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SC04.DE vs. DBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC04.DE vs. DBC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Household Sector UCITS ETF (SC04.DE) and Invesco DB Commodity Index Tracking Fund (DBC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SC04.DE is traded in EUR, while DBC is traded in USD. To make them comparable, the DBC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SC04.DE achieves a -10.61% return, which is significantly lower than DBC's 37.09% return. Over the past 10 years, SC04.DE has underperformed DBC with an annualized return of 4.41%, while DBC has yielded a comparatively higher 8.88% annualized return.


SC04.DE

1D
-1.50%
1M
2.56%
YTD
-10.61%
6M
-10.18%
1Y
-3.44%
3Y*
-0.36%
5Y*
0.84%
10Y*
4.41%

DBC

1D
0.78%
1M
-2.63%
YTD
37.09%
6M
36.11%
1Y
42.99%
3Y*
12.04%
5Y*
13.84%
10Y*
8.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC04.DE vs. DBC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SC04.DE
Invesco European Household Sector UCITS ETF
-10.61%7.57%7.08%8.48%-10.95%19.37%6.54%29.50%-16.18%13.26%
DBC
Invesco DB Commodity Index Tracking Fund
37.09%-4.72%8.93%-9.01%26.73%51.93%-15.43%14.37%-7.48%-8.03%

Correlation

The correlation between SC04.DE and DBC is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.20

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

-0.08

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

-0.03

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

0.08

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2009

0.13

The correlation between SC04.DE and DBC shifts across timeframes, from -0.20 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SC04.DE vs. DBC — Risk / Return Rank

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

SC04.DE
SC04.DE Risk / Return Rank: 66
Overall Rank
SC04.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SC04.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
SC04.DE Omega Ratio Rank: 66
Omega Ratio Rank
SC04.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
SC04.DE Martin Ratio Rank: 66
Martin Ratio Rank

DBC
DBC Risk / Return Rank: 7575
Overall Rank
DBC Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DBC Sortino Ratio Rank: 6767
Sortino Ratio Rank
DBC Omega Ratio Rank: 7070
Omega Ratio Rank
DBC Calmar Ratio Rank: 9292
Calmar Ratio Rank
DBC Martin Ratio Rank: 7272
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.

SC04.DE vs. DBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Household Sector UCITS ETF (SC04.DE) and Invesco DB Commodity Index Tracking Fund (DBC). 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.DEDBCDifference

Sharpe ratio

Return per unit of total volatility

-0.21

2.09

-2.30

Sortino ratio

Return per unit of downside risk

-0.19

2.76

-2.96

Omega ratio

Gain probability vs. loss probability

0.98

1.36

-0.38

Calmar ratio

Return relative to maximum drawdown

-0.22

5.21

-5.43

Martin ratio

Return relative to average drawdown

-0.52

10.82

-11.34

SC04.DE vs. DBC - Sharpe Ratio Comparison

The current SC04.DE Sharpe Ratio is -0.21, which is lower than the DBC Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of SC04.DE and DBC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SC04.DEDBCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

2.09

-2.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.70

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.48

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.15

+0.42

Drawdowns

SC04.DE vs. DBC - Drawdown Comparison

The maximum SC04.DE drawdown since its inception was -29.42%, smaller than the maximum DBC drawdown of -65.73%. Use the drawdown chart below to compare losses from any high point for SC04.DE and DBC.


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Drawdown Indicators


SC04.DEDBCDifference

Max Drawdown

Largest peak-to-trough decline

-29.42%

-65.73%

+36.31%

Max Drawdown (1Y)

Largest decline over 1 year

-15.34%

-8.30%

-7.04%

Max Drawdown (3Y)

Largest decline over 3 years

-17.60%

-17.61%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-22.04%

-29.98%

+7.94%

Max Drawdown (10Y)

Largest decline over 10 years

-29.42%

-38.20%

+8.78%

Current Drawdown

Current decline from peak

-12.75%

-4.18%

-8.57%

Average Drawdown

Average peak-to-trough decline

-5.57%

-35.97%

+30.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.59%

3.99%

+2.60%

Volatility

SC04.DE vs. DBC - Volatility Comparison

The current volatility for Invesco European Household Sector UCITS ETF (SC04.DE) is 6.49%, while Invesco DB Commodity Index Tracking Fund (DBC) has a volatility of 7.11%. This indicates that SC04.DE experiences smaller price fluctuations and is considered to be less risky than DBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SC04.DEDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.49%

7.11%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

13.27%

16.84%

-3.57%

Volatility (1Y)

Calculated over the trailing 1-year period

16.34%

20.72%

-4.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.15%

19.99%

-2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

18.55%

-1.57%

SC04.DE vs. DBC - Expense Ratio Comparison

SC04.DE has a 0.20% expense ratio, which is lower than DBC's 0.85% expense ratio.


Dividends

SC04.DE vs. DBC - Dividend Comparison

SC04.DE has not paid dividends to shareholders, while DBC's dividend yield for the trailing twelve months is around 2.46%.


PositionTTM20252024202320222021202020192018
DBC
Invesco DB Commodity Index Tracking Fund
2.46%3.33%5.22%4.94%0.59%0.00%0.00%1.59%1.30%
SC04.DE
Invesco European Household Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SC04.DE and DBC have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SC04.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC04.DE is cheaper with a 0.20% expense ratio, compared with 0.85% for DBC.

SC04.DE is categorized as Consumer Staples Equities, while DBC is Commodities. SC04.DE tracks STOXX® Europe 600 Optimised Personal & Household Goods, while DBC tracks DBIQ Optimum Yield Diversified Commodity Index Excess Return. Their fees differ too: 0.20% for SC04.DE and 0.85% for DBC.

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