SC0H.DE vs. SP2D.DE
SC0H.DE (Invesco MSCI USA UCITS ETF) and SP2D.DE (Invesco S&P 500 Equal Weight UCITS ETF Dist) are both exchange-traded funds - SC0H.DE is a Large Cap Blend Equities fund tracking the MSCI USA, while SP2D.DE is a S&P 500 fund tracking the S&P 500® Equal Weight. Both are passively managed. Over the past 3 years, SC0H.DE returned 19.16%/yr vs 13.31%/yr for SP2D.DE. Their correlation of 0.82 suggests significant overlap in exposure. SC0H.DE charges 0.05%/yr vs 0.20%/yr for SP2D.DE.
Performance
SC0H.DE vs. SP2D.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 lower than SP2D.DE's 13.77% 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%
SP2D.DE
- 1D
- 0.00%
- 1M
- 4.51%
- YTD
- 13.77%
- 6M
- 14.34%
- 1Y
- 22.56%
- 3Y*
- 13.31%
- 5Y*
- —
- 10Y*
- —
SC0H.DE vs. SP2D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SC0H.DE Invesco MSCI USA UCITS ETF | 10.65% | 4.77% | 32.56% | 23.59% | -7.77% |
SP2D.DE Invesco S&P 500 Equal Weight UCITS ETF Dist | 13.77% | -0.81% | 18.69% | 10.53% | -1.75% |
Correlation
The correlation between SC0H.DE and SP2D.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2022 | 0.82 |
The correlation between SC0H.DE and SP2D.DE shifts across timeframes, from 0.68 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SC0H.DE vs. SP2D.DE — Risk / Return Rank
SC0H.DE
SP2D.DE
SC0H.DE vs. SP2D.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 S&P 500 Equal Weight UCITS ETF Dist (SP2D.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 | SP2D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.38 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 4.44 | -1.11 |
| Martin ratioReturn relative to average drawdown | 11.44 | 13.50 | -2.06 |
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Drawdowns
SC0H.DE vs. SP2D.DE - Drawdown Comparison
The maximum SC0H.DE drawdown since its inception was -41.34%, which is greater than SP2D.DE's maximum drawdown of -22.69%. Use the drawdown chart below to compare losses from any high point for SC0H.DE and SP2D.DE.
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Drawdown Indicators
| SC0H.DE | SP2D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.34% | -22.69% | -18.65% |
Max Drawdown (1Y)Largest decline over 1 year | -7.32% | -5.10% | -2.22% |
Max Drawdown (3Y)Largest decline over 3 years | -23.65% | -22.69% | -0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -23.65% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.20% | — | — |
Current DrawdownCurrent decline from peak | -1.02% | 0.00% | -1.02% |
Average DrawdownAverage peak-to-trough decline | -8.53% | -5.82% | -2.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 1.67% | +0.47% |
Volatility
SC0H.DE vs. SP2D.DE - Volatility Comparison
Invesco MSCI USA UCITS ETF (SC0H.DE) has a higher volatility of 3.38% compared to Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.DE) at 2.23%. This indicates that SC0H.DE's price experiences larger fluctuations and is considered to be riskier than SP2D.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 | SP2D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 2.23% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.11% | 7.14% | +0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.98% | 10.96% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 14.88% | +0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 14.88% | +1.36% |
SC0H.DE vs. SP2D.DE - Expense Ratio Comparison
SC0H.DE has a 0.05% expense ratio, which is lower than SP2D.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
SC0H.DE vs. SP2D.DE - Dividend Comparison
SC0H.DE has not paid dividends to shareholders, while SP2D.DE's dividend yield for the trailing twelve months is around 1.27%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
SC0H.DE Invesco MSCI USA UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SP2D.DE Invesco S&P 500 Equal Weight UCITS ETF Dist | 1.27% | 1.39% | 1.34% | 1.49% | 1.54% |
Frequently Asked Questions
SC0H.DE and SP2D.DE have a correlation of 0.68, 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 0.20% for SP2D.DE.
SC0H.DE is categorized as Large Cap Blend Equities, while SP2D.DE is S&P 500. SC0H.DE tracks MSCI USA, while SP2D.DE tracks S&P 500® Equal Weight. Their fees differ too: 0.05% for SC0H.DE and 0.20% for SP2D.DE.
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