SC05.DE vs. FWEA.DE
SC05.DE (Invesco European Retail Sector UCITS ETF) and FWEA.DE (Invesco FTSE All-World UCITS ETF) are both exchange-traded funds - SC05.DE is a Consumer Staples Equities fund tracking the STOXX® Europe 600 Optimised Retail, while FWEA.DE is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past year, SC05.DE returned -0.73% vs 26.40% for FWEA.DE. A 0.58 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
SC05.DE vs. FWEA.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 FWEA.DE's 10.64% 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%
FWEA.DE
- 1D
- -0.24%
- 1M
- 4.41%
- YTD
- 10.64%
- 6M
- 11.85%
- 1Y
- 26.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SC05.DE vs. FWEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SC05.DE Invesco European Retail Sector UCITS ETF | -2.73% | 8.95% | 8.15% | 11.91% |
FWEA.DE Invesco FTSE All-World UCITS ETF | 10.64% | 17.53% | 19.21% | 8.62% |
Correlation
The correlation between SC05.DE and FWEA.DE is 0.58, 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 | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2023 | 0.58 |
The correlation between SC05.DE and FWEA.DE has been stable across timeframes, ranging from 0.58 to 0.58 - a consistent structural relationship.
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Return for Risk
SC05.DE vs. FWEA.DE — Risk / Return Rank
SC05.DE
FWEA.DE
SC05.DE vs. FWEA.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 FTSE All-World UCITS ETF (FWEA.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 | FWEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.33 | ||
| Sortino ratioReturn per unit of downside risk | -3.30 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.43 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 3.18 | -3.22 |
| Martin ratioReturn relative to average drawdown | -0.11 | 13.52 | -13.63 |
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 | FWEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 2.30 | -2.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 1.51 | -1.21 |
Drawdowns
SC05.DE vs. FWEA.DE - Drawdown Comparison
The maximum SC05.DE drawdown since its inception was -51.51%, which is greater than FWEA.DE's maximum drawdown of -17.48%. Use the drawdown chart below to compare losses from any high point for SC05.DE and FWEA.DE.
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Drawdown Indicators
| SC05.DE | FWEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.51% | -17.48% | -34.03% |
Max Drawdown (1Y)Largest decline over 1 year | -14.81% | -8.28% | -6.53% |
Max Drawdown (3Y)Largest decline over 3 years | -19.36% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -51.51% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -51.51% | — | — |
Current DrawdownCurrent decline from peak | -5.67% | -0.81% | -4.86% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -1.86% | -9.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 1.95% | +4.46% |
Volatility
SC05.DE vs. FWEA.DE - Volatility Comparison
Invesco European Retail Sector UCITS ETF (SC05.DE) has a higher volatility of 6.40% compared to Invesco FTSE All-World UCITS ETF (FWEA.DE) at 3.36%. This indicates that SC05.DE's price experiences larger fluctuations and is considered to be riskier than FWEA.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 | FWEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 3.36% | +3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 8.93% | +6.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.04% | 11.45% | +7.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.11% | 12.72% | +9.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 12.72% | +7.52% |
SC05.DE vs. FWEA.DE - Expense Ratio Comparison
Both SC05.DE and FWEA.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SC05.DE vs. FWEA.DE - Dividend Comparison
Neither SC05.DE nor FWEA.DE has paid dividends to shareholders.
Frequently Asked Questions
SC05.DE and FWEA.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SC05.DE and FWEA.DE have the same expense ratio: 0.20% per year.
SC05.DE is categorized as Consumer Staples Equities, while FWEA.DE is Global Equities. SC05.DE tracks STOXX® Europe 600 Optimised Retail, while FWEA.DE tracks FTSE All-World Index.
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