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

Performance

SC0P.DE vs. SMLD.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 Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.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 -11.55% return, which is significantly lower than SMLD.DE's 20.75% return. Over the past 10 years, SC0P.DE has underperformed SMLD.DE with an annualized return of 2.37%, while SMLD.DE has yielded a comparatively higher 15.33% annualized return.


SC0P.DE

1D
-0.56%
1M
3.76%
YTD
-11.55%
6M
-13.18%
1Y
-8.72%
3Y*
-6.25%
5Y*
-4.61%
10Y*
2.37%

SMLD.DE

1D
-0.66%
1M
0.52%
YTD
20.75%
6M
14.96%
1Y
13.71%
3Y*
20.56%
5Y*
25.24%
10Y*
15.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SC0P.DE
Invesco European Autos Sector UCITS ETF
-11.55%2.03%-10.79%24.20%-16.71%23.96%4.85%19.08%-26.00%16.92%
SMLD.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist
20.75%-8.86%35.22%27.59%49.18%62.11%-27.45%24.27%-4.73%-12.47%

Correlation

The correlation between SC0P.DE and SMLD.DE is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

0.08

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

0.21

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

0.25

Correlation (All Time)
Calculated using the full available price history since May 17, 2013

0.27

The correlation between SC0P.DE and SMLD.DE shifts across timeframes, from -0.07 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SC0P.DE vs. SMLD.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: 55
Overall Rank
SC0P.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SC0P.DE Sortino Ratio Rank: 55
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

SMLD.DE
SMLD.DE Risk / Return Rank: 2020
Overall Rank
SMLD.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SMLD.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SMLD.DE Omega Ratio Rank: 2323
Omega Ratio Rank
SMLD.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
SMLD.DE Martin Ratio Rank: 1919
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. SMLD.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 Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.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.


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

-0.89

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

0.95

1.15

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.42

0.92

-1.34

Martin ratioReturn relative to average drawdown

-0.97

1.91

-2.88

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

The current SC0P.DE Sharpe Ratio is -0.38, which is lower than the SMLD.DE Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of SC0P.DE and SMLD.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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Sharpe Ratios by Period


SC0P.DESMLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.38

0.51

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

1.10

-1.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

0.44

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.29

-0.03

Drawdowns

SC0P.DE vs. SMLD.DE - Drawdown Comparison

The maximum SC0P.DE drawdown since its inception was -60.05%, smaller than the maximum SMLD.DE drawdown of -73.78%. Use the drawdown chart below to compare losses from any high point for SC0P.DE and SMLD.DE.


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Drawdown Indicators


SC0P.DESMLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.05%

-73.78%

+13.73%

Max Drawdown (1Y)

Largest decline over 1 year

-20.74%

-14.77%

-5.97%

Max Drawdown (3Y)

Largest decline over 3 years

-35.82%

-22.99%

-12.83%

Max Drawdown (5Y)

Largest decline over 5 years

-35.82%

-22.99%

-12.83%

Max Drawdown (10Y)

Largest decline over 10 years

-60.05%

-70.79%

+10.74%

Current Drawdown

Current decline from peak

-30.84%

-3.47%

-27.37%

Average Drawdown

Average peak-to-trough decline

-15.57%

-17.76%

+2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.99%

7.16%

+1.83%

Volatility

SC0P.DE vs. SMLD.DE - Volatility Comparison

Invesco European Autos Sector UCITS ETF (SC0P.DE) and Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE) have volatilities of 5.49% and 5.38%, 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


SC0P.DESMLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

5.38%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

17.30%

12.79%

+4.51%

Volatility (1Y)

Calculated over the trailing 1-year period

23.04%

26.64%

-3.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.57%

22.60%

+1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.09%

34.70%

-8.61%

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

SC0P.DE has a 0.20% expense ratio, which is lower than SMLD.DE's 0.50% expense ratio.


Dividends

SC0P.DE vs. SMLD.DE - Dividend Comparison

SC0P.DE has not paid dividends to shareholders, while SMLD.DE's dividend yield for the trailing twelve months is around 7.55%.


PositionTTM20252024202320222021202020192018201720162015
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%
SMLD.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist
7.55%8.45%12.45%18.33%14.40%17.94%25.01%18.21%21.61%18.39%14.39%20.63%

Frequently Asked Questions


SC0P.DE and SMLD.DE have a correlation of -0.07, 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 0.50% for SMLD.DE.

SC0P.DE is categorized as Consumer Staples Equities, while SMLD.DE is Energy Equities. SC0P.DE tracks STOXX® Europe 600 Optimised Automobiles & Parts, while SMLD.DE tracks Morningstar MLP Composite. Their fees differ too: 0.20% for SC0P.DE and 0.50% for SMLD.DE.

Portfolio Optimizer

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