SC0R.DE vs. GLUX.DE
SC0R.DE (Invesco European Travel Sector UCITS ETF) and GLUX.DE (Amundi S&P Global Luxury UCITS ETF EUR) are both Consumer Staples Equities funds - SC0R.DE tracks the STOXX® Europe 600 Optimised Travel & Leisure while GLUX.DE tracks the S&P Global Luxury. Both are passively managed. Over the past 10 years, SC0R.DE returned 3.85%/yr vs 9.44%/yr for GLUX.DE. A 0.67 correlation means they provide meaningful diversification when combined. SC0R.DE charges 0.20%/yr vs 0.25%/yr for GLUX.DE.
Performance
SC0R.DE vs. GLUX.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 GLUX.DE's -7.03% return. Over the past 10 years, SC0R.DE has underperformed GLUX.DE with an annualized return of 3.85%, while GLUX.DE has yielded a comparatively higher 9.44% annualized 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%
GLUX.DE
- 1D
- -0.12%
- 1M
- 4.80%
- YTD
- -7.03%
- 6M
- -6.01%
- 1Y
- 2.52%
- 3Y*
- -0.97%
- 5Y*
- 0.25%
- 10Y*
- 9.44%
SC0R.DE vs. GLUX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0R.DE Invesco European Travel Sector UCITS ETF | 0.24% | 6.02% | 14.47% | 24.44% | -14.51% | 6.20% | -13.70% | 23.30% | -14.12% | 19.55% |
GLUX.DE Amundi S&P Global Luxury UCITS ETF EUR | -7.03% | 2.34% | 4.43% | 11.98% | -19.34% | 32.41% | 23.80% | 33.53% | -9.13% | 22.10% |
Correlation
The correlation between SC0R.DE and GLUX.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2010 | 0.67 |
The correlation between SC0R.DE and GLUX.DE has been stable across timeframes, ranging from 0.67 to 0.71 - a consistent structural relationship.
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Return for Risk
SC0R.DE vs. GLUX.DE — Risk / Return Rank
SC0R.DE
GLUX.DE
SC0R.DE vs. GLUX.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 Amundi S&P Global Luxury UCITS ETF EUR (GLUX.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 | GLUX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.04 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | 0.16 | +0.45 |
| Martin ratioReturn relative to average drawdown | 1.44 | 0.39 | +1.05 |
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 | GLUX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 0.13 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.01 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.45 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.44 | -0.05 |
Drawdowns
SC0R.DE vs. GLUX.DE - Drawdown Comparison
The maximum SC0R.DE drawdown since its inception was -55.64%, which is greater than GLUX.DE's maximum drawdown of -43.20%. Use the drawdown chart below to compare losses from any high point for SC0R.DE and GLUX.DE.
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Drawdown Indicators
| SC0R.DE | GLUX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.64% | -43.20% | -12.44% |
Max Drawdown (1Y)Largest decline over 1 year | -14.20% | -16.00% | +1.80% |
Max Drawdown (3Y)Largest decline over 3 years | -24.76% | -27.94% | +3.18% |
Max Drawdown (5Y)Largest decline over 5 years | -38.34% | -30.52% | -7.82% |
Max Drawdown (10Y)Largest decline over 10 years | -55.64% | -43.20% | -12.44% |
Current DrawdownCurrent decline from peak | -1.42% | -14.70% | +13.28% |
Average DrawdownAverage peak-to-trough decline | -10.37% | -9.35% | -1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.99% | 6.51% | -0.52% |
Volatility
SC0R.DE vs. GLUX.DE - Volatility Comparison
Invesco European Travel Sector UCITS ETF (SC0R.DE) has a higher volatility of 5.86% compared to Amundi S&P Global Luxury UCITS ETF EUR (GLUX.DE) at 5.55%. This indicates that SC0R.DE's price experiences larger fluctuations and is considered to be riskier than GLUX.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 | GLUX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.86% | 5.55% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 17.72% | 15.60% | +2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.97% | 19.60% | +2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.86% | 21.08% | +2.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.89% | 20.94% | +3.95% |
SC0R.DE vs. GLUX.DE - Expense Ratio Comparison
SC0R.DE has a 0.20% expense ratio, which is lower than GLUX.DE's 0.25% expense ratio. Despite the difference, 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. GLUX.DE - Dividend Comparison
Neither SC0R.DE nor GLUX.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0R.DE and GLUX.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0R.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0R.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for GLUX.DE.
SC0R.DE tracks STOXX® Europe 600 Optimised Travel & Leisure, while GLUX.DE tracks S&P Global Luxury. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.20% for SC0R.DE and 0.25% for GLUX.DE.
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