SC05.DE vs. SC0R.DE
SC05.DE (Invesco European Retail Sector UCITS ETF) and SC0R.DE (Invesco European Travel Sector UCITS ETF) are both Consumer Staples Equities funds from Invesco - SC05.DE tracks the STOXX® Europe 600 Optimised Retail while SC0R.DE tracks the STOXX® Europe 600 Optimised Travel & Leisure. Both are passively managed. Over the past 10 years, SC05.DE returned 4.56%/yr vs 3.85%/yr for SC0R.DE. A 0.64 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
SC05.DE vs. SC0R.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 SC0R.DE's 0.24% return. Over the past 10 years, SC05.DE has outperformed SC0R.DE with an annualized return of 4.56%, while SC0R.DE has yielded a comparatively lower 3.85% 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%
SC0R.DE
- 1D
- 0.49%
- 1M
- 11.79%
- YTD
- 0.24%
- 6M
- 5.38%
- 1Y
- 8.65%
- 3Y*
- 6.07%
- 5Y*
- 2.45%
- 10Y*
- 3.85%
SC05.DE vs. SC0R.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% |
SC0R.DE Invesco European Travel Sector UCITS ETF | 0.24% | 6.02% | 14.47% | 24.44% | -14.51% | 6.20% | -13.70% | 23.30% | -14.12% | 19.55% |
Correlation
The correlation between SC05.DE and SC0R.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2009 | 0.64 |
The correlation between SC05.DE and SC0R.DE has been stable across timeframes, ranging from 0.58 to 0.64 - a consistent structural relationship.
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Return for Risk
SC05.DE vs. SC0R.DE — Risk / Return Rank
SC05.DE
SC0R.DE
SC05.DE vs. SC0R.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 European Travel Sector UCITS ETF (SC0R.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 | SC0R.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.09 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 0.61 | -0.66 |
| Martin ratioReturn relative to average drawdown | -0.11 | 1.44 | -1.55 |
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 | SC0R.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 0.39 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.10 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.15 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.39 | -0.08 |
Drawdowns
SC05.DE vs. SC0R.DE - Drawdown Comparison
The maximum SC05.DE drawdown since its inception was -51.51%, smaller than the maximum SC0R.DE drawdown of -55.64%. Use the drawdown chart below to compare losses from any high point for SC05.DE and SC0R.DE.
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Drawdown Indicators
| SC05.DE | SC0R.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.51% | -55.64% | +4.13% |
Max Drawdown (1Y)Largest decline over 1 year | -14.81% | -14.20% | -0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -19.36% | -24.76% | +5.40% |
Max Drawdown (5Y)Largest decline over 5 years | -51.51% | -38.34% | -13.17% |
Max Drawdown (10Y)Largest decline over 10 years | -51.51% | -55.64% | +4.13% |
Current DrawdownCurrent decline from peak | -5.67% | -1.42% | -4.25% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -10.37% | -1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 5.99% | +0.42% |
Volatility
SC05.DE vs. SC0R.DE - Volatility Comparison
Invesco European Retail Sector UCITS ETF (SC05.DE) has a higher volatility of 6.40% compared to Invesco European Travel Sector UCITS ETF (SC0R.DE) at 5.86%. This indicates that SC05.DE's price experiences larger fluctuations and is considered to be riskier than SC0R.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 | SC0R.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 5.86% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 17.72% | -1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.04% | 21.97% | -2.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.11% | 23.86% | -1.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 24.89% | -4.65% |
SC05.DE vs. SC0R.DE - Expense Ratio Comparison
Both SC05.DE and SC0R.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. SC0R.DE - Dividend Comparison
Neither SC05.DE nor SC0R.DE has paid dividends to shareholders.
Frequently Asked Questions
SC05.DE and SC0R.DE have a correlation of 0.60, 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 SC0R.DE have the same expense ratio: 0.20% per year.
SC05.DE tracks STOXX® Europe 600 Optimised Retail, while SC0R.DE tracks STOXX® Europe 600 Optimised Travel & Leisure.
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