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SC0H.DE vs. SMLD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0H.DE vs. SMLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI USA UCITS ETF (SC0H.DE) and Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SC0H.DE achieves a 11.30% return, which is significantly lower than SMLD.DE's 20.75% return. Both investments have delivered pretty close results over the past 10 years, with SC0H.DE having a 15.07% annualized return and SMLD.DE not far ahead at 15.33%.


SC0H.DE

1D
-0.11%
1M
5.36%
YTD
11.30%
6M
11.28%
1Y
25.34%
3Y*
19.18%
5Y*
14.59%
10Y*
15.07%

SMLD.DE

1D
-0.66%
1M
0.52%
YTD
20.75%
6M
14.96%
1Y
13.71%
3Y*
20.56%
5Y*
25.24%
10Y*
15.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0H.DE vs. SMLD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SC0H.DE
Invesco MSCI USA UCITS ETF
11.30%4.77%32.56%23.60%-15.55%38.99%9.76%35.08%-1.12%6.55%
SMLD.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist
20.75%-8.86%35.22%27.59%49.18%62.11%-27.45%24.27%-4.73%-12.47%

Correlation

The correlation between SC0H.DE and SMLD.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.32

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

0.36

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

0.40

Correlation (All Time)
Calculated using the full available price history since May 17, 2013

0.41

Over the past year, the correlation between SC0H.DE and SMLD.DE has dropped to 0.12 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

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Return for Risk

SC0H.DE vs. SMLD.DE — Risk / Return Rank

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

SC0H.DE
SC0H.DE Risk / Return Rank: 6767
Overall Rank
SC0H.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SC0H.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
SC0H.DE Omega Ratio Rank: 6868
Omega Ratio Rank
SC0H.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
SC0H.DE Martin Ratio Rank: 6666
Martin Ratio Rank

SMLD.DE
SMLD.DE Risk / Return Rank: 2020
Overall Rank
SMLD.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SMLD.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SMLD.DE Omega Ratio Rank: 2323
Omega Ratio Rank
SMLD.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
SMLD.DE Martin Ratio Rank: 1919
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.

SC0H.DE vs. SMLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF (SC0H.DE) and Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.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.


SC0H.DESMLD.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.65

Sortino ratioReturn per unit of downside risk

+2.03

Omega ratioGain probability vs. loss probability

1.40

1.15

+0.25

Calmar ratioReturn relative to maximum drawdown

3.45

0.92

+2.52

Martin ratioReturn relative to average drawdown

11.96

1.91

+10.05

SC0H.DE vs. SMLD.DE - Sharpe Ratio Comparison

The current SC0H.DE Sharpe Ratio is 2.16, which is higher than the SMLD.DE Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of SC0H.DE and SMLD.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.


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Sharpe Ratios by Period


SC0H.DESMLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

0.51

+1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

1.10

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

0.44

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.29

+0.69

Drawdowns

SC0H.DE vs. SMLD.DE - Drawdown Comparison

The maximum SC0H.DE drawdown since its inception was -34.20%, smaller than the maximum SMLD.DE drawdown of -73.78%. Use the drawdown chart below to compare losses from any high point for SC0H.DE and SMLD.DE.


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Drawdown Indicators


SC0H.DESMLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.20%

-73.78%

+39.58%

Max Drawdown (1Y)

Largest decline over 1 year

-7.32%

-14.77%

+7.45%

Max Drawdown (3Y)

Largest decline over 3 years

-23.66%

-22.99%

-0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-23.66%

-22.99%

-0.67%

Max Drawdown (10Y)

Largest decline over 10 years

-34.20%

-70.79%

+36.59%

Current Drawdown

Current decline from peak

-0.41%

-3.47%

+3.06%

Average Drawdown

Average peak-to-trough decline

-4.13%

-17.76%

+13.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

7.16%

-5.05%

Volatility

SC0H.DE vs. SMLD.DE - Volatility Comparison

The current volatility for Invesco MSCI USA UCITS ETF (SC0H.DE) is 2.68%, while Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE) has a volatility of 5.38%. This indicates that SC0H.DE experiences smaller price fluctuations and is considered to be less risky than SMLD.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.DESMLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

5.38%

-2.70%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

12.79%

-5.13%

Volatility (1Y)

Calculated over the trailing 1-year period

11.67%

26.64%

-14.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.41%

22.60%

-7.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

34.70%

-18.47%

SC0H.DE vs. SMLD.DE - Expense Ratio Comparison

SC0H.DE has a 0.05% expense ratio, which is lower than SMLD.DE's 0.50% expense ratio.


Dividends

SC0H.DE vs. SMLD.DE - Dividend Comparison

SC0H.DE has not paid dividends to shareholders, while SMLD.DE's dividend yield for the trailing twelve months is around 7.55%.


PositionTTM20252024202320222021202020192018201720162015
SC0H.DE
Invesco MSCI USA UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMLD.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist
7.55%8.45%12.45%18.33%14.40%17.94%25.01%18.21%21.61%18.39%14.39%20.63%

Frequently Asked Questions


SC0H.DE and SMLD.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.50% for SMLD.DE.

SC0H.DE is categorized as Large Cap Blend Equities, while SMLD.DE is Energy Equities. SC0H.DE tracks MSCI USA, while SMLD.DE tracks Morningstar MLP Composite. Their fees differ too: 0.05% for SC0H.DE and 0.50% for SMLD.DE.

Portfolio Optimizer

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