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SC05.DE vs. EXV9.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC05.DE vs. EXV9.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 Travel & Leisure UCITS ETF (DE) (EXV9.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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC05.DE vs. EXV9.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%
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

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

EXV9.DE
EXV9.DE Risk / Return Rank: 1515
Overall Rank
EXV9.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
EXV9.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
EXV9.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EXV9.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EXV9.DE Martin Ratio Rank: 1515
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. 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.DEEXV9.DEDifference
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

SC05.DE vs. EXV9.DE - Sharpe Ratio Comparison

The current SC05.DE Sharpe Ratio is -0.04, which is lower than the EXV9.DE Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of SC05.DE and EXV9.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.DEEXV9.DEDifference

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.DEEXV9.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.67%

-3.20%

-2.47%

Average Drawdown

Average peak-to-trough decline

-11.73%

-14.99%

+3.26%

Ulcer Index

Depth 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.DEEXV9.DEDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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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