SC0P.DE vs. SC0R.DE
SC0P.DE (Invesco European Autos Sector UCITS ETF) and SC0R.DE (Invesco European Travel Sector UCITS ETF) are both Consumer Staples Equities funds from Invesco - SC0P.DE tracks the STOXX® Europe 600 Optimised Automobiles & Parts while SC0R.DE tracks the STOXX® Europe 600 Optimised Travel & Leisure. Both are passively managed. Over the past 10 years, SC0P.DE returned 2.98%/yr vs 6.22%/yr for SC0R.DE. A 0.60 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
SC0P.DE vs. SC0R.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 SC0R.DE's 7.94% return. Over the past 10 years, SC0P.DE has underperformed SC0R.DE with an annualized return of 2.98%, while SC0R.DE has yielded a comparatively higher 6.22% 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%
SC0R.DE
- 1D
- -1.37%
- 1M
- 8.40%
- YTD
- 7.94%
- 6M
- 7.71%
- 1Y
- 16.46%
- 3Y*
- 9.30%
- 5Y*
- 4.14%
- 10Y*
- 6.22%
SC0P.DE vs. SC0R.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% |
SC0R.DE Invesco European Travel Sector UCITS ETF | 7.94% | 6.02% | 14.47% | 24.44% | -14.51% | 6.20% | -13.70% | 23.30% | -14.12% | 19.55% |
Correlation
The correlation between SC0P.DE and SC0R.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jul 8, 2009 | 0.60 |
The correlation between SC0P.DE and SC0R.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. SC0R.DE — Risk / Return Rank
SC0P.DE
SC0R.DE
SC0P.DE vs. SC0R.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 Invesco European Travel Sector UCITS ETF (SC0R.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 | SC0R.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.15 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 1.15 | -1.62 |
| Martin ratioReturn relative to average drawdown | -0.99 | 2.76 | -3.74 |
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Drawdowns
SC0P.DE vs. SC0R.DE - Drawdown Comparison
The maximum SC0P.DE drawdown since its inception was -60.05%, which is greater than SC0R.DE's maximum drawdown of -55.64%. Use the drawdown chart below to compare losses from any high point for SC0P.DE and SC0R.DE.
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Drawdown Indicators
| SC0P.DE | SC0R.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.05% | -55.64% | -4.41% |
Max Drawdown (1Y)Largest decline over 1 year | -20.74% | -14.20% | -6.54% |
Max Drawdown (3Y)Largest decline over 3 years | -35.82% | -24.76% | -11.06% |
Max Drawdown (5Y)Largest decline over 5 years | -35.82% | -38.34% | +2.52% |
Max Drawdown (10Y)Largest decline over 10 years | -60.05% | -55.64% | -4.41% |
Current DrawdownCurrent decline from peak | -35.07% | -1.37% | -33.70% |
Average DrawdownAverage peak-to-trough decline | -15.39% | -10.19% | -5.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.85% | 5.96% | +3.89% |
Volatility
SC0P.DE vs. SC0R.DE - Volatility Comparison
Invesco European Autos Sector UCITS ETF (SC0P.DE) has a higher volatility of 6.21% compared to Invesco European Travel Sector UCITS ETF (SC0R.DE) at 5.23%. This indicates that SC0P.DE's price experiences larger fluctuations and is considered to be riskier than SC0R.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 | SC0R.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 5.23% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 17.79% | 18.25% | -0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.45% | 21.32% | +2.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.61% | 23.87% | +0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.84% | 24.48% | +1.36% |
SC0P.DE vs. SC0R.DE - Expense Ratio Comparison
Both SC0P.DE and SC0R.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SC0P.DE vs. SC0R.DE - Dividend Comparison
Neither SC0P.DE nor SC0R.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0P.DE and SC0R.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SC0P.DE and SC0R.DE have the same expense ratio: 0.20% per year.
SC0P.DE tracks STOXX® Europe 600 Optimised Automobiles & Parts, while SC0R.DE tracks STOXX® Europe 600 Optimised Travel & Leisure.
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