PortfoliosLab logoPortfoliosLab logo
SC0E.DE vs. SPYU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0E.DE vs. SPYU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI Europe UCITS ETF (SC0E.DE) and SPDR MSCI Europe Utilities UCITS ETF (SPYU.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SC0E.DE achieves a 7.48% return, which is significantly lower than SPYU.DE's 13.06% return. Over the past 10 years, SC0E.DE has underperformed SPYU.DE with an annualized return of 9.06%, while SPYU.DE has yielded a comparatively higher 10.70% annualized return.


SC0E.DE

1D
0.62%
1M
3.45%
YTD
7.48%
6M
9.73%
1Y
16.11%
3Y*
13.60%
5Y*
9.92%
10Y*
9.06%

SPYU.DE

1D
-0.28%
1M
-3.02%
YTD
13.06%
6M
14.07%
1Y
26.75%
3Y*
16.61%
5Y*
11.82%
10Y*
10.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0E.DE vs. SPYU.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SC0E.DE
Invesco MSCI Europe UCITS ETF
7.48%20.15%8.25%15.48%-9.29%24.97%-3.28%27.71%-11.02%10.40%
SPYU.DE
SPDR MSCI Europe Utilities UCITS ETF
13.06%34.39%0.99%13.57%-7.97%8.80%11.01%31.91%2.41%9.05%

Correlation

The correlation between SC0E.DE and SPYU.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since May 14, 2013

0.52

The correlation between SC0E.DE and SPYU.DE shifts across timeframes, from 0.37 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.

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

SC0E.DE vs. SPYU.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SC0E.DE
SC0E.DE Risk / Return Rank: 3737
Overall Rank
SC0E.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SC0E.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
SC0E.DE Omega Ratio Rank: 3636
Omega Ratio Rank
SC0E.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
SC0E.DE Martin Ratio Rank: 4040
Martin Ratio Rank

SPYU.DE
SPYU.DE Risk / Return Rank: 5757
Overall Rank
SPYU.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SPYU.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPYU.DE Omega Ratio Rank: 5353
Omega Ratio Rank
SPYU.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
SPYU.DE Martin Ratio Rank: 5858
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.

SC0E.DE vs. SPYU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Europe UCITS ETF (SC0E.DE) and SPDR MSCI Europe Utilities UCITS ETF (SPYU.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.


SC0E.DESPYU.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.24

1.33

-0.09

Calmar ratioReturn relative to maximum drawdown

1.70

3.59

-1.88

Martin ratioReturn relative to average drawdown

6.31

10.13

-3.82

SC0E.DE vs. SPYU.DE - Sharpe Ratio Comparison

The current SC0E.DE Sharpe Ratio is 1.25, which is lower than the SPYU.DE Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of SC0E.DE and SPYU.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


SC0E.DESPYU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.79

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.73

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.62

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.57

+0.15

Drawdowns

SC0E.DE vs. SPYU.DE - Drawdown Comparison

The maximum SC0E.DE drawdown since its inception was -35.65%, which is greater than SPYU.DE's maximum drawdown of -32.98%. Use the drawdown chart below to compare losses from any high point for SC0E.DE and SPYU.DE.


Loading charts...

Drawdown Indicators


SC0E.DESPYU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.65%

-32.98%

-2.67%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

-7.43%

-2.00%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-13.44%

-3.10%

Max Drawdown (5Y)

Largest decline over 5 years

-19.33%

-22.28%

+2.95%

Max Drawdown (10Y)

Largest decline over 10 years

-35.65%

-32.98%

-2.67%

Current Drawdown

Current decline from peak

-1.56%

-5.24%

+3.68%

Average Drawdown

Average peak-to-trough decline

-5.70%

-5.63%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.63%

-0.08%

Volatility

SC0E.DE vs. SPYU.DE - Volatility Comparison

The current volatility for Invesco MSCI Europe UCITS ETF (SC0E.DE) is 4.35%, while SPDR MSCI Europe Utilities UCITS ETF (SPYU.DE) has a volatility of 5.85%. This indicates that SC0E.DE experiences smaller price fluctuations and is considered to be less risky than SPYU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SC0E.DESPYU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

5.85%

-1.50%

Volatility (6M)

Calculated over the trailing 6-month period

10.58%

12.96%

-2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

12.83%

14.86%

-2.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.59%

16.01%

-1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.36%

17.05%

-0.69%

SC0E.DE vs. SPYU.DE - Expense Ratio Comparison

SC0E.DE has a 0.19% expense ratio, which is higher than SPYU.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

SC0E.DE vs. SPYU.DE - Dividend Comparison

Neither SC0E.DE nor SPYU.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SC0E.DE and SPYU.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYU.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYU.DE is cheaper with a 0.18% expense ratio, compared with 0.19% for SC0E.DE.

SC0E.DE is categorized as Europe Equities, while SPYU.DE is Utilities Equities. SC0E.DE tracks MSCI Europe, while SPYU.DE tracks MSCI Europe Utilities 20/35 Capped. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.19% for SC0E.DE and 0.18% for SPYU.DE.

Portfolio Optimizer

Find the right allocation for SC0E.DE and SPYU.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