PortfoliosLab logoPortfoliosLab logo
SC0R.DE vs. SMLD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0R.DE vs. SMLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Travel Sector UCITS ETF (SC0R.DE) and Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SC0R.DE achieves a 0.24% return, which is significantly lower than SMLD.DE's 20.75% return. Over the past 10 years, SC0R.DE has underperformed SMLD.DE with an annualized return of 3.85%, while SMLD.DE has yielded a comparatively higher 15.33% 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%

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)

SC0R.DE vs. SMLD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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 SC0R.DE and SMLD.DE is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.20

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

0.03

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

0.15

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

0.23

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

0.24

The correlation between SC0R.DE and SMLD.DE shifts across timeframes, from -0.20 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SC0R.DE vs. SMLD.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SC0R.DE
SC0R.DE Risk / Return Rank: 1616
Overall Rank
SC0R.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SC0R.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
SC0R.DE Omega Ratio Rank: 1515
Omega Ratio Rank
SC0R.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
SC0R.DE Martin Ratio Rank: 1616
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.

SC0R.DE vs. SMLD.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 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.


SC0R.DESMLD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.09

1.15

-0.06

Calmar ratioReturn relative to maximum drawdown

0.61

0.92

-0.32

Martin ratioReturn relative to average drawdown

1.44

1.91

-0.47

SC0R.DE vs. SMLD.DE - Sharpe Ratio Comparison

The current SC0R.DE Sharpe Ratio is 0.39, which is comparable to the SMLD.DE Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of SC0R.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.


Loading charts...

Sharpe Ratios by Period


SC0R.DESMLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

0.51

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

1.10

-1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.44

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.29

+0.10

Drawdowns

SC0R.DE vs. SMLD.DE - Drawdown Comparison

The maximum SC0R.DE drawdown since its inception was -55.64%, smaller than the maximum SMLD.DE drawdown of -73.78%. Use the drawdown chart below to compare losses from any high point for SC0R.DE and SMLD.DE.


Loading charts...

Drawdown Indicators


SC0R.DESMLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.64%

-73.78%

+18.14%

Max Drawdown (1Y)

Largest decline over 1 year

-14.20%

-14.77%

+0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-24.76%

-22.99%

-1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-38.34%

-22.99%

-15.35%

Max Drawdown (10Y)

Largest decline over 10 years

-55.64%

-70.79%

+15.15%

Current Drawdown

Current decline from peak

-1.42%

-3.47%

+2.05%

Average Drawdown

Average peak-to-trough decline

-10.37%

-17.76%

+7.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.99%

7.16%

-1.17%

Volatility

SC0R.DE vs. SMLD.DE - Volatility Comparison

Invesco European Travel Sector UCITS ETF (SC0R.DE) has a higher volatility of 5.86% compared to Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE) at 5.38%. This indicates that SC0R.DE's price experiences larger fluctuations and is considered to be riskier than SMLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SC0R.DESMLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

5.38%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

17.72%

12.79%

+4.93%

Volatility (1Y)

Calculated over the trailing 1-year period

21.97%

26.64%

-4.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.86%

22.60%

+1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.89%

34.70%

-9.81%

SC0R.DE vs. SMLD.DE - Expense Ratio Comparison

SC0R.DE has a 0.20% expense ratio, which is lower than SMLD.DE's 0.50% expense ratio.


Dividends

SC0R.DE vs. SMLD.DE - Dividend Comparison

SC0R.DE has not paid dividends to shareholders, while SMLD.DE's dividend yield for the trailing twelve months is around 7.55%.


PositionTTM20252024202320222021202020192018201720162015
SC0R.DE
Invesco European Travel 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


SC0R.DE and SMLD.DE have a correlation of -0.20, 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 0.50% for SMLD.DE.

SC0R.DE is categorized as Consumer Staples Equities, while SMLD.DE is Energy Equities. SC0R.DE tracks STOXX® Europe 600 Optimised Travel & Leisure, while SMLD.DE tracks Morningstar MLP Composite. Their fees differ too: 0.20% for SC0R.DE and 0.50% for SMLD.DE.

Portfolio Optimizer

Find the right allocation for SC0R.DE and SMLD.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer