SC05.DE vs. SPYC.DE
SC05.DE (Invesco European Retail Sector UCITS ETF) and SPYC.DE (SPDR MSCI Europe Consumer Staples UCITS ETF) are both Consumer Staples Equities funds - SC05.DE tracks the STOXX® Europe 600 Optimised Retail while SPYC.DE tracks the MSCI Europe Consumer Staples 20/35 Capped. Both are passively managed. Over the past 10 years, SC05.DE returned 4.56%/yr vs 2.96%/yr for SPYC.DE. A 0.56 correlation means they provide meaningful diversification when combined. SC05.DE charges 0.20%/yr vs 0.18%/yr for SPYC.DE.
Performance
SC05.DE vs. SPYC.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 SPYC.DE's -1.74% return. Over the past 10 years, SC05.DE has outperformed SPYC.DE with an annualized return of 4.56%, while SPYC.DE has yielded a comparatively lower 2.96% 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%
SPYC.DE
- 1D
- -0.47%
- 1M
- -0.91%
- YTD
- -1.74%
- 6M
- -1.52%
- 1Y
- -4.67%
- 3Y*
- -0.28%
- 5Y*
- 0.74%
- 10Y*
- 2.96%
SC05.DE vs. SPYC.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% |
SPYC.DE SPDR MSCI Europe Consumer Staples UCITS ETF | -1.74% | 7.08% | -2.32% | 0.74% | -8.67% | 20.59% | -3.72% | 25.93% | -8.92% | 8.62% |
Correlation
The correlation between SC05.DE and SPYC.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.56 |
Over the past year, the correlation between SC05.DE and SPYC.DE has dropped to 0.35 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
SC05.DE vs. SPYC.DE — Risk / Return Rank
SC05.DE
SPYC.DE
SC05.DE vs. SPYC.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 SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.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 | SPYC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.95 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | -0.37 | +0.32 |
| Martin ratioReturn relative to average drawdown | -0.11 | -0.79 | +0.67 |
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 | SPYC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | -0.36 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.06 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.22 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.32 | -0.01 |
Drawdowns
SC05.DE vs. SPYC.DE - Drawdown Comparison
The maximum SC05.DE drawdown since its inception was -51.51%, which is greater than SPYC.DE's maximum drawdown of -24.80%. Use the drawdown chart below to compare losses from any high point for SC05.DE and SPYC.DE.
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Drawdown Indicators
| SC05.DE | SPYC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.51% | -24.80% | -26.71% |
Max Drawdown (1Y)Largest decline over 1 year | -14.81% | -12.47% | -2.34% |
Max Drawdown (3Y)Largest decline over 3 years | -19.36% | -12.47% | -6.89% |
Max Drawdown (5Y)Largest decline over 5 years | -51.51% | -15.06% | -36.45% |
Max Drawdown (10Y)Largest decline over 10 years | -51.51% | -24.80% | -26.71% |
Current DrawdownCurrent decline from peak | -5.67% | -11.20% | +5.53% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -5.99% | -5.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 5.89% | +0.52% |
Volatility
SC05.DE vs. SPYC.DE - Volatility Comparison
Invesco European Retail Sector UCITS ETF (SC05.DE) has a higher volatility of 6.40% compared to SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) at 4.54%. This indicates that SC05.DE's price experiences larger fluctuations and is considered to be riskier than SPYC.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 | SPYC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 4.54% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 10.59% | +5.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.04% | 12.98% | +6.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.11% | 12.45% | +9.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 13.38% | +6.86% |
SC05.DE vs. SPYC.DE - Expense Ratio Comparison
SC05.DE has a 0.20% expense ratio, which is higher than SPYC.DE's 0.18% 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. SPYC.DE - Dividend Comparison
Neither SC05.DE nor SPYC.DE has paid dividends to shareholders.
Frequently Asked Questions
SC05.DE and SPYC.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYC.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYC.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for SC05.DE.
SC05.DE tracks STOXX® Europe 600 Optimised Retail, while SPYC.DE tracks MSCI Europe Consumer Staples 20/35 Capped. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.20% for SC05.DE and 0.18% for SPYC.DE.
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