SC0T.DE vs. D500.DE
SC0T.DE (Invesco European Health Care Sector UCITS ETF) and D500.DE (Invesco S&P 500 UCITS ETF Dist) are both exchange-traded funds - SC0T.DE is a Health & Biotech Equities fund tracking the STOXX® Europe 600 Optimised Health Care, while D500.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, SC0T.DE returned 5.80%/yr vs 15.85%/yr for D500.DE. A 0.55 correlation means they provide meaningful diversification when combined. SC0T.DE charges 0.20%/yr vs 0.05%/yr for D500.DE.
Performance
SC0T.DE vs. D500.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SC0T.DE achieves a -3.57% return, which is significantly lower than D500.DE's 11.58% return. Over the past 10 years, SC0T.DE has underperformed D500.DE with an annualized return of 5.80%, while D500.DE has yielded a comparatively higher 15.85% annualized return.
SC0T.DE
- 1D
- 2.93%
- 1M
- 0.25%
- YTD
- -3.57%
- 6M
- -2.50%
- 1Y
- 2.66%
- 3Y*
- 2.80%
- 5Y*
- 4.81%
- 10Y*
- 5.80%
D500.DE
- 1D
- -0.31%
- 1M
- 4.52%
- YTD
- 11.58%
- 6M
- 11.08%
- 1Y
- 25.86%
- 3Y*
- 19.34%
- 5Y*
- 15.48%
- 10Y*
- 15.85%
SC0T.DE vs. D500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0T.DE Invesco European Health Care Sector UCITS ETF | -3.57% | 8.45% | 6.96% | 5.35% | -7.56% | 25.20% | -1.18% | 32.22% | -1.43% | 4.65% |
D500.DE Invesco S&P 500 UCITS ETF Dist | 11.58% | 4.86% | 32.62% | 22.70% | -13.34% | 43.50% | 9.36% | 35.52% | -0.84% | 6.73% |
Correlation
The correlation between SC0T.DE and D500.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2015 | 0.55 |
Over the past year, the correlation between SC0T.DE and D500.DE has dropped to 0.26 - well below their long-term average of 0.55, 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
SC0T.DE vs. D500.DE — Risk / Return Rank
SC0T.DE
D500.DE
SC0T.DE vs. D500.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 Invesco S&P 500 UCITS ETF Dist (D500.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.DE | D500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.04 | ||
| Sortino ratioReturn per unit of downside risk | -2.64 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.42 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.24 | 3.60 | -3.36 |
| Martin ratioReturn relative to average drawdown | 0.56 | 12.88 | -12.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SC0T.DE | D500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.20 | 2.24 | -2.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 1.01 | -0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.98 | -0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.88 | -0.25 |
Drawdowns
SC0T.DE vs. D500.DE - Drawdown Comparison
The maximum SC0T.DE drawdown since its inception was -26.52%, smaller than the maximum D500.DE drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for SC0T.DE and D500.DE.
Loading charts...
Drawdown Indicators
| SC0T.DE | D500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.52% | -33.57% | +7.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.87% | -7.14% | -5.73% |
Max Drawdown (3Y)Largest decline over 3 years | -21.67% | -23.29% | +1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -21.67% | -23.29% | +1.62% |
Max Drawdown (10Y)Largest decline over 10 years | -26.52% | -33.57% | +7.05% |
Current DrawdownCurrent decline from peak | -9.59% | -0.31% | -9.28% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -4.25% | -1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.58% | 2.00% | +3.58% |
Volatility
SC0T.DE vs. D500.DE - Volatility Comparison
Invesco European Health Care Sector UCITS ETF (SC0T.DE) has a higher volatility of 5.31% compared to Invesco S&P 500 UCITS ETF Dist (D500.DE) at 2.66%. This indicates that SC0T.DE's price experiences larger fluctuations and is considered to be riskier than D500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SC0T.DE | D500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 2.66% | +2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 11.43% | 7.54% | +3.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 11.59% | +4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 15.17% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 16.08% | -0.69% |
SC0T.DE vs. D500.DE - Expense Ratio Comparison
SC0T.DE has a 0.20% expense ratio, which is higher than D500.DE's 0.05% 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
SC0T.DE vs. D500.DE - Dividend Comparison
SC0T.DE has not paid dividends to shareholders, while D500.DE's dividend yield for the trailing twelve months is around 1.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D500.DE Invesco S&P 500 UCITS ETF Dist | 1.08% | 1.18% | 1.27% | 1.54% | 2.63% | 2.72% | 3.53% | 2.34% | 2.08% | 1.67% | 1.70% | 0.29% |
SC0T.DE Invesco European Health Care 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% |
Frequently Asked Questions
SC0T.DE and D500.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D500.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for SC0T.DE.
SC0T.DE is categorized as Health & Biotech Equities, while D500.DE is S&P 500. SC0T.DE tracks STOXX® Europe 600 Optimised Health Care, while D500.DE tracks S&P 500 Index. Their fees differ too: 0.20% for SC0T.DE and 0.05% for D500.DE.
Find the right allocation for SC0T.DE and D500.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