SC05.DE vs. 3SUE.DE
SC05.DE (Invesco European Retail Sector UCITS ETF) and 3SUE.DE (iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist) are both Consumer Staples Equities funds - SC05.DE tracks the STOXX® Europe 600 Optimised Retail while 3SUE.DE tracks the MSCI World Consumer Staples. Both are passively managed. Over the past 5 years, SC05.DE returned -0.57%/yr vs 3.31%/yr for 3SUE.DE. At a 0.37 correlation, their price movements are largely independent. SC05.DE charges 0.20%/yr vs 0.18%/yr for 3SUE.DE.
Performance
SC05.DE vs. 3SUE.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 3SUE.DE's 0.62% 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%
3SUE.DE
- 1D
- -0.18%
- 1M
- -2.28%
- YTD
- 0.62%
- 6M
- 0.29%
- 1Y
- -4.54%
- 3Y*
- 0.49%
- 5Y*
- 3.31%
- 10Y*
- —
SC05.DE vs. 3SUE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SC05.DE Invesco European Retail Sector UCITS ETF | -2.73% | 8.95% | 8.15% | 35.71% | -33.09% | 12.03% | 11.17% | 9.67% |
3SUE.DE iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist | 0.62% | -6.04% | 9.20% | -0.30% | 0.12% | 22.84% | -0.67% | 3.33% |
Correlation
The correlation between SC05.DE and 3SUE.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2019 | 0.37 |
The correlation between SC05.DE and 3SUE.DE shifts across timeframes, from 0.24 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SC05.DE vs. 3SUE.DE — Risk / Return Rank
SC05.DE
3SUE.DE
SC05.DE vs. 3SUE.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 MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist (3SUE.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 | 3SUE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.95 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | -0.41 | +0.37 |
| Martin ratioReturn relative to average drawdown | -0.11 | -0.91 | +0.80 |
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 | 3SUE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | -0.38 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.29 | -0.31 |
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 | 0.31 | 0.00 |
Drawdowns
SC05.DE vs. 3SUE.DE - Drawdown Comparison
The maximum SC05.DE drawdown since its inception was -51.51%, which is greater than 3SUE.DE's maximum drawdown of -22.98%. Use the drawdown chart below to compare losses from any high point for SC05.DE and 3SUE.DE.
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Drawdown Indicators
| SC05.DE | 3SUE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.51% | -22.98% | -28.53% |
Max Drawdown (1Y)Largest decline over 1 year | -14.81% | -10.93% | -3.88% |
Max Drawdown (3Y)Largest decline over 3 years | -19.36% | -13.04% | -6.32% |
Max Drawdown (5Y)Largest decline over 5 years | -51.51% | -13.04% | -38.47% |
Max Drawdown (10Y)Largest decline over 10 years | -51.51% | — | — |
Current DrawdownCurrent decline from peak | -5.67% | -10.63% | +4.96% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -5.61% | -6.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 4.97% | +1.44% |
Volatility
SC05.DE vs. 3SUE.DE - Volatility Comparison
Invesco European Retail Sector UCITS ETF (SC05.DE) has a higher volatility of 6.40% compared to iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist (3SUE.DE) at 4.88%. This indicates that SC05.DE's price experiences larger fluctuations and is considered to be riskier than 3SUE.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 | 3SUE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 4.88% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 9.87% | +5.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.04% | 12.05% | +6.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.11% | 11.43% | +10.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 13.09% | +7.15% |
SC05.DE vs. 3SUE.DE - Expense Ratio Comparison
SC05.DE has a 0.20% expense ratio, which is higher than 3SUE.DE's 0.18% 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. 3SUE.DE - Dividend Comparison
SC05.DE has not paid dividends to shareholders, while 3SUE.DE's dividend yield for the trailing twelve months is around 2.62%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
3SUE.DE iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist | 2.62% | 2.64% | 2.63% | 2.44% | 2.21% | 2.43% | 3.30% | 0.40% |
SC05.DE Invesco European Retail Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SC05.DE and 3SUE.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 3SUE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
3SUE.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for SC05.DE.
SC05.DE tracks STOXX® Europe 600 Optimised Retail, while 3SUE.DE tracks MSCI World Consumer Staples. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for SC05.DE and 0.18% for 3SUE.DE.
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