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

Performance

SC0T.DE vs. QDVG.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 S&P 500 Health Care Sector UCITS ETF (Acc) (QDVG.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
SC0T.DE
Invesco European Health Care Sector UCITS ETF
-2.16%8.45%6.96%5.35%-7.56%25.20%-1.18%32.22%-1.43%4.65%
QDVG.DE
iShares S&P 500 Health Care Sector UCITS ETF (Acc)
-3.36%1.65%8.47%-1.74%3.30%37.81%1.69%24.75%8.90%7.28%

Returns By Period

In the year-to-date period, SC0T.DE achieves a -2.16% return, which is significantly higher than QDVG.DE's -3.36% return. Over the past 10 years, SC0T.DE has underperformed QDVG.DE with an annualized return of 6.79%, while QDVG.DE has yielded a comparatively higher 9.18% annualized return.


SC0T.DE

1D
1.41%
1M
-4.36%
YTD
-2.16%
6M
2.26%
1Y
2.77%
3Y*
4.64%
5Y*
6.31%
10Y*
6.79%

QDVG.DE

1D
0.04%
1M
-4.67%
YTD
-3.36%
6M
5.23%
1Y
-2.36%
3Y*
3.51%
5Y*
6.53%
10Y*
9.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SC0T.DE has a 0.20% expense ratio, which is higher than QDVG.DE's 0.15% 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%.


Return for Risk

SC0T.DE vs. QDVG.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: 1616
Overall Rank
SC0T.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SC0T.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
SC0T.DE Omega Ratio Rank: 1414
Omega Ratio Rank
SC0T.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
SC0T.DE Martin Ratio Rank: 1818
Martin Ratio Rank

QDVG.DE
QDVG.DE Risk / Return Rank: 99
Overall Rank
QDVG.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
QDVG.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
QDVG.DE Omega Ratio Rank: 99
Omega Ratio Rank
QDVG.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
QDVG.DE Martin Ratio Rank: 1111
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. QDVG.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 S&P 500 Health Care Sector UCITS ETF (Acc) (QDVG.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.DEQDVG.DEDifference

Sharpe ratio

Return per unit of total volatility

0.15

-0.13

+0.28

Sortino ratio

Return per unit of downside risk

0.33

-0.06

+0.39

Omega ratio

Gain probability vs. loss probability

1.04

0.99

+0.05

Calmar ratio

Return relative to maximum drawdown

0.34

-0.05

+0.39

Martin ratio

Return relative to average drawdown

1.02

-0.10

+1.12

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

The current SC0T.DE Sharpe Ratio is 0.15, which is higher than the QDVG.DE Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of SC0T.DE and QDVG.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.DEQDVG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

-0.13

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.45

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.58

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.48

+0.17

Correlation

The correlation between SC0T.DE and QDVG.DE is 0.65, 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. QDVG.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SC0T.DE vs. QDVG.DE - Drawdown Comparison

The maximum SC0T.DE drawdown since its inception was -26.52%, roughly equal to the maximum QDVG.DE drawdown of -26.77%. Use the drawdown chart below to compare losses from any high point for SC0T.DE and QDVG.DE.


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Drawdown Indicators


SC0T.DEQDVG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.52%

-26.77%

+0.25%

Max Drawdown (1Y)

Largest decline over 1 year

-12.87%

-15.07%

+2.20%

Max Drawdown (5Y)

Largest decline over 5 years

-21.67%

-22.70%

+1.03%

Max Drawdown (10Y)

Largest decline over 10 years

-26.52%

-26.77%

+0.25%

Current Drawdown

Current decline from peak

-8.27%

-9.50%

+1.23%

Average Drawdown

Average peak-to-trough decline

-6.00%

-5.26%

-0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

5.78%

-1.45%

Volatility

SC0T.DE vs. QDVG.DE - Volatility Comparison

Invesco European Health Care Sector UCITS ETF (SC0T.DE) has a higher volatility of 4.86% compared to iShares S&P 500 Health Care Sector UCITS ETF (Acc) (QDVG.DE) at 4.07%. This indicates that SC0T.DE's price experiences larger fluctuations and is considered to be riskier than QDVG.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.DEQDVG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

4.07%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

11.08%

9.32%

+1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

18.40%

17.58%

+0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.61%

14.34%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.35%

15.78%

-0.43%