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SC0I.DE vs. P500.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0I.DE vs. P500.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI Japan UCITS ETF (SC0I.DE) and Invesco S&P 500 UCITS ETF (P500.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, SC0I.DE achieves a 14.80% return, which is significantly higher than P500.DE's 11.87% return. Over the past 10 years, SC0I.DE has underperformed P500.DE with an annualized return of 8.52%, while P500.DE has yielded a comparatively higher 14.54% annualized return.


SC0I.DE

1D
-2.54%
1M
-4.40%
6M
7.55%
YTD
14.80%
1Y
32.01%
3Y*
15.32%
5Y*
9.37%
10Y*
8.52%

P500.DE

1D
-1.21%
1M
0.77%
6M
9.53%
YTD
11.87%
1Y
21.63%
3Y*
18.82%
5Y*
13.68%
10Y*
14.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0I.DE vs. P500.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SC0I.DE
Invesco MSCI Japan UCITS ETF
14.80%12.31%13.65%16.36%-12.51%9.85%5.13%22.22%-9.86%9.04%
P500.DE
Invesco S&P 500 UCITS ETF
11.87%4.83%32.66%22.56%-14.02%41.17%6.99%34.95%-1.01%6.74%

Correlation

The correlation between SC0I.DE and P500.DE is 0.52, 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

0.52

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

0.53

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

0.55

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

0.62

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2011

0.62

The correlation between SC0I.DE and P500.DE has been stable across timeframes, ranging from 0.52 to 0.62 - a consistent structural relationship.

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Return for Risk

SC0I.DE vs. P500.DE — Risk / Return Rank

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

SC0I.DE
SC0I.DE Risk / Return Rank: 7070
Overall Rank
SC0I.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SC0I.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
SC0I.DE Omega Ratio Rank: 6666
Omega Ratio Rank
SC0I.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
SC0I.DE Martin Ratio Rank: 7373
Martin Ratio Rank

P500.DE
P500.DE Risk / Return Rank: 7373
Overall Rank
P500.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
P500.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
P500.DE Omega Ratio Rank: 7272
Omega Ratio Rank
P500.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
P500.DE Martin Ratio Rank: 7575
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.

SC0I.DE vs. P500.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Japan UCITS ETF (SC0I.DE) and Invesco S&P 500 UCITS ETF (P500.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.


SC0I.DEP500.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.30

1.34

-0.04

Calmar ratioReturn relative to maximum drawdown

3.11

3.04

+0.08

Martin ratioReturn relative to average drawdown

9.87

10.75

-0.88

SC0I.DE vs. P500.DE - Sharpe Ratio Comparison

The current SC0I.DE Sharpe Ratio is 1.61, which is comparable to the P500.DE Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of SC0I.DE and P500.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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Drawdowns

SC0I.DE vs. P500.DE - Drawdown Comparison

The maximum SC0I.DE drawdown since its inception was -41.87%, which is greater than P500.DE's maximum drawdown of -33.85%. Use the drawdown chart below to compare losses from any high point for SC0I.DE and P500.DE.


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Drawdown Indicators


SC0I.DEP500.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.87%

-33.85%

-8.02%

Max Drawdown (1Y)

Largest decline over 1 year

-10.24%

-7.10%

-3.14%

Max Drawdown (3Y)

Largest decline over 3 years

-16.83%

-23.39%

+6.56%

Max Drawdown (5Y)

Largest decline over 5 years

-19.11%

-23.39%

+4.28%

Max Drawdown (10Y)

Largest decline over 10 years

-28.00%

-33.85%

+5.85%

Current Drawdown

Current decline from peak

-7.18%

-1.36%

-5.82%

Average Drawdown

Average peak-to-trough decline

-13.49%

-3.84%

-9.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

2.01%

+1.22%

Volatility

SC0I.DE vs. P500.DE - Volatility Comparison

Invesco MSCI Japan UCITS ETF (SC0I.DE) has a higher volatility of 6.75% compared to Invesco S&P 500 UCITS ETF (P500.DE) at 2.98%. This indicates that SC0I.DE's price experiences larger fluctuations and is considered to be riskier than P500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SC0I.DEP500.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.75%

2.98%

+3.77%

Volatility (6M)

Calculated over the trailing 6-month period

16.47%

7.91%

+8.56%

Volatility (1Y)

Calculated over the trailing 1-year period

19.87%

11.87%

+8.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.92%

15.22%

+1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.35%

16.07%

+1.28%

SC0I.DE vs. P500.DE - Expense Ratio Comparison

SC0I.DE has a 0.19% expense ratio, which is higher than P500.DE's 0.05% 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

SC0I.DE vs. P500.DE - Dividend Comparison

Neither SC0I.DE nor P500.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SC0I.DE and P500.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, P500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

P500.DE is cheaper with a 0.05% expense ratio, compared with 0.19% for SC0I.DE.

SC0I.DE is categorized as Japan Equities, while P500.DE is S&P 500. SC0I.DE tracks MSCI Japan, while P500.DE tracks S&P 500 Index. Their fees differ too: 0.19% for SC0I.DE and 0.05% for P500.DE.

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