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SC0U.DE vs. SOF.BR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SC0U.DE vs. SOF.BR

Last updated Jun 13, 2026

SC0U.DE (Invesco European Banks Sector UCITS ETF) is Financials Equities fund tracking the STOXX® Europe 600 Optimised Banks, while SOF.BR (Sofina Société Anonyme) is a stock. Over the past 10 years, SC0U.DE returned 15.32%/yr vs 8.03%/yr for SOF.BR. At a 0.46 correlation, their price movements are largely independent.

Performance

SC0U.DE vs. SOF.BR - Performance Comparison

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

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Returns By Period

In the year-to-date period, SC0U.DE achieves a 8.50% return, which is significantly higher than SOF.BR's -11.22% return. Over the past 10 years, SC0U.DE has outperformed SOF.BR with an annualized return of 15.32%, while SOF.BR has yielded a comparatively lower 8.03% annualized return.

SC0U.DE

1D
4.29%
1M
7.40%
YTD
8.50%
6M
14.36%
1Y
45.31%
3Y*
43.09%
5Y*
28.15%
10Y*
15.32%

SOF.BR

1D
2.26%
1M
0.78%
YTD
-11.22%
6M
-7.94%
1Y
-13.53%
3Y*
3.50%
5Y*
-8.43%
10Y*
8.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0U.DE vs. SOF.BR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SC0U.DE
Invesco European Banks Sector UCITS ETF		8.50%79.97%32.49%25.93%-0.07%37.72%-22.62%15.49%-26.78%10.92%
SOF.BR
Sofina Société Anonyme		-11.22%14.69%-1.65%11.37%-51.86%57.47%45.71%17.99%28.74%6.68%

Correlation

The correlation between SC0U.DE and SOF.BR is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

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

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2009

0.46

The correlation between SC0U.DE and SOF.BR shifts across timeframes, from 0.35 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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

Invesco European Banks Sector UCITS ETF

Sofina Société Anonyme

Often compared with SC0U.DE:
SC0U.DE vs. EXX1.DESC0U.DE vs. EUFNSC0U.DE vs. X7PP.LSC0U.DE vs. INDA.DESC0U.DE vs. SC02.DESC0U.DE vs. GLDSC0U.DE vs. EXV1.DE
Often compared with SOF.BR:
SOF.BR vs. ACKB.BRSOF.BR vs. BREB.BRSOF.BR vs. EKOP.BRSOF.BR vs. DIE.BRSOF.BR vs. KKRSOF.BR vs. VWCE.DESOF.BR vs. QQQ

Return for Risk

SC0U.DE vs. SOF.BR — 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: 5959
Overall Rank
SC0U.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SC0U.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
SC0U.DE Omega Ratio Rank: 5757
Omega Ratio Rank
SC0U.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
SC0U.DE Martin Ratio Rank: 5454
Martin Ratio Rank
SOF.BR
SOF.BR Risk / Return Rank: 1717
Overall Rank
SOF.BR Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SOF.BR Sortino Ratio Rank: 1515
Sortino Ratio Rank
SOF.BR Omega Ratio Rank: 1515
Omega Ratio Rank
SOF.BR Calmar Ratio Rank: 2121
Calmar Ratio Rank
SOF.BR Martin Ratio Rank: 2020
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. SOF.BR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Banks Sector UCITS ETF (SC0U.DE) and Sofina Société Anonyme (SOF.BR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

SC0U.DESOF.BRDifference
Sharpe ratioReturn per unit of total volatility
1.86
-0.69

+2.55

Sortino ratioReturn per unit of downside risk
2.61
-0.85

+3.45

Omega ratioGain probability vs. loss probability

1.31

0.90

+0.41

Calmar ratioReturn relative to maximum drawdown

2.57

-0.61

+3.18

Martin ratioReturn relative to average drawdown

8.44

-1.08

+9.53

SC0U.DE vs. SOF.BR - Sharpe Ratio Comparison

The current SC0U.DE Sharpe Ratio is 1.86, which is higher than the SOF.BR Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of SC0U.DE and SOF.BR, 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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Drawdowns

SC0U.DE vs. SOF.BR - Drawdown Comparison

The maximum SC0U.DE drawdown since its inception was -60.69%, roughly equal to the maximum SOF.BR drawdown of -59.53%. Use the drawdown chart below to compare losses from any high point for SC0U.DE and SOF.BR.

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Drawdown Indicators

SC0U.DESOF.BRDifference

Max Drawdown

Largest peak-to-trough decline

-60.69%

-59.53%

-1.16%

Max Drawdown (1Y)

Largest decline over 1 year

-16.70%

-26.62%

+9.92%

Max Drawdown (3Y)

Largest decline over 3 years

-19.82%

-26.62%

+6.80%

Max Drawdown (5Y)

Largest decline over 5 years

-29.85%

-59.53%

+29.68%

Max Drawdown (10Y)

Largest decline over 10 years

-56.61%

-59.53%

+2.92%

Current Drawdown

Current decline from peak

0.00%

-46.64%

+46.64%

Average Drawdown

Average peak-to-trough decline

-20.11%

-19.13%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.10%

15.02%

-9.92%

Volatility

SC0U.DE vs. SOF.BR - Volatility Comparison

Invesco European Banks Sector UCITS ETF (SC0U.DE) has a higher volatility of 6.96% compared to Sofina Société Anonyme (SOF.BR) at 6.23%. This indicates that SC0U.DE's price experiences larger fluctuations and is considered to be riskier than SOF.BR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SC0U.DESOF.BRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

6.23%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

18.92%

16.85%

+2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

23.11%

23.40%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.71%

28.53%

-4.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.59%

24.81%

+0.78%

Dividends

SC0U.DE vs. SOF.BR - Dividend Comparison

SC0U.DE has not paid dividends to shareholders, while SOF.BR's dividend yield for the trailing twelve months is around 1.18%.

PositionTTM20252024202320222021202020192018201720162015
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%
SOF.BR
Sofina Société Anonyme		1.18%1.41%1.53%1.44%1.52%0.70%1.05%1.45%1.61%1.95%1.96%2.21%

Frequently Asked Questions

SC0U.DE and SOF.BR have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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