SC05.DE vs. 2B7D.DE
SC05.DE (Invesco European Retail Sector UCITS ETF) and 2B7D.DE (iShares S&P 500 Consumer Staples Sector UCITS ETF) are both Consumer Staples Equities funds - SC05.DE tracks the STOXX® Europe 600 Optimised Retail while 2B7D.DE tracks the S&P 500 Capped 35/20 Consumer Staples. Both are passively managed. Over the past 5 years, SC05.DE returned -0.57%/yr vs 7.77%/yr for 2B7D.DE. At a 0.19 correlation, their price movements are largely independent. SC05.DE charges 0.20%/yr vs 0.15%/yr for 2B7D.DE.
Performance
SC05.DE vs. 2B7D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC05.DE achieves a -2.73% return, which is significantly lower than 2B7D.DE's 7.60% return.
SC05.DE
- 1D
- 1.07%
- 1M
- 8.22%
- YTD
- -2.73%
- 6M
- -1.05%
- 1Y
- -0.73%
- 3Y*
- 9.76%
- 5Y*
- -0.57%
- 10Y*
- 4.56%
2B7D.DE
- 1D
- 0.07%
- 1M
- -1.94%
- YTD
- 7.60%
- 6M
- 7.27%
- 1Y
- 0.48%
- 3Y*
- 5.47%
- 5Y*
- 7.77%
- 10Y*
- —
SC05.DE vs. 2B7D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC05.DE Invesco European Retail Sector UCITS ETF | -2.73% | 8.95% | 8.15% | 35.71% | -33.09% | 12.03% | 11.17% | 39.11% | -12.09% | 1.49% |
2B7D.DE iShares S&P 500 Consumer Staples Sector UCITS ETF | 7.60% | -8.12% | 21.83% | -3.82% | 5.50% | 28.07% | -0.37% | 32.49% | -6.43% | -11.68% |
Correlation
The correlation between SC05.DE and 2B7D.DE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2017 | 0.19 |
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Return for Risk
SC05.DE vs. 2B7D.DE — Risk / Return Rank
SC05.DE
2B7D.DE
SC05.DE vs. 2B7D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Retail Sector UCITS ETF (SC05.DE) and iShares S&P 500 Consumer Staples Sector UCITS ETF (2B7D.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.
| SC05.DE | 2B7D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.04 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 0.03 | -0.08 |
| Martin ratioReturn relative to average drawdown | -0.11 | 0.05 | -0.17 |
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
| SC05.DE | 2B7D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 0.02 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.47 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.35 | -0.05 |
Drawdowns
SC05.DE vs. 2B7D.DE - Drawdown Comparison
The maximum SC05.DE drawdown since its inception was -51.51%, which is greater than 2B7D.DE's maximum drawdown of -26.89%. Use the drawdown chart below to compare losses from any high point for SC05.DE and 2B7D.DE.
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Drawdown Indicators
| SC05.DE | 2B7D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.51% | -26.89% | -24.62% |
Max Drawdown (1Y)Largest decline over 1 year | -14.81% | -16.85% | +2.04% |
Max Drawdown (3Y)Largest decline over 3 years | -19.36% | -16.85% | -2.51% |
Max Drawdown (5Y)Largest decline over 5 years | -51.51% | -16.85% | -34.66% |
Max Drawdown (10Y)Largest decline over 10 years | -51.51% | — | — |
Current DrawdownCurrent decline from peak | -5.67% | -9.21% | +3.54% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -8.47% | -3.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 8.88% | -2.47% |
Volatility
SC05.DE vs. 2B7D.DE - Volatility Comparison
Invesco European Retail Sector UCITS ETF (SC05.DE) has a higher volatility of 6.40% compared to iShares S&P 500 Consumer Staples Sector UCITS ETF (2B7D.DE) at 6.09%. This indicates that SC05.DE's price experiences larger fluctuations and is considered to be riskier than 2B7D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC05.DE | 2B7D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 6.09% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 11.56% | +4.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.04% | 25.70% | -6.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.11% | 16.48% | +5.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 16.93% | +3.31% |
SC05.DE vs. 2B7D.DE - Expense Ratio Comparison
SC05.DE has a 0.20% expense ratio, which is higher than 2B7D.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
SC05.DE vs. 2B7D.DE - Dividend Comparison
Neither SC05.DE nor 2B7D.DE has paid dividends to shareholders.
Frequently Asked Questions
SC05.DE and 2B7D.DE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 2B7D.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
2B7D.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for SC05.DE.
SC05.DE tracks STOXX® Europe 600 Optimised Retail, while 2B7D.DE tracks S&P 500 Capped 35/20 Consumer Staples. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for SC05.DE and 0.15% for 2B7D.DE.
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