SC0P.DE vs. ZPDS.DE
SC0P.DE (Invesco European Autos Sector UCITS ETF) and ZPDS.DE (SPDR S&P US Consumer Staples Select Sector UCITS ETF) are both Consumer Staples Equities funds - SC0P.DE tracks the STOXX® Europe 600 Optimised Automobiles & Parts while ZPDS.DE tracks the S&P Consumer Staples Select Sector. Both are passively managed. Over the past 10 years, SC0P.DE returned 2.37%/yr vs 6.84%/yr for ZPDS.DE. At a 0.22 correlation, their price movements are largely independent. SC0P.DE charges 0.20%/yr vs 0.15%/yr for ZPDS.DE.
Performance
SC0P.DE vs. ZPDS.DE - Performance Comparison
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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 ZPDS.DE's 7.50% return. Over the past 10 years, SC0P.DE has underperformed ZPDS.DE with an annualized return of 2.37%, while ZPDS.DE has yielded a comparatively higher 6.84% 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%
ZPDS.DE
- 1D
- 0.01%
- 1M
- -2.00%
- YTD
- 7.50%
- 6M
- 7.22%
- 1Y
- 0.43%
- 3Y*
- 4.36%
- 5Y*
- 6.72%
- 10Y*
- 6.84%
SC0P.DE vs. ZPDS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ZPDS.DE SPDR S&P US Consumer Staples Select Sector UCITS ETF | 7.50% | -8.90% | 20.38% | -5.08% | 5.38% | 26.65% | -0.79% | 29.96% | -4.12% | -1.59% |
Correlation
The correlation between SC0P.DE and ZPDS.DE is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.22 |
The correlation between SC0P.DE and ZPDS.DE shifts across timeframes, from 0.02 (3 years) to 0.22 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SC0P.DE vs. ZPDS.DE — Risk / Return Rank
SC0P.DE
ZPDS.DE
SC0P.DE vs. ZPDS.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 SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.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.DE | ZPDS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.02 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 0.05 | -0.47 |
| Martin ratioReturn relative to average drawdown | -0.97 | 0.10 | -1.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SC0P.DE | ZPDS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.38 | 0.03 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | 0.50 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.49 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.48 | -0.23 |
Drawdowns
SC0P.DE vs. ZPDS.DE - Drawdown Comparison
The maximum SC0P.DE drawdown since its inception was -60.05%, which is greater than ZPDS.DE's maximum drawdown of -23.29%. Use the drawdown chart below to compare losses from any high point for SC0P.DE and ZPDS.DE.
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Drawdown Indicators
| SC0P.DE | ZPDS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.05% | -23.29% | -36.76% |
Max Drawdown (1Y)Largest decline over 1 year | -20.74% | -8.74% | -12.00% |
Max Drawdown (3Y)Largest decline over 3 years | -35.82% | -15.44% | -20.38% |
Max Drawdown (5Y)Largest decline over 5 years | -35.82% | -16.54% | -19.28% |
Max Drawdown (10Y)Largest decline over 10 years | -60.05% | -23.29% | -36.76% |
Current DrawdownCurrent decline from peak | -30.84% | -7.67% | -23.17% |
Average DrawdownAverage peak-to-trough decline | -15.57% | -6.14% | -9.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.99% | 4.27% | +4.72% |
Volatility
SC0P.DE vs. ZPDS.DE - Volatility Comparison
The current volatility for Invesco European Autos Sector UCITS ETF (SC0P.DE) is 5.49%, while SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.DE) has a volatility of 6.04%. This indicates that SC0P.DE experiences smaller price fluctuations and is considered to be less risky than ZPDS.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 | ZPDS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 6.04% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 17.30% | 11.46% | +5.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.04% | 14.02% | +9.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.57% | 13.37% | +11.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.09% | 13.98% | +12.11% |
SC0P.DE vs. ZPDS.DE - Expense Ratio Comparison
SC0P.DE has a 0.20% expense ratio, which is higher than ZPDS.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SC0P.DE vs. ZPDS.DE - Dividend Comparison
Neither SC0P.DE nor ZPDS.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0P.DE and ZPDS.DE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDS.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDS.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for SC0P.DE.
SC0P.DE tracks STOXX® Europe 600 Optimised Automobiles & Parts, while ZPDS.DE tracks S&P Consumer Staples Select Sector. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.20% for SC0P.DE and 0.15% for ZPDS.DE.
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