SC05.DE vs. EXV9.DE
SC05.DE (Invesco European Retail Sector UCITS ETF) and EXV9.DE (iShares STOXX Europe 600 Travel & Leisure UCITS ETF (DE)) are both Consumer Staples Equities funds - SC05.DE tracks the STOXX® Europe 600 Optimised Retail while EXV9.DE tracks the STOXX® Europe 600 Travel & Leisure. Both are passively managed. Over the past 10 years, SC05.DE returned 4.56%/yr vs 2.26%/yr for EXV9.DE. A 0.56 correlation means they provide meaningful diversification when combined. SC05.DE charges 0.20%/yr vs 0.46%/yr for EXV9.DE.
Performance
SC05.DE vs. EXV9.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 EXV9.DE's -1.78% return. Over the past 10 years, SC05.DE has outperformed EXV9.DE with an annualized return of 4.56%, while EXV9.DE has yielded a comparatively lower 2.26% 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%
EXV9.DE
- 1D
- 0.37%
- 1M
- 10.66%
- YTD
- -1.78%
- 6M
- 3.23%
- 1Y
- 6.86%
- 3Y*
- 4.56%
- 5Y*
- 1.28%
- 10Y*
- 2.26%
SC05.DE vs. EXV9.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% |
EXV9.DE iShares STOXX Europe 600 Travel & Leisure UCITS ETF (DE) | -1.78% | 5.96% | 13.80% | 21.47% | -14.82% | 1.81% | -14.24% | 24.03% | -15.88% | 15.07% |
Correlation
The correlation between SC05.DE and EXV9.DE is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2009 | 0.56 |
The correlation between SC05.DE and EXV9.DE has been stable across timeframes, ranging from 0.56 to 0.62 - a consistent structural relationship.
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Return for Risk
SC05.DE vs. EXV9.DE — Risk / Return Rank
SC05.DE
EXV9.DE
SC05.DE vs. EXV9.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 Travel & Leisure UCITS ETF (DE) (EXV9.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 | EXV9.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.07 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 0.49 | -0.53 |
| Martin ratioReturn relative to average drawdown | -0.11 | 1.16 | -1.28 |
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 | EXV9.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 0.31 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.05 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.09 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.24 | +0.06 |
Drawdowns
SC05.DE vs. EXV9.DE - Drawdown Comparison
The maximum SC05.DE drawdown since its inception was -51.51%, smaller than the maximum EXV9.DE drawdown of -64.31%. Use the drawdown chart below to compare losses from any high point for SC05.DE and EXV9.DE.
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Drawdown Indicators
| SC05.DE | EXV9.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.51% | -64.31% | +12.80% |
Max Drawdown (1Y)Largest decline over 1 year | -14.81% | -14.06% | -0.75% |
Max Drawdown (3Y)Largest decline over 3 years | -19.36% | -24.90% | +5.54% |
Max Drawdown (5Y)Largest decline over 5 years | -51.51% | -39.08% | -12.43% |
Max Drawdown (10Y)Largest decline over 10 years | -51.51% | -55.24% | +3.73% |
Current DrawdownCurrent decline from peak | -5.67% | -3.20% | -2.47% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -14.99% | +3.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 5.88% | +0.53% |
Volatility
SC05.DE vs. EXV9.DE - Volatility Comparison
Invesco European Retail Sector UCITS ETF (SC05.DE) and iShares STOXX Europe 600 Travel & Leisure UCITS ETF (DE) (EXV9.DE) have volatilities of 6.40% and 6.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC05.DE | EXV9.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 6.30% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 17.97% | -2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.04% | 22.12% | -3.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.11% | 24.05% | -1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 25.10% | -4.86% |
SC05.DE vs. EXV9.DE - Expense Ratio Comparison
SC05.DE has a 0.20% expense ratio, which is lower than EXV9.DE's 0.46% expense ratio.
Dividends
SC05.DE vs. EXV9.DE - Dividend Comparison
SC05.DE has not paid dividends to shareholders, while EXV9.DE's dividend yield for the trailing twelve months is around 3.82%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV9.DE iShares STOXX Europe 600 Travel & Leisure UCITS ETF (DE) | 3.82% | 3.66% | 1.58% | 0.83% | 0.24% | 0.00% | 1.28% | 2.79% | 2.13% | 3.15% | 3.77% | 2.65% |
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 EXV9.DE have a correlation of 0.59, 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 0.46% for EXV9.DE.
SC05.DE tracks STOXX® Europe 600 Optimised Retail, while EXV9.DE tracks STOXX® Europe 600 Travel & Leisure. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for SC05.DE and 0.46% for EXV9.DE.
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