SC03.DESPYR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.59%

-41.59%

+9.00%

Max Drawdown (1Y)

Largest decline over 1 year

-13.16%

-20.59%

+7.43%

Max Drawdown (3Y)

Largest decline over 3 years

-20.32%

-26.58%

+6.26%

Max Drawdown (5Y)

Largest decline over 5 years

-28.71%

-29.92%

+1.21%

Max Drawdown (10Y)

Largest decline over 10 years

-32.59%

-41.59%

+9.00%

Current Drawdown

Current decline from peak

-17.66%

-16.30%

-1.36%

Average Drawdown

Average peak-to-trough decline

-8.21%

-8.86%

+0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.92%

9.29%

-3.37%

Volatility

SC03.DE vs. SPYR.DE - Volatility Comparison

Invesco European Food & Bev Sector UCITS ETF (SC03.DE) and SPDR MSCI Europe Consumer Discretionary UCITS ETF (SPYR.DE) have volatilities of 5.57% and 5.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SC03.DESPYR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

5.40%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

12.45%

15.92%

-3.47%

Volatility (1Y)

Calculated over the trailing 1-year period

15.80%

19.43%

-3.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.35%

21.10%

-6.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.78%

20.48%

-5.70%

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

SC03.DE has a 0.20% expense ratio, which is higher than SPYR.DE's 0.18% 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

SC03.DE vs. SPYR.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SC03.DE and SPYR.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYR.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYR.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for SC03.DE.

SC03.DE tracks STOXX® Europe 600 Optimised Food & Beverage, while SPYR.DE tracks MSCI Europe Consumer Discretionary 20/35 Capped. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.20% for SC03.DE and 0.18% for SPYR.DE.

Portfolio Optimizer

Find the right allocation for SC03.DE and SPYR.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