SC0K.DE vs. IUS3.DE
SC0K.DE (Invesco Russell 2000 UCITS ETF) and IUS3.DE (iShares S&P SmallCap 600 UCITS ETF USD (Dist)) are both Small Cap Blend Equities funds - SC0K.DE tracks the Russell 2000® while IUS3.DE tracks the S&P SmallCap 600 Index. Both are passively managed. Over the past 10 years, SC0K.DE returned 10.19%/yr vs 9.86%/yr for IUS3.DE. Their correlation of 0.89 suggests significant overlap in exposure. SC0K.DE charges 0.45%/yr vs 0.40%/yr for IUS3.DE.
Performance
SC0K.DE vs. IUS3.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SC0K.DE having a 22.41% return and IUS3.DE slightly higher at 22.44%. Both investments have delivered pretty close results over the past 10 years, with SC0K.DE having a 10.19% annualized return and IUS3.DE not far behind at 9.86%.
SC0K.DE
- 1D
- 0.31%
- 1M
- 2.61%
- 6M
- 13.27%
- YTD
- 22.41%
- 1Y
- 41.20%
- 3Y*
- 15.86%
- 5Y*
- 8.15%
- 10Y*
- 10.19%
IUS3.DE
- 1D
- 1.07%
- 1M
- 3.17%
- 6M
- 17.44%
- YTD
- 22.44%
- 1Y
- 32.99%
- 3Y*
- 13.58%
- 5Y*
- 7.99%
- 10Y*
- 9.86%
SC0K.DE vs. IUS3.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0K.DE Invesco Russell 2000 UCITS ETF | 22.41% | 1.56% | 15.91% | 14.84% | -16.55% | 24.70% | 8.14% | 29.08% | -9.05% | 0.67% |
IUS3.DE iShares S&P SmallCap 600 UCITS ETF USD (Dist) | 22.44% | -4.35% | 12.84% | 13.50% | -12.46% | 38.71% | 0.11% | 25.84% | -6.51% | -0.88% |
Correlation
The correlation between SC0K.DE and IUS3.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2009 | 0.89 |
The correlation between SC0K.DE and IUS3.DE has been stable across timeframes, ranging from 0.89 to 0.96 - a consistent structural relationship.
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Return for Risk
SC0K.DE vs. IUS3.DE — Risk / Return Rank
SC0K.DE
IUS3.DE
SC0K.DE vs. IUS3.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 2000 UCITS ETF (SC0K.DE) and iShares S&P SmallCap 600 UCITS ETF USD (Dist) (IUS3.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.
| SC0K.DE | IUS3.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.36 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.88 | 5.23 | -0.35 |
| Martin ratioReturn relative to average drawdown | 14.31 | 15.45 | -1.14 |
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Drawdowns
SC0K.DE vs. IUS3.DE - Drawdown Comparison
The maximum SC0K.DE drawdown since its inception was -47.18%, smaller than the maximum IUS3.DE drawdown of -57.43%. Use the drawdown chart below to compare losses from any high point for SC0K.DE and IUS3.DE.
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Drawdown Indicators
| SC0K.DE | IUS3.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.18% | -57.43% | +10.25% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -6.28% | -2.12% |
Max Drawdown (3Y)Largest decline over 3 years | -32.50% | -32.89% | +0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -32.50% | -32.89% | +0.39% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | -41.55% | +0.42% |
Current DrawdownCurrent decline from peak | -2.26% | -2.33% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -13.61% | -12.69% | -0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.13% | +0.74% |
Volatility
SC0K.DE vs. IUS3.DE - Volatility Comparison
Invesco Russell 2000 UCITS ETF (SC0K.DE) and iShares S&P SmallCap 600 UCITS ETF USD (Dist) (IUS3.DE) have volatilities of 4.49% and 4.43%, 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
| SC0K.DE | IUS3.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 4.43% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 12.54% | 10.96% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.27% | 16.54% | +1.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 20.06% | +0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.20% | 21.39% | +0.81% |
SC0K.DE vs. IUS3.DE - Expense Ratio Comparison
SC0K.DE has a 0.45% expense ratio, which is higher than IUS3.DE's 0.40% expense ratio.
Dividends
SC0K.DE vs. IUS3.DE - Dividend Comparison
SC0K.DE has not paid dividends to shareholders, while IUS3.DE's dividend yield for the trailing twelve months is around 0.48%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUS3.DE iShares S&P SmallCap 600 UCITS ETF USD (Dist) | 0.48% | 1.24% | 1.13% | 1.08% | 1.05% | 0.62% | 0.96% | 0.92% | 0.98% | 0.79% | 0.84% | 0.54% |
SC0K.DE Invesco Russell 2000 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% |
Frequently Asked Questions
With a correlation of 0.91, SC0K.DE and IUS3.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, IUS3.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUS3.DE is cheaper with a 0.40% expense ratio, compared with 0.45% for SC0K.DE.
SC0K.DE tracks Russell 2000®, while IUS3.DE tracks S&P SmallCap 600 Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.45% for SC0K.DE and 0.40% for IUS3.DE.
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