SC04.DE vs. FWEA.DE
SC04.DE (Invesco European Household Sector UCITS ETF) and FWEA.DE (Invesco FTSE All-World UCITS ETF) are both exchange-traded funds - SC04.DE is a Consumer Staples Equities fund tracking the STOXX® Europe 600 Optimised Personal & Household Goods, while FWEA.DE is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past year, SC04.DE returned -3.77% vs 25.98% for FWEA.DE. A 0.53 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
SC04.DE vs. FWEA.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 FWEA.DE's 10.64% 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%
FWEA.DE
- 1D
- -0.24%
- 1M
- 2.84%
- YTD
- 10.64%
- 6M
- 11.58%
- 1Y
- 25.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SC04.DE vs. FWEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SC04.DE Invesco European Household Sector UCITS ETF | -10.69% | 7.57% | 7.08% | -3.55% |
FWEA.DE Invesco FTSE All-World UCITS ETF | 10.64% | 17.53% | 19.21% | 8.62% |
Correlation
The correlation between SC04.DE and FWEA.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2023 | 0.53 |
The correlation between SC04.DE and FWEA.DE has been stable across timeframes, ranging from 0.44 to 0.53 - a consistent structural relationship.
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Return for Risk
SC04.DE vs. FWEA.DE — Risk / Return Rank
SC04.DE
FWEA.DE
SC04.DE vs. FWEA.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 Invesco FTSE All-World UCITS ETF (FWEA.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 | FWEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.55 | ||
| Sortino ratioReturn per unit of downside risk | -3.64 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.43 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 3.18 | -3.45 |
| Martin ratioReturn relative to average drawdown | -0.63 | 13.52 | -14.15 |
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 | FWEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | 2.30 | -2.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 1.51 | -0.94 |
Drawdowns
SC04.DE vs. FWEA.DE - Drawdown Comparison
The maximum SC04.DE drawdown since its inception was -29.42%, which is greater than FWEA.DE's maximum drawdown of -17.48%. Use the drawdown chart below to compare losses from any high point for SC04.DE and FWEA.DE.
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Drawdown Indicators
| SC04.DE | FWEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.42% | -17.48% | -11.94% |
Max Drawdown (1Y)Largest decline over 1 year | -15.34% | -8.28% | -7.06% |
Max Drawdown (3Y)Largest decline over 3 years | -17.60% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -29.42% | — | — |
Current DrawdownCurrent decline from peak | -12.83% | -0.81% | -12.02% |
Average DrawdownAverage peak-to-trough decline | -5.57% | -1.86% | -3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.64% | 1.95% | +4.69% |
Volatility
SC04.DE vs. FWEA.DE - Volatility Comparison
Invesco European Household Sector UCITS ETF (SC04.DE) has a higher volatility of 5.37% compared to Invesco FTSE All-World UCITS ETF (FWEA.DE) at 3.36%. This indicates that SC04.DE's price experiences larger fluctuations and is considered to be riskier than FWEA.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 | FWEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 3.36% | +2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 13.25% | 8.93% | +4.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.34% | 11.45% | +4.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.15% | 12.72% | +4.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 12.72% | +4.25% |
SC04.DE vs. FWEA.DE - Expense Ratio Comparison
Both SC04.DE and FWEA.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SC04.DE vs. FWEA.DE - Dividend Comparison
Neither SC04.DE nor FWEA.DE has paid dividends to shareholders.
Frequently Asked Questions
SC04.DE and FWEA.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SC04.DE and FWEA.DE have the same expense ratio: 0.20% per year.
SC04.DE is categorized as Consumer Staples Equities, while FWEA.DE is Global Equities. SC04.DE tracks STOXX® Europe 600 Optimised Personal & Household Goods, while FWEA.DE tracks FTSE All-World Index.
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