PortfoliosLab logoPortfoliosLab logo
SC0S.DE vs. EXV7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0S.DE vs. EXV7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Industrials Sector UCITS ETF Acc (SC0S.DE) and iShares STOXX Europe 600 Chemicals UCITS ETF (DE) (EXV7.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SC0S.DE achieves a 8.38% return, which is significantly lower than EXV7.DE's 11.18% return. Over the past 10 years, SC0S.DE has outperformed EXV7.DE with an annualized return of 12.01%, while EXV7.DE has yielded a comparatively lower 6.87% annualized return.


SC0S.DE

1D
0.58%
1M
1.35%
YTD
8.38%
6M
10.69%
1Y
14.05%
3Y*
18.41%
5Y*
11.43%
10Y*
12.01%

EXV7.DE

1D
0.18%
1M
1.13%
YTD
11.18%
6M
12.26%
1Y
-3.30%
3Y*
2.47%
5Y*
1.52%
10Y*
6.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0S.DE vs. EXV7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SC0S.DE
Invesco European Industrials Sector UCITS ETF Acc
8.38%24.49%14.80%23.83%-17.98%25.69%6.90%36.37%-14.66%16.39%
EXV7.DE
iShares STOXX Europe 600 Chemicals UCITS ETF (DE)
11.18%-4.03%-7.26%16.14%-14.55%24.35%10.50%31.94%-14.36%12.83%

Correlation

The correlation between SC0S.DE and EXV7.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.58

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

0.69

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

0.74

Correlation (All Time)
Calculated using the full available price history since Aug 21, 2009

0.74

Over the past year, the correlation between SC0S.DE and EXV7.DE has dropped to 0.38 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.

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

SC0S.DE vs. EXV7.DE — Risk / Return Rank

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

SC0S.DE
SC0S.DE Risk / Return Rank: 2424
Overall Rank
SC0S.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SC0S.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
SC0S.DE Omega Ratio Rank: 2222
Omega Ratio Rank
SC0S.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
SC0S.DE Martin Ratio Rank: 2828
Martin Ratio Rank

EXV7.DE
EXV7.DE Risk / Return Rank: 77
Overall Rank
EXV7.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
EXV7.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
EXV7.DE Omega Ratio Rank: 77
Omega Ratio Rank
EXV7.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
EXV7.DE Martin Ratio Rank: 88
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.

SC0S.DE vs. EXV7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Industrials Sector UCITS ETF Acc (SC0S.DE) and iShares STOXX Europe 600 Chemicals UCITS ETF (DE) (EXV7.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.


SC0S.DEEXV7.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.39

Omega ratioGain probability vs. loss probability

1.14

0.98

+0.17

Calmar ratioReturn relative to maximum drawdown

1.11

-0.21

+1.32

Martin ratioReturn relative to average drawdown

3.85

-0.35

+4.20

SC0S.DE vs. EXV7.DE - Sharpe Ratio Comparison

The current SC0S.DE Sharpe Ratio is 0.72, which is higher than the EXV7.DE Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of SC0S.DE and EXV7.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


SC0S.DEEXV7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

-0.21

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.09

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.39

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.45

+0.15

Drawdowns

SC0S.DE vs. EXV7.DE - Drawdown Comparison

The maximum SC0S.DE drawdown since its inception was -41.83%, smaller than the maximum EXV7.DE drawdown of -49.31%. Use the drawdown chart below to compare losses from any high point for SC0S.DE and EXV7.DE.


Loading charts...

Drawdown Indicators


SC0S.DEEXV7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.83%

-49.31%

+7.48%

Max Drawdown (1Y)

Largest decline over 1 year

-12.63%

-15.47%

+2.84%

Max Drawdown (3Y)

Largest decline over 3 years

-19.20%

-18.31%

-0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-30.80%

-24.77%

-6.03%

Max Drawdown (10Y)

Largest decline over 10 years

-41.83%

-31.38%

-10.45%

Current Drawdown

Current decline from peak

-1.80%

-7.08%

+5.28%

Average Drawdown

Average peak-to-trough decline

-6.77%

-8.46%

+1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

9.51%

-5.88%

Volatility

SC0S.DE vs. EXV7.DE - Volatility Comparison

Invesco European Industrials Sector UCITS ETF Acc (SC0S.DE) has a higher volatility of 6.45% compared to iShares STOXX Europe 600 Chemicals UCITS ETF (DE) (EXV7.DE) at 3.84%. This indicates that SC0S.DE's price experiences larger fluctuations and is considered to be riskier than EXV7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SC0S.DEEXV7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

3.84%

+2.61%

Volatility (6M)

Calculated over the trailing 6-month period

16.29%

11.79%

+4.50%

Volatility (1Y)

Calculated over the trailing 1-year period

19.45%

15.43%

+4.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.70%

16.76%

+2.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.19%

17.44%

+2.75%

SC0S.DE vs. EXV7.DE - Expense Ratio Comparison

SC0S.DE has a 0.20% expense ratio, which is lower than EXV7.DE's 0.46% expense ratio.


Dividends

SC0S.DE vs. EXV7.DE - Dividend Comparison

SC0S.DE has not paid dividends to shareholders, while EXV7.DE's dividend yield for the trailing twelve months is around 1.95%.


PositionTTM20252024202320222021202020192018201720162015
EXV7.DE
iShares STOXX Europe 600 Chemicals UCITS ETF (DE)
1.95%2.17%2.07%2.46%2.15%1.35%1.51%2.03%2.33%1.96%2.71%2.69%
SC0S.DE
Invesco European Industrials Sector UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SC0S.DE and EXV7.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SC0S.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC0S.DE is cheaper with a 0.20% expense ratio, compared with 0.46% for EXV7.DE.

SC0S.DE tracks STOXX® Europe 600 Optimised Industrial Goods & Services, while EXV7.DE tracks STOXX® Europe 600 Chemicals. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for SC0S.DE and 0.46% for EXV7.DE.

Portfolio Optimizer

Find the right allocation for SC0S.DE and EXV7.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