SC0U.DE vs. D500.DE
SC0U.DE (Invesco European Banks Sector UCITS ETF) and D500.DE (Invesco S&P 500 UCITS ETF Dist) are both exchange-traded funds - SC0U.DE is a Financials Equities fund tracking the STOXX® Europe 600 Optimised Banks, while D500.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, SC0U.DE returned 13.83%/yr vs 15.85%/yr for D500.DE. At a 0.49 correlation, their price movements are largely independent. SC0U.DE charges 0.20%/yr vs 0.05%/yr for D500.DE.
Performance
SC0U.DE vs. D500.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0U.DE achieves a 5.95% return, which is significantly lower than D500.DE's 11.58% return. Over the past 10 years, SC0U.DE has underperformed D500.DE with an annualized return of 13.83%, while D500.DE has yielded a comparatively higher 15.85% annualized return.
SC0U.DE
- 1D
- 0.62%
- 1M
- 6.28%
- YTD
- 5.95%
- 6M
- 12.82%
- 1Y
- 39.72%
- 3Y*
- 42.79%
- 5Y*
- 27.34%
- 10Y*
- 13.83%
D500.DE
- 1D
- -0.31%
- 1M
- 5.37%
- YTD
- 11.58%
- 6M
- 11.67%
- 1Y
- 25.88%
- 3Y*
- 19.34%
- 5Y*
- 15.48%
- 10Y*
- 15.85%
SC0U.DE vs. D500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0U.DE Invesco European Banks Sector UCITS ETF | 5.95% | 79.97% | 32.49% | 25.93% | -0.07% | 37.72% | -22.62% | 15.49% | -26.78% | 10.92% |
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 SC0U.DE and D500.DE is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2015 | 0.49 |
The correlation between SC0U.DE and D500.DE shifts across timeframes, from 0.35 (3 years) to 0.50 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SC0U.DE vs. D500.DE — Risk / Return Rank
SC0U.DE
D500.DE
SC0U.DE vs. D500.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Banks Sector UCITS ETF (SC0U.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.
| SC0U.DE | D500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.42 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 3.60 | -1.23 |
| Martin ratioReturn relative to average drawdown | 7.76 | 12.88 | -5.12 |
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
| SC0U.DE | D500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 2.24 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.14 | 1.01 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.98 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.88 | -0.62 |
Drawdowns
SC0U.DE vs. D500.DE - Drawdown Comparison
The maximum SC0U.DE drawdown since its inception was -60.69%, which is greater than D500.DE's maximum drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for SC0U.DE and D500.DE.
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Drawdown Indicators
| SC0U.DE | D500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.69% | -33.57% | -27.12% |
Max Drawdown (1Y)Largest decline over 1 year | -16.70% | -7.14% | -9.56% |
Max Drawdown (3Y)Largest decline over 3 years | -19.82% | -23.29% | +3.47% |
Max Drawdown (5Y)Largest decline over 5 years | -29.85% | -23.29% | -6.56% |
Max Drawdown (10Y)Largest decline over 10 years | -56.61% | -33.57% | -23.04% |
Current DrawdownCurrent decline from peak | -1.85% | -0.31% | -1.54% |
Average DrawdownAverage peak-to-trough decline | -20.40% | -4.25% | -16.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.10% | 2.00% | +3.10% |
Volatility
SC0U.DE vs. D500.DE - Volatility Comparison
Invesco European Banks Sector UCITS ETF (SC0U.DE) has a higher volatility of 6.03% compared to Invesco S&P 500 UCITS ETF Dist (D500.DE) at 2.66%. This indicates that SC0U.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.
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Volatility by Period
| SC0U.DE | D500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 2.66% | +3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 18.45% | 7.54% | +10.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.74% | 11.59% | +11.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.64% | 15.17% | +8.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.62% | 16.08% | +9.54% |
SC0U.DE vs. D500.DE - Expense Ratio Comparison
SC0U.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
SC0U.DE vs. D500.DE - Dividend Comparison
SC0U.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% |
SC0U.DE Invesco European Banks 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
SC0U.DE and D500.DE have a correlation of 0.50, 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 SC0U.DE.
SC0U.DE is categorized as Financials Equities, while D500.DE is S&P 500. SC0U.DE tracks STOXX® Europe 600 Optimised Banks, while D500.DE tracks S&P 500 Index. Their fees differ too: 0.20% for SC0U.DE and 0.05% for D500.DE.
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