SC05.DE vs. DFOP.DE
SC05.DE (Invesco European Retail Sector UCITS ETF) and DFOP.DE (Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist) are both Consumer Staples Equities funds - SC05.DE tracks the STOXX® Europe 600 Optimised Retail while DFOP.DE tracks the STOXX® Europe 600 Food & Beverage. Both are passively managed. Over the past 10 years, SC05.DE returned 4.56%/yr vs 2.50%/yr for DFOP.DE. A 0.52 correlation means they provide meaningful diversification when combined. SC05.DE charges 0.20%/yr vs 0.30%/yr for DFOP.DE.
Performance
SC05.DE vs. DFOP.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 DFOP.DE's -2.24% return. Over the past 10 years, SC05.DE has outperformed DFOP.DE with an annualized return of 4.56%, while DFOP.DE has yielded a comparatively lower 2.50% 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%
DFOP.DE
- 1D
- -0.84%
- 1M
- -1.75%
- YTD
- -2.24%
- 6M
- -2.12%
- 1Y
- -5.84%
- 3Y*
- -1.99%
- 5Y*
- -1.18%
- 10Y*
- 2.50%
SC05.DE vs. DFOP.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% |
DFOP.DE Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist | -2.24% | 5.99% | -3.88% | -2.06% | -13.09% | 23.08% | -6.16% | 29.47% | -7.36% | 12.34% |
Correlation
The correlation between SC05.DE and DFOP.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2009 | 0.52 |
Over the past year, the correlation between SC05.DE and DFOP.DE has dropped to 0.30 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.
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Return for Risk
SC05.DE vs. DFOP.DE — Risk / Return Rank
SC05.DE
DFOP.DE
SC05.DE vs. DFOP.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 Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist (DFOP.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 | DFOP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.94 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | -0.49 | +0.44 |
| Martin ratioReturn relative to average drawdown | -0.11 | -0.98 | +0.87 |
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
| SC05.DE | DFOP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | -0.45 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | -0.09 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.18 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.56 | -0.26 |
Drawdowns
SC05.DE vs. DFOP.DE - Drawdown Comparison
The maximum SC05.DE drawdown since its inception was -51.51%, which is greater than DFOP.DE's maximum drawdown of -30.33%. Use the drawdown chart below to compare losses from any high point for SC05.DE and DFOP.DE.
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Drawdown Indicators
| SC05.DE | DFOP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.51% | -30.33% | -21.18% |
Max Drawdown (1Y)Largest decline over 1 year | -14.81% | -11.83% | -2.98% |
Max Drawdown (3Y)Largest decline over 3 years | -19.36% | -13.58% | -5.78% |
Max Drawdown (5Y)Largest decline over 5 years | -51.51% | -21.98% | -29.53% |
Max Drawdown (10Y)Largest decline over 10 years | -51.51% | -30.33% | -21.18% |
Current DrawdownCurrent decline from peak | -5.67% | -16.70% | +11.03% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -7.05% | -4.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 5.90% | +0.51% |
Volatility
SC05.DE vs. DFOP.DE - Volatility Comparison
Invesco European Retail Sector UCITS ETF (SC05.DE) has a higher volatility of 6.40% compared to Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist (DFOP.DE) at 4.63%. This indicates that SC05.DE's price experiences larger fluctuations and is considered to be riskier than DFOP.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 | DFOP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 4.63% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 10.46% | +5.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.04% | 12.92% | +6.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.11% | 13.34% | +8.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 14.09% | +6.15% |
SC05.DE vs. DFOP.DE - Expense Ratio Comparison
SC05.DE has a 0.20% expense ratio, which is lower than DFOP.DE's 0.30% expense ratio.
Dividends
SC05.DE vs. DFOP.DE - Dividend Comparison
SC05.DE has not paid dividends to shareholders, while DFOP.DE's dividend yield for the trailing twelve months is around 1.43%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DFOP.DE Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist | 1.43% | 1.40% | 1.94% | 1.47% | 2.06% | 1.46% | 2.31% | 1.65% | 2.35% | 0.84% |
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% |
Frequently Asked Questions
SC05.DE and DFOP.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC05.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC05.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for DFOP.DE.
SC05.DE tracks STOXX® Europe 600 Optimised Retail, while DFOP.DE tracks STOXX® Europe 600 Food & Beverage. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.20% for SC05.DE and 0.30% for DFOP.DE.
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