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SC0T.DE vs. GN0M.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0T.DE vs. GN0M.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 Global X Genomics & Biotechnology UCITS ETF (GN0M.DE). The values are adjusted to include any dividend payments, if applicable.

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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 GN0M.DE's 12.99% 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%

GN0M.DE

1D
5.61%
1M
11.50%
YTD
12.99%
6M
9.82%
1Y
55.73%
3Y*
-1.90%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0T.DE vs. GN0M.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SC0T.DE
Invesco European Health Care Sector UCITS ETF
-3.57%8.45%6.96%5.35%-7.56%1.12%
GN0M.DE
Global X Genomics & Biotechnology UCITS ETF
12.99%5.67%-12.40%-9.04%-32.50%-7.90%

Correlation

The correlation between SC0T.DE and GN0M.DE is 0.54, 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

0.54

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

0.44

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2021

0.45

The correlation between SC0T.DE and GN0M.DE has been stable across timeframes, ranging from 0.44 to 0.54 - a consistent structural relationship.

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Return for Risk

SC0T.DE vs. GN0M.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: 1212
Overall Rank
SC0T.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SC0T.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
SC0T.DE Omega Ratio Rank: 1212
Omega Ratio Rank
SC0T.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
SC0T.DE Martin Ratio Rank: 1212
Martin Ratio Rank

GN0M.DE
GN0M.DE Risk / Return Rank: 5858
Overall Rank
GN0M.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GN0M.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
GN0M.DE Omega Ratio Rank: 5454
Omega Ratio Rank
GN0M.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
GN0M.DE Martin Ratio Rank: 5050
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. GN0M.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 Global X Genomics & Biotechnology UCITS ETF (GN0M.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.DEGN0M.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.81

Sortino ratioReturn per unit of downside risk

-2.42

Omega ratioGain probability vs. loss probability

1.05

1.33

-0.28

Calmar ratioReturn relative to maximum drawdown

0.24

3.32

-3.08

Martin ratioReturn relative to average drawdown

0.56

8.35

-7.79

SC0T.DE vs. GN0M.DE - Sharpe Ratio Comparison

The current SC0T.DE Sharpe Ratio is 0.20, which is lower than the GN0M.DE Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of SC0T.DE and GN0M.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.


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Sharpe Ratios by Period


SC0T.DEGN0M.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

2.00

-1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

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

-0.34

+0.97

Drawdowns

SC0T.DE vs. GN0M.DE - Drawdown Comparison

The maximum SC0T.DE drawdown since its inception was -26.52%, smaller than the maximum GN0M.DE drawdown of -67.19%. Use the drawdown chart below to compare losses from any high point for SC0T.DE and GN0M.DE.


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Drawdown Indicators


SC0T.DEGN0M.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.52%

-67.19%

+40.67%

Max Drawdown (1Y)

Largest decline over 1 year

-12.87%

-16.68%

+3.81%

Max Drawdown (3Y)

Largest decline over 3 years

-21.67%

-48.19%

+26.52%

Max Drawdown (5Y)

Largest decline over 5 years

-21.67%

Max Drawdown (10Y)

Largest decline over 10 years

-26.52%

Current Drawdown

Current decline from peak

-9.59%

-41.03%

+31.44%

Average Drawdown

Average peak-to-trough decline

-6.03%

-43.13%

+37.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.58%

6.65%

-1.07%

Volatility

SC0T.DE vs. GN0M.DE - Volatility Comparison

The current volatility for Invesco European Health Care Sector UCITS ETF (SC0T.DE) is 5.31%, while Global X Genomics & Biotechnology UCITS ETF (GN0M.DE) has a volatility of 8.15%. This indicates that SC0T.DE experiences smaller price fluctuations and is considered to be less risky than GN0M.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.DEGN0M.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

8.15%

-2.84%

Volatility (6M)

Calculated over the trailing 6-month period

11.43%

19.69%

-8.26%

Volatility (1Y)

Calculated over the trailing 1-year period

15.98%

27.68%

-11.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.84%

31.49%

-16.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.39%

31.49%

-16.10%

SC0T.DE vs. GN0M.DE - Expense Ratio Comparison

SC0T.DE has a 0.20% expense ratio, which is lower than GN0M.DE's 0.50% expense ratio.


Dividends

SC0T.DE vs. GN0M.DE - Dividend Comparison

Neither SC0T.DE nor GN0M.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SC0T.DE and GN0M.DE have a correlation of 0.54, 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 0.50% for GN0M.DE.

SC0T.DE tracks STOXX® Europe 600 Optimised Health Care, while GN0M.DE tracks Solactive Genomics. They also come from different issuers: Invesco and Global X. Their fees differ too: 0.20% for SC0T.DE and 0.50% for GN0M.DE.

Portfolio Optimizer

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