SC05.DE vs. D500.DE
SC05.DE (Invesco European Retail Sector UCITS ETF) and D500.DE (Invesco S&P 500 UCITS ETF Dist) are both exchange-traded funds - SC05.DE is a Consumer Staples Equities fund tracking the STOXX® Europe 600 Optimised Retail, while D500.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, SC05.DE returned 4.56%/yr vs 15.85%/yr for D500.DE. A 0.54 correlation means they provide meaningful diversification when combined. SC05.DE charges 0.20%/yr vs 0.05%/yr for D500.DE.
Performance
SC05.DE vs. D500.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 D500.DE's 11.58% return. Over the past 10 years, SC05.DE has underperformed D500.DE with an annualized return of 4.56%, while D500.DE has yielded a comparatively higher 15.85% annualized 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%
D500.DE
- 1D
- -0.31%
- 1M
- 5.37%
- YTD
- 11.58%
- 6M
- 11.67%
- 1Y
- 25.88%
- 3Y*
- 19.34%
- 5Y*
- 15.48%
- 10Y*
- 15.85%
SC05.DE vs. D500.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% | -1.89% |
D500.DE Invesco S&P 500 UCITS ETF Dist | 11.58% | 4.86% | 32.62% | 22.70% | -13.34% | 43.50% | 9.36% | 35.52% | -0.84% | 6.73% |
Correlation
The correlation between SC05.DE and D500.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2015 | 0.54 |
The correlation between SC05.DE and D500.DE shifts across timeframes, from 0.42 (3 years) to 0.54 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SC05.DE vs. D500.DE — Risk / Return Rank
SC05.DE
D500.DE
SC05.DE vs. D500.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 Invesco S&P 500 UCITS ETF Dist (D500.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 | D500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.27 | ||
| Sortino ratioReturn per unit of downside risk | -2.96 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.42 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 3.60 | -3.65 |
| Martin ratioReturn relative to average drawdown | -0.11 | 12.88 | -12.99 |
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 | D500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 2.24 | -2.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 1.01 | -1.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.98 | -0.76 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.88 | -0.58 |
Drawdowns
SC05.DE vs. D500.DE - Drawdown Comparison
The maximum SC05.DE drawdown since its inception was -51.51%, which is greater than D500.DE's maximum drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for SC05.DE and D500.DE.
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Drawdown Indicators
| SC05.DE | D500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.51% | -33.57% | -17.94% |
Max Drawdown (1Y)Largest decline over 1 year | -14.81% | -7.14% | -7.67% |
Max Drawdown (3Y)Largest decline over 3 years | -19.36% | -23.29% | +3.93% |
Max Drawdown (5Y)Largest decline over 5 years | -51.51% | -23.29% | -28.22% |
Max Drawdown (10Y)Largest decline over 10 years | -51.51% | -33.57% | -17.94% |
Current DrawdownCurrent decline from peak | -5.67% | -0.31% | -5.36% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -4.25% | -7.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 2.00% | +4.41% |
Volatility
SC05.DE vs. D500.DE - Volatility Comparison
Invesco European Retail Sector UCITS ETF (SC05.DE) has a higher volatility of 6.40% compared to Invesco S&P 500 UCITS ETF Dist (D500.DE) at 2.66%. This indicates that SC05.DE's price experiences larger fluctuations and is considered to be riskier than D500.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 | D500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 2.66% | +3.74% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 7.54% | +8.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.04% | 11.59% | +7.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.11% | 15.17% | +6.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 16.08% | +4.16% |
SC05.DE vs. D500.DE - Expense Ratio Comparison
SC05.DE has a 0.20% expense ratio, which is higher than D500.DE's 0.05% 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. D500.DE - Dividend Comparison
SC05.DE has not paid dividends to shareholders, while D500.DE's dividend yield for the trailing twelve months is around 1.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D500.DE Invesco S&P 500 UCITS ETF Dist | 1.08% | 1.18% | 1.27% | 1.54% | 2.63% | 2.72% | 3.53% | 2.34% | 2.08% | 1.67% | 1.70% | 0.29% |
SC05.DE Invesco European Retail 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
SC05.DE and D500.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D500.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for SC05.DE.
SC05.DE is categorized as Consumer Staples Equities, while D500.DE is S&P 500. SC05.DE tracks STOXX® Europe 600 Optimised Retail, while D500.DE tracks S&P 500 Index. Their fees differ too: 0.20% for SC05.DE and 0.05% for D500.DE.
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