SC05.DE vs. FWIA.DE
SC05.DE (Invesco European Retail Sector UCITS ETF) and FWIA.DE (Invesco FTSE All-World UCITS ETF Acc) are both exchange-traded funds - SC05.DE is a Consumer Staples Equities fund tracking the STOXX® Europe 600 Optimised Retail, while FWIA.DE is a Global Equities fund tracking the FTSE All-World. Both are passively managed. Over the past year, SC05.DE returned -0.73% vs 26.57% for FWIA.DE. A 0.53 correlation means they provide meaningful diversification when combined. SC05.DE charges 0.20%/yr vs 0.15%/yr for FWIA.DE.
Performance
SC05.DE vs. FWIA.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 FWIA.DE's 12.60% 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%
FWIA.DE
- 1D
- -0.22%
- 1M
- 4.98%
- YTD
- 12.60%
- 6M
- 13.33%
- 1Y
- 26.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SC05.DE vs. FWIA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SC05.DE Invesco European Retail Sector UCITS ETF | -2.73% | 8.95% | 8.15% | 9.01% |
FWIA.DE Invesco FTSE All-World UCITS ETF Acc | 12.60% | 9.02% | 24.70% | 7.73% |
Correlation
The correlation between SC05.DE and FWIA.DE is 0.52, 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 | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.53 |
The correlation between SC05.DE and FWIA.DE has been stable across timeframes, ranging from 0.52 to 0.53 - a consistent structural relationship.
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Return for Risk
SC05.DE vs. FWIA.DE — Risk / Return Rank
SC05.DE
FWIA.DE
SC05.DE vs. FWIA.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 Acc (FWIA.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 | FWIA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.40 | ||
| Sortino ratioReturn per unit of downside risk | -3.23 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.44 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 4.08 | -4.13 |
| Martin ratioReturn relative to average drawdown | -0.11 | 16.52 | -16.63 |
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 | FWIA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 2.36 | -2.40 |
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 | 1.40 | -1.10 |
Drawdowns
SC05.DE vs. FWIA.DE - Drawdown Comparison
The maximum SC05.DE drawdown since its inception was -51.51%, which is greater than FWIA.DE's maximum drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for SC05.DE and FWIA.DE.
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Drawdown Indicators
| SC05.DE | FWIA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.51% | -20.96% | -30.55% |
Max Drawdown (1Y)Largest decline over 1 year | -14.81% | -6.49% | -8.32% |
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% | -0.62% | -5.05% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -2.44% | -9.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 1.60% | +4.81% |
Volatility
SC05.DE vs. FWIA.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 Acc (FWIA.DE) at 2.96%. This indicates that SC05.DE's price experiences larger fluctuations and is considered to be riskier than FWIA.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 | FWIA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 2.96% | +3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 8.09% | +7.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.04% | 11.22% | +7.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.11% | 13.18% | +8.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 13.18% | +7.06% |
SC05.DE vs. FWIA.DE - Expense Ratio Comparison
SC05.DE has a 0.20% expense ratio, which is higher than FWIA.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SC05.DE vs. FWIA.DE - Dividend Comparison
Neither SC05.DE nor FWIA.DE has paid dividends to shareholders.
Frequently Asked Questions
SC05.DE and FWIA.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FWIA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FWIA.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for SC05.DE.
SC05.DE is categorized as Consumer Staples Equities, while FWIA.DE is Global Equities. SC05.DE tracks STOXX® Europe 600 Optimised Retail, while FWIA.DE tracks FTSE All-World. Their fees differ too: 0.20% for SC05.DE and 0.15% for FWIA.DE.
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