SC0P.DE vs. EXH8.DE
SC0P.DE (Invesco European Autos Sector UCITS ETF) and EXH8.DE (iShares STOXX Europe 600 Retail UCITS ETF (DE)) are both Consumer Staples Equities funds - SC0P.DE tracks the STOXX® Europe 600 Optimised Automobiles & Parts while EXH8.DE tracks the STOXX® Europe 600 Retail. Both are passively managed. Over the past 10 years, SC0P.DE returned 2.98%/yr vs 7.40%/yr for EXH8.DE. A 0.60 correlation means they provide meaningful diversification when combined. SC0P.DE charges 0.20%/yr vs 0.46%/yr for EXH8.DE.
Performance
SC0P.DE vs. EXH8.DE - Performance Comparison
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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 EXH8.DE's 2.01% return. Over the past 10 years, SC0P.DE has underperformed EXH8.DE with an annualized return of 2.98%, while EXH8.DE has yielded a comparatively higher 7.40% 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%
EXH8.DE
- 1D
- -1.58%
- 1M
- 5.31%
- YTD
- 2.01%
- 6M
- 2.72%
- 1Y
- 16.11%
- 3Y*
- 12.32%
- 5Y*
- 2.26%
- 10Y*
- 7.40%
SC0P.DE vs. EXH8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EXH8.DE iShares STOXX Europe 600 Retail UCITS ETF (DE) | 2.01% | 13.30% | 10.53% | 36.36% | -30.85% | 12.99% | 9.47% | 38.24% | -10.15% | -1.13% |
Correlation
The correlation between SC0P.DE and EXH8.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jul 8, 2009 | 0.60 |
The correlation between SC0P.DE and EXH8.DE has been stable across timeframes, ranging from 0.53 to 0.60 - a consistent structural relationship.
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Return for Risk
SC0P.DE vs. EXH8.DE — Risk / Return Rank
SC0P.DE
EXH8.DE
SC0P.DE vs. EXH8.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 Retail UCITS ETF (DE) (EXH8.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.DE | EXH8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.16 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 1.24 | -1.70 |
| Martin ratioReturn relative to average drawdown | -0.99 | 3.17 | -4.16 |
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Drawdowns
SC0P.DE vs. EXH8.DE - Drawdown Comparison
The maximum SC0P.DE drawdown since its inception was -60.05%, which is greater than EXH8.DE's maximum drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for SC0P.DE and EXH8.DE.
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Drawdown Indicators
| SC0P.DE | EXH8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.05% | -52.64% | -7.41% |
Max Drawdown (1Y)Largest decline over 1 year | -20.74% | -12.97% | -7.77% |
Max Drawdown (3Y)Largest decline over 3 years | -35.82% | -19.66% | -16.16% |
Max Drawdown (5Y)Largest decline over 5 years | -35.82% | -48.56% | +12.74% |
Max Drawdown (10Y)Largest decline over 10 years | -60.05% | -48.79% | -11.26% |
Current DrawdownCurrent decline from peak | -35.07% | -1.58% | -33.49% |
Average DrawdownAverage peak-to-trough decline | -15.39% | -16.44% | +1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.85% | 5.07% | +4.78% |
Volatility
SC0P.DE vs. EXH8.DE - Volatility Comparison
Invesco European Autos Sector UCITS ETF (SC0P.DE) has a higher volatility of 6.21% compared to iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE) at 5.37%. This indicates that SC0P.DE's price experiences larger fluctuations and is considered to be riskier than EXH8.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.DE | EXH8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 5.37% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 17.79% | 15.25% | +2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.45% | 18.90% | +4.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.61% | 21.56% | +3.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.84% | 19.43% | +6.41% |
SC0P.DE vs. EXH8.DE - Expense Ratio Comparison
SC0P.DE has a 0.20% expense ratio, which is lower than EXH8.DE's 0.46% expense ratio.
Dividends
SC0P.DE vs. EXH8.DE - Dividend Comparison
SC0P.DE has not paid dividends to shareholders, while EXH8.DE's dividend yield for the trailing twelve months is around 2.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXH8.DE iShares STOXX Europe 600 Retail UCITS ETF (DE) | 2.05% | 2.18% | 2.07% | 2.01% | 2.79% | 0.89% | 1.08% | 1.81% | 2.49% | 2.51% | 2.48% | 2.81% |
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 EXH8.DE have a correlation of 0.54, 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 EXH8.DE.
SC0P.DE tracks STOXX® Europe 600 Optimised Automobiles & Parts, while EXH8.DE tracks STOXX® Europe 600 Retail. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for SC0P.DE and 0.46% for EXH8.DE.
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