SC0C.DE vs. SC0R.DE
SC0C.DE (Invesco STOXX Europe 600 UCITS ETF) and SC0R.DE (Invesco European Travel Sector UCITS ETF) are both exchange-traded funds - SC0C.DE is a Europe Equities fund tracking the STOXX® Europe 600, while SC0R.DE is a Consumer Staples Equities fund tracking the STOXX® Europe 600 Optimised Travel & Leisure. Both are passively managed. Over the past 10 years, SC0C.DE returned 9.07%/yr vs 3.85%/yr for SC0R.DE. A 0.69 correlation means they provide meaningful diversification when combined. SC0C.DE charges 0.19%/yr vs 0.20%/yr for SC0R.DE.
Performance
SC0C.DE vs. SC0R.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SC0C.DE achieves a 7.46% return, which is significantly higher than SC0R.DE's 0.24% return. Over the past 10 years, SC0C.DE has outperformed SC0R.DE with an annualized return of 9.07%, while SC0R.DE has yielded a comparatively lower 3.85% annualized return.
SC0C.DE
- 1D
- 0.58%
- 1M
- 3.10%
- YTD
- 7.46%
- 6M
- 10.04%
- 1Y
- 16.30%
- 3Y*
- 13.82%
- 5Y*
- 9.59%
- 10Y*
- 9.07%
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%
SC0C.DE vs. SC0R.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0C.DE Invesco STOXX Europe 600 UCITS ETF | 7.46% | 20.66% | 8.31% | 15.54% | -10.52% | 24.51% | -1.98% | 28.32% | -11.21% | 10.84% |
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 SC0C.DE and SC0R.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2009 | 0.69 |
The correlation between SC0C.DE and SC0R.DE has been stable across timeframes, ranging from 0.64 to 0.70 - a consistent structural relationship.
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
SC0C.DE vs. SC0R.DE — Risk / Return Rank
SC0C.DE
SC0R.DE
SC0C.DE vs. SC0R.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco STOXX Europe 600 UCITS ETF (SC0C.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.
| SC0C.DE | SC0R.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.09 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 0.61 | +1.14 |
| Martin ratioReturn relative to average drawdown | 6.54 | 1.44 | +5.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SC0C.DE | SC0R.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 0.39 | +0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.10 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.15 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.39 | +0.22 |
Drawdowns
SC0C.DE vs. SC0R.DE - Drawdown Comparison
The maximum SC0C.DE drawdown since its inception was -35.89%, smaller than the maximum SC0R.DE drawdown of -55.64%. Use the drawdown chart below to compare losses from any high point for SC0C.DE and SC0R.DE.
Loading charts...
Drawdown Indicators
| SC0C.DE | SC0R.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.89% | -55.64% | +19.75% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -14.20% | +4.92% |
Max Drawdown (3Y)Largest decline over 3 years | -16.30% | -24.76% | +8.46% |
Max Drawdown (5Y)Largest decline over 5 years | -20.52% | -38.34% | +17.82% |
Max Drawdown (10Y)Largest decline over 10 years | -35.89% | -55.64% | +19.75% |
Current DrawdownCurrent decline from peak | -1.69% | -1.42% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -10.37% | +5.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 5.99% | -3.50% |
Volatility
SC0C.DE vs. SC0R.DE - Volatility Comparison
The current volatility for Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) is 4.41%, while Invesco European Travel Sector UCITS ETF (SC0R.DE) has a volatility of 5.86%. This indicates that SC0C.DE experiences smaller price fluctuations and is considered to be less risky than SC0R.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SC0C.DE | SC0R.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 5.86% | -1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 10.55% | 17.72% | -7.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.80% | 21.97% | -9.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.39% | 23.86% | -9.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 24.89% | -8.90% |
SC0C.DE vs. SC0R.DE - Expense Ratio Comparison
SC0C.DE has a 0.19% expense ratio, which is lower than SC0R.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SC0C.DE vs. SC0R.DE - Dividend Comparison
Neither SC0C.DE nor SC0R.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0C.DE and SC0R.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0C.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0C.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for SC0R.DE.
SC0C.DE is categorized as Europe Equities, while SC0R.DE is Consumer Staples Equities. SC0C.DE tracks STOXX® Europe 600, while SC0R.DE tracks STOXX® Europe 600 Optimised Travel & Leisure. Their fees differ too: 0.19% for SC0C.DE and 0.20% for SC0R.DE.
Find the right allocation for SC0C.DE and SC0R.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