SC0R.DE vs. 36BB.DE
SC0R.DE (Invesco European Travel Sector UCITS ETF) and 36BB.DE (iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist) are both Consumer Staples Equities funds - SC0R.DE tracks the STOXX® Europe 600 Optimised Travel & Leisure while 36BB.DE tracks the MSCI World Consumer Discretionary. Both are passively managed. Over the past 5 years, SC0R.DE returned 2.45%/yr vs 4.56%/yr for 36BB.DE. A 0.63 correlation means they provide meaningful diversification when combined. SC0R.DE charges 0.20%/yr vs 0.18%/yr for 36BB.DE.
Performance
SC0R.DE vs. 36BB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0R.DE achieves a 0.24% return, which is significantly higher than 36BB.DE's -2.32% return.
SC0R.DE
- 1D
- 0.49%
- 1M
- 11.79%
- YTD
- 0.24%
- 6M
- 5.38%
- 1Y
- 8.65%
- 3Y*
- 6.07%
- 5Y*
- 2.45%
- 10Y*
- 3.85%
36BB.DE
- 1D
- 0.28%
- 1M
- 0.04%
- YTD
- -2.32%
- 6M
- -1.63%
- 1Y
- 4.30%
- 3Y*
- 7.40%
- 5Y*
- 4.56%
- 10Y*
- —
SC0R.DE vs. 36BB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SC0R.DE Invesco European Travel Sector UCITS ETF | 0.24% | 6.02% | 14.47% | 24.44% | -14.51% | 6.20% | -13.70% | 9.99% |
36BB.DE iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist | -2.32% | -5.30% | 22.34% | 32.38% | -29.45% | 27.78% | 25.24% | 4.44% |
Correlation
The correlation between SC0R.DE and 36BB.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2019 | 0.63 |
The correlation between SC0R.DE and 36BB.DE shifts across timeframes, from 0.52 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SC0R.DE vs. 36BB.DE — Risk / Return Rank
SC0R.DE
36BB.DE
SC0R.DE vs. 36BB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Travel Sector UCITS ETF (SC0R.DE) and iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist (36BB.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.
| SC0R.DE | 36BB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.06 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | 0.28 | +0.32 |
| Martin ratioReturn relative to average drawdown | 1.44 | 0.77 | +0.67 |
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
| SC0R.DE | 36BB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 0.26 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.23 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.43 | -0.04 |
Drawdowns
SC0R.DE vs. 36BB.DE - Drawdown Comparison
The maximum SC0R.DE drawdown since its inception was -55.64%, which is greater than 36BB.DE's maximum drawdown of -35.03%. Use the drawdown chart below to compare losses from any high point for SC0R.DE and 36BB.DE.
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Drawdown Indicators
| SC0R.DE | 36BB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.64% | -35.03% | -20.61% |
Max Drawdown (1Y)Largest decline over 1 year | -14.20% | -15.07% | +0.87% |
Max Drawdown (3Y)Largest decline over 3 years | -24.76% | -27.35% | +2.59% |
Max Drawdown (5Y)Largest decline over 5 years | -38.34% | -32.92% | -5.42% |
Max Drawdown (10Y)Largest decline over 10 years | -55.64% | — | — |
Current DrawdownCurrent decline from peak | -1.42% | -11.48% | +10.06% |
Average DrawdownAverage peak-to-trough decline | -10.37% | -10.96% | +0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.99% | 5.59% | +0.40% |
Volatility
SC0R.DE vs. 36BB.DE - Volatility Comparison
Invesco European Travel Sector UCITS ETF (SC0R.DE) has a higher volatility of 5.86% compared to iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist (36BB.DE) at 4.81%. This indicates that SC0R.DE's price experiences larger fluctuations and is considered to be riskier than 36BB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC0R.DE | 36BB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.86% | 4.81% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 17.72% | 12.73% | +4.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.97% | 16.71% | +5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.86% | 19.44% | +4.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.89% | 20.85% | +4.04% |
SC0R.DE vs. 36BB.DE - Expense Ratio Comparison
SC0R.DE has a 0.20% expense ratio, which is higher than 36BB.DE's 0.18% 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
SC0R.DE vs. 36BB.DE - Dividend Comparison
SC0R.DE has not paid dividends to shareholders, while 36BB.DE's dividend yield for the trailing twelve months is around 0.91%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36BB.DE iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist | 0.91% | 0.89% | 1.01% | 0.99% | 1.43% | 0.77% | 1.30% | 0.28% |
SC0R.DE Invesco European Travel Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SC0R.DE and 36BB.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 36BB.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
36BB.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for SC0R.DE.
SC0R.DE tracks STOXX® Europe 600 Optimised Travel & Leisure, while 36BB.DE tracks MSCI World Consumer Discretionary. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for SC0R.DE and 0.18% for 36BB.DE.
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