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SC0T.DE vs. 2B70.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SC0T.DE vs. 2B70.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Health Care Sector UCITS ETF (SC0T.DE) and iShares Nasdaq US Biotechnology UCITS ETF (2B70.DE). The values are adjusted to include any dividend payments, if applicable.

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SC0T.DE vs. 2B70.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SC0T.DE
Invesco European Health Care Sector UCITS ETF
-1.91%8.45%6.96%5.35%-7.56%25.20%-1.18%32.22%-1.43%-0.38%
2B70.DE
iShares Nasdaq US Biotechnology UCITS ETF
2.97%18.62%4.60%2.56%-6.29%7.59%14.52%30.18%-7.35%2.65%

Returns By Period

In the year-to-date period, SC0T.DE achieves a -1.91% return, which is significantly lower than 2B70.DE's 2.97% return.


SC0T.DE

1D
0.26%
1M
-2.22%
YTD
-1.91%
6M
2.21%
1Y
4.67%
3Y*
4.85%
5Y*
6.37%
10Y*
6.61%

2B70.DE

1D
-0.65%
1M
0.03%
YTD
2.97%
6M
18.25%
1Y
30.77%
3Y*
10.42%
5Y*
4.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SC0T.DE vs. 2B70.DE - Expense Ratio Comparison

SC0T.DE has a 0.20% expense ratio, which is lower than 2B70.DE's 0.35% expense ratio.


Return for Risk

SC0T.DE vs. 2B70.DE — Risk / Return Rank

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

SC0T.DE
SC0T.DE Risk / Return Rank: 1818
Overall Rank
SC0T.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SC0T.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
SC0T.DE Omega Ratio Rank: 1717
Omega Ratio Rank
SC0T.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
SC0T.DE Martin Ratio Rank: 1818
Martin Ratio Rank

2B70.DE
2B70.DE Risk / Return Rank: 7878
Overall Rank
2B70.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
2B70.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
2B70.DE Omega Ratio Rank: 6464
Omega Ratio Rank
2B70.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
2B70.DE Martin Ratio Rank: 9090
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.

SC0T.DE vs. 2B70.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Health Care Sector UCITS ETF (SC0T.DE) and iShares Nasdaq US Biotechnology UCITS ETF (2B70.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.


SC0T.DE2B70.DEDifference

Sharpe ratio

Return per unit of total volatility

0.25

1.37

-1.11

Sortino ratio

Return per unit of downside risk

0.47

1.89

-1.42

Omega ratio

Gain probability vs. loss probability

1.06

1.25

-0.19

Calmar ratio

Return relative to maximum drawdown

0.45

3.61

-3.16

Martin ratio

Return relative to average drawdown

1.41

13.43

-12.01

SC0T.DE vs. 2B70.DE - Sharpe Ratio Comparison

The current SC0T.DE Sharpe Ratio is 0.25, which is lower than the 2B70.DE Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of SC0T.DE and 2B70.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SC0T.DE2B70.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

1.37

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.23

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.36

+0.29

Correlation

The correlation between SC0T.DE and 2B70.DE is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SC0T.DE vs. 2B70.DE - Dividend Comparison

Neither SC0T.DE nor 2B70.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SC0T.DE vs. 2B70.DE - Drawdown Comparison

The maximum SC0T.DE drawdown since its inception was -26.52%, smaller than the maximum 2B70.DE drawdown of -30.87%. Use the drawdown chart below to compare losses from any high point for SC0T.DE and 2B70.DE.


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Drawdown Indicators


SC0T.DE2B70.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.52%

-30.87%

+4.35%

Max Drawdown (1Y)

Largest decline over 1 year

-12.87%

-12.69%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-21.67%

-30.87%

+9.20%

Max Drawdown (10Y)

Largest decline over 10 years

-26.52%

Current Drawdown

Current decline from peak

-8.03%

-1.71%

-6.32%

Average Drawdown

Average peak-to-trough decline

-6.00%

-10.16%

+4.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

2.62%

+1.50%

Volatility

SC0T.DE vs. 2B70.DE - Volatility Comparison

The current volatility for Invesco European Health Care Sector UCITS ETF (SC0T.DE) is 4.73%, while iShares Nasdaq US Biotechnology UCITS ETF (2B70.DE) has a volatility of 6.78%. This indicates that SC0T.DE experiences smaller price fluctuations and is considered to be less risky than 2B70.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SC0T.DE2B70.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

6.78%

-2.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

13.48%

-3.52%

Volatility (1Y)

Calculated over the trailing 1-year period

18.40%

22.49%

-4.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.60%

20.45%

-5.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.35%

21.78%

-6.43%