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SC0H.DE vs. UBU3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0H.DE vs. UBU3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI USA UCITS ETF (SC0H.DE) and UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis (UBU3.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SC0H.DE having a 11.30% return and UBU3.DE slightly lower at 11.22%. Both investments have delivered pretty close results over the past 10 years, with SC0H.DE having a 15.07% annualized return and UBU3.DE not far behind at 14.72%.


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%

UBU3.DE

1D
-0.11%
1M
5.37%
YTD
11.22%
6M
11.16%
1Y
25.10%
3Y*
18.90%
5Y*
14.24%
10Y*
14.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0H.DE vs. UBU3.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%
UBU3.DE
UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis
11.22%4.58%32.47%22.92%-15.80%38.39%9.26%34.44%-1.64%6.56%

Correlation

The correlation between SC0H.DE and UBU3.DE is 1.00 - 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

1.00

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

0.99

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

1.00

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

1.00

Correlation (All Time)
Calculated using the full available price history since May 31, 2012

0.99

The correlation between SC0H.DE and UBU3.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

SC0H.DE vs. UBU3.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

UBU3.DE
UBU3.DE Risk / Return Rank: 6666
Overall Rank
UBU3.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
UBU3.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
UBU3.DE Omega Ratio Rank: 6868
Omega Ratio Rank
UBU3.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
UBU3.DE Martin Ratio Rank: 6565
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. UBU3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF (SC0H.DE) and UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis (UBU3.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.DEUBU3.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.40

1.40

0.00

Calmar ratioReturn relative to maximum drawdown

3.45

3.38

+0.06

Martin ratioReturn relative to average drawdown

11.96

11.75

+0.21

SC0H.DE vs. UBU3.DE - Sharpe Ratio Comparison

The current SC0H.DE Sharpe Ratio is 2.16, which is comparable to the UBU3.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of SC0H.DE and UBU3.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.DEUBU3.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

2.14

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.92

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

0.90

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.93

+0.05

Drawdowns

SC0H.DE vs. UBU3.DE - Drawdown Comparison

The maximum SC0H.DE drawdown since its inception was -34.20%, roughly equal to the maximum UBU3.DE drawdown of -34.04%. Use the drawdown chart below to compare losses from any high point for SC0H.DE and UBU3.DE.


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Drawdown Indicators


SC0H.DEUBU3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.20%

-34.04%

-0.16%

Max Drawdown (1Y)

Largest decline over 1 year

-7.32%

-7.39%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-23.66%

-23.73%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-23.66%

-23.73%

+0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-34.20%

-34.04%

-0.16%

Current Drawdown

Current decline from peak

-0.41%

-0.41%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.13%

-4.10%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

2.13%

-0.02%

Volatility

SC0H.DE vs. UBU3.DE - Volatility Comparison

Invesco MSCI USA UCITS ETF (SC0H.DE) and UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis (UBU3.DE) have volatilities of 2.68% and 2.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SC0H.DEUBU3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

2.73%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

7.61%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

11.67%

11.69%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.41%

15.39%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

16.22%

+0.01%

SC0H.DE vs. UBU3.DE - Expense Ratio Comparison

SC0H.DE has a 0.05% expense ratio, which is lower than UBU3.DE's 0.07% 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. UBU3.DE - Dividend Comparison

SC0H.DE has not paid dividends to shareholders, while UBU3.DE's dividend yield for the trailing twelve months is around 0.72%.


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%
UBU3.DE
UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis
0.72%0.90%0.85%1.01%1.18%0.71%1.16%1.18%1.27%1.18%1.48%1.31%

Frequently Asked Questions


With a correlation of 1.00, SC0H.DE and UBU3.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 0.07% for UBU3.DE.

Both ETFs track MSCI USA. They also come from different issuers: Invesco and UBS. Their fees differ too: 0.05% for SC0H.DE and 0.07% for UBU3.DE.

Portfolio Optimizer

Find the right allocation for SC0H.DE and UBU3.DE

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