PortfoliosLab logoPortfoliosLab logo
SC05.DE vs. SPYC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC05.DE vs. SPYC.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 SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC05.DE vs. SPYC.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%
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.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SC05.DE vs. SPYC.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

SPYC.DE
SPYC.DE Risk / Return Rank: 66
Overall Rank
SPYC.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SPYC.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
SPYC.DE Omega Ratio Rank: 55
Omega Ratio Rank
SPYC.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
SPYC.DE Martin Ratio Rank: 66
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. 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.DESPYC.DEDifference
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

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

The current SC05.DE Sharpe Ratio is -0.04, which is higher than the SPYC.DE Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of SC05.DE and SPYC.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.


Loading charts...

Sharpe Ratios by Period


SC05.DESPYC.DEDifference

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.


Loading charts...

Drawdown Indicators


SC05.DESPYC.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.67%

-11.20%

+5.53%

Average Drawdown

Average peak-to-trough decline

-11.73%

-5.99%

-5.74%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


SC05.DESPYC.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

Find the right allocation for SC05.DE and SPYC.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer