SC04.DE vs. AUM5.DE
SC04.DE (Invesco European Household Sector UCITS ETF) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - SC04.DE is a Consumer Staples Equities fund tracking the STOXX® Europe 600 Optimised Personal & Household Goods, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, SC04.DE returned 4.39%/yr vs 15.11%/yr for AUM5.DE. A 0.57 correlation means they provide meaningful diversification when combined. SC04.DE charges 0.20%/yr vs 0.15%/yr for AUM5.DE.
Performance
SC04.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC04.DE achieves a -10.69% return, which is significantly lower than AUM5.DE's 11.38% return. Over the past 10 years, SC04.DE has underperformed AUM5.DE with an annualized return of 4.39%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
SC04.DE
- 1D
- -0.09%
- 1M
- -1.26%
- YTD
- -10.69%
- 6M
- -10.59%
- 1Y
- -3.77%
- 3Y*
- -0.12%
- 5Y*
- 0.82%
- 10Y*
- 4.39%
AUM5.DE
- 1D
- -0.16%
- 1M
- 4.40%
- YTD
- 11.38%
- 6M
- 10.89%
- 1Y
- 25.63%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.11%
SC04.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC04.DE Invesco European Household Sector UCITS ETF | -10.69% | 7.57% | 7.08% | 8.48% | -10.95% | 19.37% | 6.54% | 29.50% | -16.18% | 13.26% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.38% | 4.80% | 32.39% | 22.64% | -14.14% | 40.96% | 7.10% | 34.94% | -1.01% | 6.82% |
Correlation
The correlation between SC04.DE and AUM5.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.57 |
Over the past year, the correlation between SC04.DE and AUM5.DE has dropped to 0.31 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
SC04.DE vs. AUM5.DE — Risk / Return Rank
SC04.DE
AUM5.DE
SC04.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Household Sector UCITS ETF (SC04.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.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.
| SC04.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.45 | ||
| Sortino ratioReturn per unit of downside risk | -3.27 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.41 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 3.57 | -3.84 |
| Martin ratioReturn relative to average drawdown | -0.63 | 12.74 | -13.37 |
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
| SC04.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | 2.20 | -2.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.97 | -0.92 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.93 | -0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.96 | -0.39 |
Drawdowns
SC04.DE vs. AUM5.DE - Drawdown Comparison
The maximum SC04.DE drawdown since its inception was -29.42%, smaller than the maximum AUM5.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for SC04.DE and AUM5.DE.
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Drawdown Indicators
| SC04.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.42% | -33.66% | +4.24% |
Max Drawdown (1Y)Largest decline over 1 year | -15.34% | -7.15% | -8.19% |
Max Drawdown (3Y)Largest decline over 3 years | -17.60% | -23.30% | +5.70% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -23.30% | +1.26% |
Max Drawdown (10Y)Largest decline over 10 years | -29.42% | -33.66% | +4.24% |
Current DrawdownCurrent decline from peak | -12.83% | -0.46% | -12.37% |
Average DrawdownAverage peak-to-trough decline | -5.57% | -4.00% | -1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.64% | 2.01% | +4.63% |
Volatility
SC04.DE vs. AUM5.DE - Volatility Comparison
Invesco European Household Sector UCITS ETF (SC04.DE) has a higher volatility of 5.37% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that SC04.DE's price experiences larger fluctuations and is considered to be riskier than AUM5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC04.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 2.63% | +2.74% |
Volatility (6M)Calculated over the trailing 6-month period | 13.25% | 7.61% | +5.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.34% | 11.64% | +4.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.15% | 15.19% | +1.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 16.07% | +0.90% |
SC04.DE vs. AUM5.DE - Expense Ratio Comparison
SC04.DE has a 0.20% expense ratio, which is higher than AUM5.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
SC04.DE vs. AUM5.DE - Dividend Comparison
Neither SC04.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
SC04.DE and AUM5.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AUM5.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AUM5.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for SC04.DE.
SC04.DE is categorized as Consumer Staples Equities, while AUM5.DE is S&P 500. SC04.DE tracks STOXX® Europe 600 Optimised Personal & Household Goods, while AUM5.DE tracks S&P 500 Index. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.20% for SC04.DE and 0.15% for AUM5.DE.
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