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SC0P.DE vs. EXH3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0P.DE vs. EXH3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Autos Sector UCITS ETF (SC0P.DE) and iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE) (EXH3.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, SC0P.DE achieves a -16.96% return, which is significantly lower than EXH3.DE's 9.61% return. Over the past 10 years, SC0P.DE has outperformed EXH3.DE with an annualized return of 2.98%, while EXH3.DE has yielded a comparatively lower 2.60% annualized return.


SC0P.DE

1D
-1.53%
1M
-8.96%
YTD
-16.96%
6M
-16.37%
1Y
-9.74%
3Y*
-8.21%
5Y*
-5.19%
10Y*
2.98%

EXH3.DE

1D
0.84%
1M
3.39%
YTD
9.61%
6M
10.44%
1Y
6.77%
3Y*
-1.89%
5Y*
-2.03%
10Y*
2.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0P.DE vs. EXH3.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SC0P.DE
Invesco European Autos Sector UCITS ETF
-16.96%2.03%-10.79%24.20%-16.71%23.96%4.85%19.08%-26.00%16.92%
EXH3.DE
iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE)
9.61%0.44%-10.82%-2.05%-13.20%22.57%-6.15%29.56%-7.32%12.78%

Correlation

The correlation between SC0P.DE and EXH3.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.34

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

0.36

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

0.38

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2009

0.43

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Return for Risk

SC0P.DE vs. EXH3.DE — Risk / Return Rank

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

SC0P.DE
SC0P.DE Risk / Return Rank: 66
Overall Rank
SC0P.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SC0P.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
SC0P.DE Omega Ratio Rank: 66
Omega Ratio Rank
SC0P.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
SC0P.DE Martin Ratio Rank: 55
Martin Ratio Rank

EXH3.DE
EXH3.DE Risk / Return Rank: 1515
Overall Rank
EXH3.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EXH3.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
EXH3.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EXH3.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EXH3.DE Martin Ratio Rank: 1515
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.

SC0P.DE vs. EXH3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Autos Sector UCITS ETF (SC0P.DE) and iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE) (EXH3.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.


SC0P.DEEXH3.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

0.95

1.09

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.47

0.53

-1.00

Martin ratioReturn relative to average drawdown

-0.99

1.17

-2.16

SC0P.DE vs. EXH3.DE - Sharpe Ratio Comparison

The current SC0P.DE Sharpe Ratio is -0.41, which is lower than the EXH3.DE Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of SC0P.DE and EXH3.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

SC0P.DE vs. EXH3.DE - Drawdown Comparison

The maximum SC0P.DE drawdown since its inception was -60.05%, which is greater than EXH3.DE's maximum drawdown of -39.85%. Use the drawdown chart below to compare losses from any high point for SC0P.DE and EXH3.DE.


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Drawdown Indicators


SC0P.DEEXH3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.05%

-39.85%

-20.20%

Max Drawdown (1Y)

Largest decline over 1 year

-20.74%

-12.77%

-7.97%

Max Drawdown (3Y)

Largest decline over 3 years

-35.82%

-21.11%

-14.71%

Max Drawdown (5Y)

Largest decline over 5 years

-35.82%

-28.68%

-7.14%

Max Drawdown (10Y)

Largest decline over 10 years

-60.05%

-30.20%

-29.85%

Current Drawdown

Current decline from peak

-35.07%

-17.89%

-17.18%

Average Drawdown

Average peak-to-trough decline

-15.39%

-8.93%

-6.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.85%

5.78%

+4.07%

Volatility

SC0P.DE vs. EXH3.DE - Volatility Comparison

Invesco European Autos Sector UCITS ETF (SC0P.DE) has a higher volatility of 6.21% compared to iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE) (EXH3.DE) at 4.93%. This indicates that SC0P.DE's price experiences larger fluctuations and is considered to be riskier than EXH3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SC0P.DEEXH3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

4.93%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

17.79%

12.13%

+5.66%

Volatility (1Y)

Calculated over the trailing 1-year period

23.45%

15.51%

+7.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.61%

14.19%

+10.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.84%

14.39%

+11.45%

SC0P.DE vs. EXH3.DE - Expense Ratio Comparison

SC0P.DE has a 0.20% expense ratio, which is lower than EXH3.DE's 0.46% expense ratio.


Dividends

SC0P.DE vs. EXH3.DE - Dividend Comparison

SC0P.DE has not paid dividends to shareholders, while EXH3.DE's dividend yield for the trailing twelve months is around 1.98%.


PositionTTM20252024202320222021202020192018201720162015
EXH3.DE
iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE)
1.98%2.10%2.16%1.70%1.56%0.88%1.45%1.46%1.70%2.08%2.45%2.52%
SC0P.DE
Invesco European Autos Sector 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


SC0P.DE and EXH3.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SC0P.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC0P.DE is cheaper with a 0.20% expense ratio, compared with 0.46% for EXH3.DE.

SC0P.DE tracks STOXX® Europe 600 Optimised Automobiles & Parts, while EXH3.DE tracks STOXX® Europe 600 Food & Beverage. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for SC0P.DE and 0.46% for EXH3.DE.

Portfolio Optimizer

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