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SC05.DE vs. EXH8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC05.DE vs. EXH8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Retail Sector UCITS ETF (SC05.DE) and iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE). The values are adjusted to include any dividend payments, if applicable.

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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 EXH8.DE's -1.84% return. Over the past 10 years, SC05.DE has underperformed EXH8.DE with an annualized return of 4.56%, while EXH8.DE has yielded a comparatively higher 6.32% 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%

EXH8.DE

1D
0.97%
1M
7.60%
YTD
-1.84%
6M
0.30%
1Y
6.21%
3Y*
12.48%
5Y*
1.95%
10Y*
6.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC05.DE vs. EXH8.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EXH8.DE
iShares STOXX Europe 600 Retail UCITS ETF (DE)
-1.84%13.47%10.93%36.87%-30.57%13.16%9.68%38.72%-9.61%-0.73%

Correlation

The correlation between SC05.DE and EXH8.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Aug 25, 2009

0.95

The correlation between SC05.DE and EXH8.DE has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

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Return for Risk

SC05.DE vs. EXH8.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SC05.DE
SC05.DE Risk / Return Rank: 99
Overall Rank
SC05.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SC05.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
SC05.DE Omega Ratio Rank: 88
Omega Ratio Rank
SC05.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
SC05.DE Martin Ratio Rank: 88
Martin Ratio Rank

EXH8.DE
EXH8.DE Risk / Return Rank: 1414
Overall Rank
EXH8.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
EXH8.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EXH8.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EXH8.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EXH8.DE Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SC05.DE vs. EXH8.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 STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.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.DEEXH8.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.01

1.07

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.05

0.48

-0.53

Martin ratioReturn relative to average drawdown

-0.11

1.09

-1.21

SC05.DE vs. EXH8.DE - Sharpe Ratio Comparison

The current SC05.DE Sharpe Ratio is -0.04, which is lower than the EXH8.DE Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of SC05.DE and EXH8.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SC05.DEEXH8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

0.33

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.09

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.32

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.30

0.00

Drawdowns

SC05.DE vs. EXH8.DE - Drawdown Comparison

The maximum SC05.DE drawdown since its inception was -51.51%, smaller than the maximum EXH8.DE drawdown of -54.89%. Use the drawdown chart below to compare losses from any high point for SC05.DE and EXH8.DE.


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Drawdown Indicators


SC05.DEEXH8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-51.51%

-54.89%

+3.38%

Max Drawdown (1Y)

Largest decline over 1 year

-14.81%

-12.96%

-1.85%

Max Drawdown (3Y)

Largest decline over 3 years

-19.36%

-19.54%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-51.51%

-48.60%

-2.91%

Max Drawdown (10Y)

Largest decline over 10 years

-51.51%

-48.60%

-2.91%

Current Drawdown

Current decline from peak

-5.67%

-3.99%

-1.68%

Average Drawdown

Average peak-to-trough decline

-11.73%

-16.64%

+4.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.41%

5.67%

+0.74%

Volatility

SC05.DE vs. EXH8.DE - Volatility Comparison

Invesco European Retail Sector UCITS ETF (SC05.DE) has a higher volatility of 6.40% compared to iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE) at 6.03%. This indicates that SC05.DE's price experiences larger fluctuations and is considered to be riskier than EXH8.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.DEEXH8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

6.03%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

15.78%

15.20%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

19.04%

18.59%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.11%

21.53%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.24%

19.73%

+0.51%

SC05.DE vs. EXH8.DE - Expense Ratio Comparison

SC05.DE has a 0.20% expense ratio, which is lower than EXH8.DE's 0.46% expense ratio.


Dividends

SC05.DE vs. EXH8.DE - Dividend Comparison

SC05.DE has not paid dividends to shareholders, while EXH8.DE's dividend yield for the trailing twelve months is around 2.13%.


PositionTTM20252024202320222021202020192018201720162015
EXH8.DE
iShares STOXX Europe 600 Retail UCITS ETF (DE)
2.13%2.30%2.40%2.34%3.25%1.04%1.26%2.10%3.20%2.91%2.88%3.27%
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


With a correlation of 0.97, SC05.DE and EXH8.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.46% for EXH8.DE.

SC05.DE tracks STOXX® Europe 600 Optimised Retail, while EXH8.DE tracks STOXX® Europe 600 Retail. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for SC05.DE and 0.46% for EXH8.DE.

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