SC0T.DE vs. ETLI.DE
SC0T.DE (Invesco European Health Care Sector UCITS ETF) and ETLI.DE (L&G Pharma Breakthrough UCITS ETF) are both Health & Biotech Equities funds - SC0T.DE tracks the STOXX® Europe 600 Optimised Health Care while ETLI.DE tracks the Solactive Pharma Breakthrough Value. Both are passively managed. Over the past 5 years, SC0T.DE returned 4.81%/yr vs 2.31%/yr for ETLI.DE. A 0.61 correlation means they provide meaningful diversification when combined. SC0T.DE charges 0.20%/yr vs 0.49%/yr for ETLI.DE.
Performance
SC0T.DE vs. ETLI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0T.DE achieves a -3.57% return, which is significantly lower than ETLI.DE's -0.74% 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%
ETLI.DE
- 1D
- 2.62%
- 1M
- -4.04%
- YTD
- -0.74%
- 6M
- -2.52%
- 1Y
- 22.46%
- 3Y*
- 2.83%
- 5Y*
- 2.31%
- 10Y*
- —
SC0T.DE vs. ETLI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | 2.91% |
ETLI.DE L&G Pharma Breakthrough UCITS ETF | -0.74% | 22.23% | 0.42% | -12.64% | -2.91% | 4.98% | 15.37% | 17.53% | -4.78% |
Correlation
The correlation between SC0T.DE and ETLI.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2018 | 0.61 |
The correlation between SC0T.DE and ETLI.DE has been stable across timeframes, ranging from 0.56 to 0.61 - a consistent structural relationship.
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Return for Risk
SC0T.DE vs. ETLI.DE — Risk / Return Rank
SC0T.DE
ETLI.DE
SC0T.DE vs. ETLI.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 L&G Pharma Breakthrough UCITS ETF (ETLI.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 | ETLI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.20 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.24 | 2.40 | -2.16 |
| Martin ratioReturn relative to average drawdown | 0.56 | 6.79 | -6.23 |
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
| SC0T.DE | ETLI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.20 | 1.16 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.13 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.22 | +0.41 |
Drawdowns
SC0T.DE vs. ETLI.DE - Drawdown Comparison
The maximum SC0T.DE drawdown since its inception was -26.52%, smaller than the maximum ETLI.DE drawdown of -30.83%. Use the drawdown chart below to compare losses from any high point for SC0T.DE and ETLI.DE.
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Drawdown Indicators
| SC0T.DE | ETLI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.52% | -30.83% | +4.31% |
Max Drawdown (1Y)Largest decline over 1 year | -12.87% | -9.06% | -3.81% |
Max Drawdown (3Y)Largest decline over 3 years | -21.67% | -23.90% | +2.23% |
Max Drawdown (5Y)Largest decline over 5 years | -21.67% | -30.83% | +9.16% |
Max Drawdown (10Y)Largest decline over 10 years | -26.52% | — | — |
Current DrawdownCurrent decline from peak | -9.59% | -4.86% | -4.73% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -10.22% | +4.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.58% | 3.21% | +2.37% |
Volatility
SC0T.DE vs. ETLI.DE - Volatility Comparison
The current volatility for Invesco European Health Care Sector UCITS ETF (SC0T.DE) is 5.31%, while L&G Pharma Breakthrough UCITS ETF (ETLI.DE) has a volatility of 6.89%. This indicates that SC0T.DE experiences smaller price fluctuations and is considered to be less risky than ETLI.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.DE | ETLI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 6.89% | -1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 11.43% | 14.09% | -2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 18.72% | -2.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 17.22% | -2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 18.91% | -3.52% |
SC0T.DE vs. ETLI.DE - Expense Ratio Comparison
SC0T.DE has a 0.20% expense ratio, which is lower than ETLI.DE's 0.49% expense ratio.
Dividends
SC0T.DE vs. ETLI.DE - Dividend Comparison
Neither SC0T.DE nor ETLI.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0T.DE and ETLI.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0T.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0T.DE is cheaper with a 0.20% expense ratio, compared with 0.49% for ETLI.DE.
SC0T.DE tracks STOXX® Europe 600 Optimised Health Care, while ETLI.DE tracks Solactive Pharma Breakthrough Value. They also come from different issuers: Invesco and Legal & General. Their fees differ too: 0.20% for SC0T.DE and 0.49% for ETLI.DE.
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