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

Performance

SC04.DE vs. IEF - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Household Sector UCITS ETF (SC04.DE) and iShares 7-10 Year Treasury Bond ETF (IEF). 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 IEF is traded in USD. To make them comparable, the IEF 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 -10.69% return, which is significantly lower than IEF's 0.60% return. Over the past 10 years, SC04.DE has outperformed IEF with an annualized return of 4.39%, while IEF has yielded a comparatively lower 0.45% annualized return.


SC04.DE

1D
-0.09%
1M
2.35%
YTD
-10.69%
6M
-10.49%
1Y
-4.17%
3Y*
-0.12%
5Y*
0.82%
10Y*
4.39%

IEF

1D
-0.01%
1M
0.57%
YTD
0.60%
6M
-0.47%
1Y
1.70%
3Y*
-0.20%
5Y*
-0.19%
10Y*
0.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC04.DE vs. IEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IEF
iShares 7-10 Year Treasury Bond ETF
0.60%-4.79%5.92%0.53%-9.90%3.90%0.94%10.47%5.73%-10.05%

Correlation

The correlation between SC04.DE and IEF is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

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

0.04

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

-0.04

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

-0.01

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

-0.02

The correlation between SC04.DE and IEF shifts across timeframes, from -0.04 (5 years) to 0.10 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SC04.DE vs. IEF — 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

IEF
IEF Risk / Return Rank: 2121
Overall Rank
IEF Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2121
Sortino Ratio Rank
IEF Omega Ratio Rank: 2020
Omega Ratio Rank
IEF Calmar Ratio Rank: 2020
Calmar Ratio Rank
IEF Martin Ratio Rank: 2121
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. IEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Household Sector UCITS ETF (SC04.DE) and iShares 7-10 Year Treasury Bond ETF (IEF). 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.DEIEFDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

0.97

1.05

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.27

0.34

-0.61

Martin ratioReturn relative to average drawdown

-0.63

0.96

-1.59

SC04.DE vs. IEF - Sharpe Ratio Comparison

The current SC04.DE Sharpe Ratio is -0.25, which is lower than the IEF Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of SC04.DE and IEF, 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.DEIEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

0.28

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

-0.02

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.05

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.36

+0.21

Drawdowns

SC04.DE vs. IEF - Drawdown Comparison

The maximum SC04.DE drawdown since its inception was -29.42%, which is greater than IEF's maximum drawdown of -21.59%. Use the drawdown chart below to compare losses from any high point for SC04.DE and IEF.


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Drawdown Indicators


SC04.DEIEFDifference

Max Drawdown

Largest peak-to-trough decline

-29.42%

-21.59%

-7.83%

Max Drawdown (1Y)

Largest decline over 1 year

-15.34%

-5.08%

-10.26%

Max Drawdown (3Y)

Largest decline over 3 years

-17.60%

-11.07%

-6.53%

Max Drawdown (5Y)

Largest decline over 5 years

-22.04%

-15.81%

-6.23%

Max Drawdown (10Y)

Largest decline over 10 years

-29.42%

-21.59%

-7.83%

Current Drawdown

Current decline from peak

-12.83%

-16.64%

+3.81%

Average Drawdown

Average peak-to-trough decline

-5.57%

-9.55%

+3.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.64%

1.82%

+4.82%

Volatility

SC04.DE vs. IEF - Volatility Comparison

Invesco European Household Sector UCITS ETF (SC04.DE) has a higher volatility of 5.37% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.01%. This indicates that SC04.DE's price experiences larger fluctuations and is considered to be riskier than IEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SC04.DEIEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

1.01%

+4.36%

Volatility (6M)

Calculated over the trailing 6-month period

13.25%

4.60%

+8.65%

Volatility (1Y)

Calculated over the trailing 1-year period

16.34%

6.15%

+10.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.15%

9.19%

+7.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.97%

8.75%

+8.22%

SC04.DE vs. IEF - Expense Ratio Comparison

SC04.DE has a 0.20% expense ratio, which is higher than IEF'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. IEF - Dividend Comparison

SC04.DE has not paid dividends to shareholders, while IEF's dividend yield for the trailing twelve months is around 3.90%.


PositionTTM20252024202320222021202020192018201720162015
IEF
iShares 7-10 Year Treasury Bond ETF
3.90%3.77%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%
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%0.00%0.00%0.00%

Frequently Asked Questions


SC04.DE and IEF have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEF is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEF is cheaper with a 0.15% expense ratio, compared with 0.20% for SC04.DE.

SC04.DE is categorized as Consumer Staples Equities, while IEF is Government Bonds. SC04.DE tracks STOXX® Europe 600 Optimised Personal & Household Goods, while IEF tracks ICE U.S. Treasury 7-10 Year Bond Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for SC04.DE and 0.15% for IEF.

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