PortfoliosLab logoPortfoliosLab logo
SC0U.DE vs. GLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SC0U.DE vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Banks Sector UCITS ETF (SC0U.DE) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SC0U.DE vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SC0U.DE
Invesco European Banks Sector UCITS ETF
-3.93%79.97%32.49%25.93%-0.07%37.72%-22.62%15.49%-26.78%10.92%
GLD
SPDR Gold Shares
12.17%44.25%35.02%9.31%5.38%3.02%14.53%20.52%2.66%-1.05%
Different Trading Currencies

SC0U.DE is traded in EUR, while GLD is traded in USD. To make them comparable, the GLD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SC0U.DE achieves a -3.93% return, which is significantly lower than GLD's 10.30% return. Both investments have delivered pretty close results over the past 10 years, with SC0U.DE having a 13.28% annualized return and GLD not far ahead at 13.75%.


SC0U.DE

1D
4.23%
1M
-3.60%
YTD
-3.93%
6M
9.73%
1Y
36.13%
3Y*
40.13%
5Y*
27.22%
10Y*
13.28%

GLD

1D
0.00%
1M
-11.22%
YTD
10.30%
6M
22.63%
1Y
39.68%
3Y*
30.10%
5Y*
22.03%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SC0U.DE vs. GLD - Expense Ratio Comparison

SC0U.DE has a 0.20% expense ratio, which is lower than GLD's 0.40% expense ratio.


Return for Risk

SC0U.DE vs. GLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SC0U.DE
SC0U.DE Risk / Return Rank: 7171
Overall Rank
SC0U.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SC0U.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
SC0U.DE Omega Ratio Rank: 6767
Omega Ratio Rank
SC0U.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
SC0U.DE Martin Ratio Rank: 6767
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 8585
Overall Rank
GLD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 8484
Sortino Ratio Rank
GLD Omega Ratio Rank: 8585
Omega Ratio Rank
GLD Calmar Ratio Rank: 8686
Calmar Ratio Rank
GLD Martin Ratio Rank: 8484
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.

SC0U.DE vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Banks Sector UCITS ETF (SC0U.DE) and SPDR Gold Shares (GLD). 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.DEGLDDifference

Sharpe ratio

Return per unit of total volatility

1.44

1.55

-0.11

Sortino ratio

Return per unit of downside risk

1.88

1.99

-0.11

Omega ratio

Gain probability vs. loss probability

1.26

1.31

-0.04

Calmar ratio

Return relative to maximum drawdown

2.17

2.32

-0.15

Martin ratio

Return relative to average drawdown

7.57

8.00

-0.43

SC0U.DE vs. GLD - Sharpe Ratio Comparison

The current SC0U.DE Sharpe Ratio is 1.44, which is comparable to the GLD Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of SC0U.DE and GLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SC0U.DEGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.55

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.15

1.34

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.93

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.67

-0.42

Correlation

The correlation between SC0U.DE and GLD is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SC0U.DE vs. GLD - Dividend Comparison

Neither SC0U.DE nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SC0U.DE vs. GLD - Drawdown Comparison

The maximum SC0U.DE drawdown since its inception was -60.69%, which is greater than GLD's maximum drawdown of -37.47%. Use the drawdown chart below to compare losses from any high point for SC0U.DE and GLD.


Loading graphics...

Drawdown Indicators


SC0U.DEGLDDifference

Max Drawdown

Largest peak-to-trough decline

-60.69%

-45.56%

-15.13%

Max Drawdown (1Y)

Largest decline over 1 year

-16.70%

-19.21%

+2.51%

Max Drawdown (5Y)

Largest decline over 5 years

-29.85%

-21.03%

-8.82%

Max Drawdown (10Y)

Largest decline over 10 years

-56.61%

-22.00%

-34.61%

Current Drawdown

Current decline from peak

-11.00%

-11.71%

+0.71%

Average Drawdown

Average peak-to-trough decline

-20.56%

-16.17%

-4.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.79%

5.25%

-0.46%

Volatility

SC0U.DE vs. GLD - Volatility Comparison

The current volatility for Invesco European Banks Sector UCITS ETF (SC0U.DE) is 9.66%, while SPDR Gold Shares (GLD) has a volatility of 10.37%. This indicates that SC0U.DE experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SC0U.DEGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.66%

10.37%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

16.76%

23.27%

-6.51%

Volatility (1Y)

Calculated over the trailing 1-year period

25.08%

25.71%

-0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.39%

16.48%

+6.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.69%

14.82%

+10.87%