SC04.DE vs. ZPDD.DE
SC04.DE (Invesco European Household Sector UCITS ETF) and ZPDD.DE (SPDR S&P US Consumer Discretionary Select Sector UCITS ETF) are both Consumer Staples Equities funds - SC04.DE tracks the STOXX® Europe 600 Optimised Personal & Household Goods while ZPDD.DE tracks the S&P Consumer Discretionary Select Sector. Both are passively managed. Over the past 10 years, SC04.DE returned 4.39%/yr vs 13.15%/yr for ZPDD.DE. A 0.56 correlation means they provide meaningful diversification when combined. SC04.DE charges 0.20%/yr vs 0.15%/yr for ZPDD.DE.
Performance
SC04.DE vs. ZPDD.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 ZPDD.DE's 0.34% return. Over the past 10 years, SC04.DE has underperformed ZPDD.DE with an annualized return of 4.39%, while ZPDD.DE has yielded a comparatively higher 13.15% 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%
ZPDD.DE
- 1D
- 0.27%
- 1M
- -0.74%
- YTD
- 0.34%
- 6M
- 1.40%
- 1Y
- 11.32%
- 3Y*
- 13.95%
- 5Y*
- 10.34%
- 10Y*
- 13.15%
SC04.DE vs. ZPDD.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% |
ZPDD.DE SPDR S&P US Consumer Discretionary Select Sector UCITS ETF | 0.34% | -3.35% | 36.72% | 36.96% | -30.97% | 39.97% | 15.91% | 32.48% | 4.88% | 7.37% |
Correlation
The correlation between SC04.DE and ZPDD.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.56 |
The correlation between SC04.DE and ZPDD.DE shifts across timeframes, from 0.37 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SC04.DE vs. ZPDD.DE — Risk / Return Rank
SC04.DE
ZPDD.DE
SC04.DE vs. ZPDD.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 SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.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 | ZPDD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.12 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 0.81 | -1.08 |
| Martin ratioReturn relative to average drawdown | -0.63 | 2.25 | -2.87 |
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 | ZPDD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | 0.62 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.48 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.64 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.57 | 0.00 |
Drawdowns
SC04.DE vs. ZPDD.DE - Drawdown Comparison
The maximum SC04.DE drawdown since its inception was -29.42%, smaller than the maximum ZPDD.DE drawdown of -37.03%. Use the drawdown chart below to compare losses from any high point for SC04.DE and ZPDD.DE.
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Drawdown Indicators
| SC04.DE | ZPDD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.42% | -37.03% | +7.61% |
Max Drawdown (1Y)Largest decline over 1 year | -15.34% | -13.91% | -1.43% |
Max Drawdown (3Y)Largest decline over 3 years | -17.60% | -29.56% | +11.96% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -34.02% | +11.98% |
Max Drawdown (10Y)Largest decline over 10 years | -29.42% | -37.03% | +7.61% |
Current DrawdownCurrent decline from peak | -12.83% | -7.19% | -5.64% |
Average DrawdownAverage peak-to-trough decline | -5.57% | -8.21% | +2.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.64% | 5.03% | +1.61% |
Volatility
SC04.DE vs. ZPDD.DE - Volatility Comparison
Invesco European Household Sector UCITS ETF (SC04.DE) and SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.DE) have volatilities of 5.37% and 5.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC04.DE | ZPDD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 5.49% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 13.25% | 13.47% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.34% | 18.17% | -1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.15% | 21.48% | -4.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 20.55% | -3.58% |
SC04.DE vs. ZPDD.DE - Expense Ratio Comparison
SC04.DE has a 0.20% expense ratio, which is higher than ZPDD.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. ZPDD.DE - Dividend Comparison
Neither SC04.DE nor ZPDD.DE has paid dividends to shareholders.
Frequently Asked Questions
SC04.DE and ZPDD.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDD.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDD.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for SC04.DE.
SC04.DE tracks STOXX® Europe 600 Optimised Personal & Household Goods, while ZPDD.DE tracks S&P Consumer Discretionary Select Sector. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.20% for SC04.DE and 0.15% for ZPDD.DE.
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