SC0T.DE vs. ZPDH.DE
SC0T.DE (Invesco European Health Care Sector UCITS ETF) and ZPDH.DE (SPDR S&P US Health Care Select Sector UCITS ETF) are both Health & Biotech Equities funds - SC0T.DE tracks the STOXX® Europe 600 Optimised Health Care while ZPDH.DE tracks the S&P Health Care Select Sector. Both are passively managed. Over the past 10 years, SC0T.DE returned 5.80%/yr vs 8.92%/yr for ZPDH.DE. A 0.66 correlation means they provide meaningful diversification when combined. SC0T.DE charges 0.20%/yr vs 0.15%/yr for ZPDH.DE.
Performance
SC0T.DE vs. ZPDH.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 ZPDH.DE's -1.12% return. Over the past 10 years, SC0T.DE has underperformed ZPDH.DE with an annualized return of 5.80%, while ZPDH.DE has yielded a comparatively higher 8.92% 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%
ZPDH.DE
- 1D
- 2.83%
- 1M
- 5.47%
- YTD
- -1.12%
- 6M
- -0.34%
- 1Y
- 13.29%
- 3Y*
- 3.67%
- 5Y*
- 6.73%
- 10Y*
- 8.92%
SC0T.DE vs. ZPDH.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% |
ZPDH.DE SPDR S&P US Health Care Select Sector UCITS ETF | -1.12% | 1.73% | 8.46% | -1.73% | 3.31% | 37.77% | 1.69% | 24.37% | 9.07% | 6.98% |
Correlation
The correlation between SC0T.DE and ZPDH.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 | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.66 |
The correlation between SC0T.DE and ZPDH.DE shifts across timeframes, from 0.54 (3 years) to 0.66 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SC0T.DE vs. ZPDH.DE — Risk / Return Rank
SC0T.DE
ZPDH.DE
SC0T.DE vs. ZPDH.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 SPDR S&P US Health Care Select Sector UCITS ETF (ZPDH.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 | ZPDH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.16 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.24 | 1.21 | -0.96 |
| Martin ratioReturn relative to average drawdown | 0.56 | 2.95 | -2.39 |
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 | ZPDH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.20 | 0.89 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.46 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.56 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.46 | +0.17 |
Drawdowns
SC0T.DE vs. ZPDH.DE - Drawdown Comparison
The maximum SC0T.DE drawdown since its inception was -26.52%, roughly equal to the maximum ZPDH.DE drawdown of -26.61%. Use the drawdown chart below to compare losses from any high point for SC0T.DE and ZPDH.DE.
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Drawdown Indicators
| SC0T.DE | ZPDH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.52% | -26.61% | +0.09% |
Max Drawdown (1Y)Largest decline over 1 year | -12.87% | -10.77% | -2.10% |
Max Drawdown (3Y)Largest decline over 3 years | -21.67% | -22.64% | +0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -21.67% | -22.64% | +0.97% |
Max Drawdown (10Y)Largest decline over 10 years | -26.52% | -26.61% | +0.09% |
Current DrawdownCurrent decline from peak | -9.59% | -7.28% | -2.31% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -5.80% | -0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.58% | 4.41% | +1.17% |
Volatility
SC0T.DE vs. ZPDH.DE - Volatility Comparison
Invesco European Health Care Sector UCITS ETF (SC0T.DE) and SPDR S&P US Health Care Select Sector UCITS ETF (ZPDH.DE) have volatilities of 5.31% and 5.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC0T.DE | ZPDH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 5.13% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 11.43% | 10.16% | +1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 14.63% | +1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 14.47% | +0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 15.77% | -0.38% |
SC0T.DE vs. ZPDH.DE - Expense Ratio Comparison
SC0T.DE has a 0.20% expense ratio, which is higher than ZPDH.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%.
Dividends
SC0T.DE vs. ZPDH.DE - Dividend Comparison
Neither SC0T.DE nor ZPDH.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0T.DE and ZPDH.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, ZPDH.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDH.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for SC0T.DE.
SC0T.DE tracks STOXX® Europe 600 Optimised Health Care, while ZPDH.DE tracks S&P Health Care Select Sector. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.20% for SC0T.DE and 0.15% for ZPDH.DE.
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