SC04.DE vs. VNRT.DE
SC04.DE (Invesco European Household Sector UCITS ETF) and VNRT.DE (Vanguard FTSE North America UCITS ETF Distributing) are both exchange-traded funds - SC04.DE is a Consumer Staples Equities fund tracking the STOXX® Europe 600 Optimised Personal & Household Goods, while VNRT.DE is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, SC04.DE returned 2.51%/yr vs 13.05%/yr for VNRT.DE. A 0.55 correlation means they provide meaningful diversification when combined. SC04.DE charges 0.20%/yr vs 0.10%/yr for VNRT.DE.
Performance
SC04.DE vs. VNRT.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC04.DE achieves a -2.18% return, which is significantly lower than VNRT.DE's 11.63% return.
SC04.DE
- 1D
- 1.58%
- 1M
- 2.55%
- 6M
- -2.17%
- YTD
- -2.18%
- 1Y
- 7.11%
- 3Y*
- 2.70%
- 5Y*
- 2.51%
- 10Y*
- 5.45%
VNRT.DE
- 1D
- -1.20%
- 1M
- 0.83%
- 6M
- 9.44%
- YTD
- 11.63%
- 1Y
- 21.42%
- 3Y*
- 18.81%
- 5Y*
- 13.05%
- 10Y*
- —
SC04.DE vs. VNRT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC04.DE Invesco European Household Sector UCITS ETF | -2.18% | 7.46% | 7.08% | 8.48% | -10.95% | 19.37% | 6.54% | 29.50% | -16.18% | 1.99% |
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 11.63% | 5.38% | 31.91% | 22.71% | -15.21% | 38.59% | 8.35% | 34.70% | -1.98% | 2.78% |
Correlation
The correlation between SC04.DE and VNRT.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2017 | 0.55 |
Over the past year, the correlation between SC04.DE and VNRT.DE has dropped to 0.13 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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Return for Risk
SC04.DE vs. VNRT.DE — Risk / Return Rank
SC04.DE
VNRT.DE
SC04.DE vs. VNRT.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 Vanguard FTSE North America UCITS ETF Distributing (VNRT.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.
| SC04.DE | VNRT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.34 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.45 | 3.08 | -2.62 |
| Martin ratioReturn relative to average drawdown | 0.97 | 10.96 | -9.98 |
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Drawdowns
SC04.DE vs. VNRT.DE - Drawdown Comparison
The maximum SC04.DE drawdown since its inception was -29.42%, smaller than the maximum VNRT.DE drawdown of -34.52%. Use the drawdown chart below to compare losses from any high point for SC04.DE and VNRT.DE.
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Drawdown Indicators
| SC04.DE | VNRT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.42% | -34.52% | +5.10% |
Max Drawdown (1Y)Largest decline over 1 year | -15.59% | -6.93% | -8.66% |
Max Drawdown (3Y)Largest decline over 3 years | -17.60% | -23.32% | +5.72% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -23.32% | +1.28% |
Max Drawdown (10Y)Largest decline over 10 years | -29.42% | — | — |
Current DrawdownCurrent decline from peak | -5.09% | -1.29% | -3.80% |
Average DrawdownAverage peak-to-trough decline | -5.50% | -4.38% | -1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.28% | 1.95% | +5.33% |
Volatility
SC04.DE vs. VNRT.DE - Volatility Comparison
Invesco European Household Sector UCITS ETF (SC04.DE) has a higher volatility of 5.10% compared to Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE) at 2.96%. This indicates that SC04.DE's price experiences larger fluctuations and is considered to be riskier than VNRT.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 | VNRT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.10% | 2.96% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 13.36% | 7.77% | +5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.19% | 11.70% | +4.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 15.31% | +1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.68% | 16.75% | -0.07% |
SC04.DE vs. VNRT.DE - Expense Ratio Comparison
SC04.DE has a 0.20% expense ratio, which is higher than VNRT.DE's 0.10% 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. VNRT.DE - Dividend Comparison
SC04.DE has not paid dividends to shareholders, while VNRT.DE's dividend yield for the trailing twelve months is around 0.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 0.88% | 0.98% | 0.99% | 1.25% | 1.46% | 1.00% | 1.42% | 1.43% | 1.78% | 0.41% |
Frequently Asked Questions
SC04.DE and VNRT.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VNRT.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VNRT.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for SC04.DE.
SC04.DE is categorized as Consumer Staples Equities, while VNRT.DE is Large Cap Blend Equities. SC04.DE tracks STOXX® Europe 600 Optimised Personal & Household Goods, while VNRT.DE tracks Russell 1000 TR USD. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.20% for SC04.DE and 0.10% for VNRT.DE.
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