SC0H.DE vs. DELG.DE
SC0H.DE (Invesco MSCI USA UCITS ETF) and DELG.DE (L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating) are both Large Cap Blend Equities funds - SC0H.DE tracks the MSCI USA while DELG.DE tracks the Foxberry Sustainability Consensus US. Both are passively managed. Over the past 5 years, SC0H.DE returned 13.57%/yr vs 13.46%/yr for DELG.DE. Their correlation of 0.94 suggests significant overlap in exposure. SC0H.DE charges 0.05%/yr vs 0.12%/yr for DELG.DE.
Performance
SC0H.DE vs. DELG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0H.DE achieves a 10.65% return, which is significantly higher than DELG.DE's 9.28% return.
SC0H.DE
- 1D
- -1.02%
- 1M
- 0.26%
- YTD
- 10.65%
- 6M
- 10.97%
- 1Y
- 24.50%
- 3Y*
- 19.16%
- 5Y*
- 13.57%
- 10Y*
- 15.25%
DELG.DE
- 1D
- -1.48%
- 1M
- -0.26%
- YTD
- 9.28%
- 6M
- 9.53%
- 1Y
- 24.17%
- 3Y*
- 19.25%
- 5Y*
- 13.46%
- 10Y*
- —
SC0H.DE vs. DELG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SC0H.DE Invesco MSCI USA UCITS ETF | 10.65% | 4.77% | 32.56% | 23.59% | -15.54% | 38.99% | 9.76% | 1.91% |
DELG.DE L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating | 9.28% | 6.12% | 33.62% | 26.58% | -19.12% | 38.55% | 2.02% | 2.82% |
Correlation
The correlation between SC0H.DE and DELG.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Nov 26, 2019 | 0.94 |
The correlation between SC0H.DE and DELG.DE has been stable across timeframes, ranging from 0.94 to 0.99 - a consistent structural relationship.
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Return for Risk
SC0H.DE vs. DELG.DE — Risk / Return Rank
SC0H.DE
DELG.DE
SC0H.DE vs. DELG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF (SC0H.DE) and L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SC0H.DE | DELG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.32 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 2.63 | +0.70 |
| Martin ratioReturn relative to average drawdown | 11.44 | 9.50 | +1.95 |
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Drawdowns
SC0H.DE vs. DELG.DE - Drawdown Comparison
The maximum SC0H.DE drawdown since its inception was -41.34%, which is greater than DELG.DE's maximum drawdown of -34.86%. Use the drawdown chart below to compare losses from any high point for SC0H.DE and DELG.DE.
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Drawdown Indicators
| SC0H.DE | DELG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.34% | -34.86% | -6.48% |
Max Drawdown (1Y)Largest decline over 1 year | -7.32% | -9.14% | +1.82% |
Max Drawdown (3Y)Largest decline over 3 years | -23.65% | -24.37% | +0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -23.65% | -24.37% | +0.72% |
Max Drawdown (10Y)Largest decline over 10 years | -34.20% | — | — |
Current DrawdownCurrent decline from peak | -1.02% | -1.64% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -8.53% | -6.15% | -2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.54% | -0.40% |
Volatility
SC0H.DE vs. DELG.DE - Volatility Comparison
The current volatility for Invesco MSCI USA UCITS ETF (SC0H.DE) is 3.38%, while L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) has a volatility of 4.25%. This indicates that SC0H.DE experiences smaller price fluctuations and is considered to be less risky than DELG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC0H.DE | DELG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 4.25% | -0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 8.11% | 9.59% | -1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.98% | 13.40% | -1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 16.21% | -0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 20.11% | -3.87% |
SC0H.DE vs. DELG.DE - Expense Ratio Comparison
SC0H.DE has a 0.05% expense ratio, which is lower than DELG.DE's 0.12% 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
SC0H.DE vs. DELG.DE - Dividend Comparison
Neither SC0H.DE nor DELG.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.98, SC0H.DE and DELG.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SC0H.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0H.DE is cheaper with a 0.05% expense ratio, compared with 0.12% for DELG.DE.
SC0H.DE tracks MSCI USA, while DELG.DE tracks Foxberry Sustainability Consensus US. They also come from different issuers: Invesco and Legal & General. Their fees differ too: 0.05% for SC0H.DE and 0.12% for DELG.DE.
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