SC0C.DE vs. RTYS.L
Compare and contrast key facts about Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) and Invesco Russell 2000 UCITS ETF (RTYS.L).
SC0C.DE and RTYS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SC0C.DE is a passively managed fund by Invesco that tracks the performance of the STOXX® Europe 600. It was launched on Apr 1, 2009. RTYS.L is a passively managed fund by Invesco that tracks the performance of the Russell 2000 TR USD. It was launched on Mar 31, 2009. Both SC0C.DE and RTYS.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SC0C.DE or RTYS.L.
Key characteristics
| SC0C.DE | RTYS.L | |
|---|---|---|
| YTD Return | 7.45% | 18.06% |
| 1Y Return | 14.01% | 36.04% |
| 3Y Return (Ann) | 3.72% | 1.06% |
| 5Y Return (Ann) | 6.90% | 9.68% |
| 10Y Return (Ann) | 6.92% | 8.47% |
| Sharpe Ratio | 1.27 | 1.61 |
| Sortino Ratio | 1.76 | 2.41 |
| Omega Ratio | 1.22 | 1.29 |
| Calmar Ratio | 1.84 | 1.28 |
| Martin Ratio | 7.32 | 8.86 |
| Ulcer Index | 1.79% | 3.82% |
| Daily Std Dev | 10.42% | 21.58% |
| Max Drawdown | -35.89% | -42.15% |
| Current Drawdown | -4.83% | -0.98% |
Correlation
The correlation between SC0C.DE and RTYS.L is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SC0C.DE vs. RTYS.L - Performance Comparison
In the year-to-date period, SC0C.DE achieves a 7.45% return, which is significantly lower than RTYS.L's 18.06% return. Over the past 10 years, SC0C.DE has underperformed RTYS.L with an annualized return of 6.92%, while RTYS.L has yielded a comparatively higher 8.47% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SC0C.DE vs. RTYS.L - Expense Ratio Comparison
SC0C.DE has a 0.19% expense ratio, which is lower than RTYS.L's 0.45% expense ratio.
Risk-Adjusted Performance
SC0C.DE vs. RTYS.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) and Invesco Russell 2000 UCITS ETF (RTYS.L). 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.
Dividends
SC0C.DE vs. RTYS.L - Dividend Comparison
Neither SC0C.DE nor RTYS.L has paid dividends to shareholders.
Drawdowns
SC0C.DE vs. RTYS.L - Drawdown Comparison
The maximum SC0C.DE drawdown since its inception was -35.89%, smaller than the maximum RTYS.L drawdown of -42.15%. Use the drawdown chart below to compare losses from any high point for SC0C.DE and RTYS.L. For additional features, visit the drawdowns tool.
Volatility
SC0C.DE vs. RTYS.L - Volatility Comparison
The current volatility for Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) is 4.56%, while Invesco Russell 2000 UCITS ETF (RTYS.L) has a volatility of 7.00%. This indicates that SC0C.DE experiences smaller price fluctuations and is considered to be less risky than RTYS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.