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SC0V.DE vs. AMEE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SC0V.DE vs. AMEE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Oil & Gas Sector UCITS ETF (SC0V.DE) and Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE). The values are adjusted to include any dividend payments, if applicable.

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SC0V.DE vs. AMEE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SC0V.DE
Invesco European Oil & Gas Sector UCITS ETF
36.91%29.15%-5.65%5.37%30.86%20.64%-20.83%10.41%-0.18%2.31%
AMEE.DE
Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc
18.00%37.58%15.56%12.19%35.81%34.64%-31.29%10.32%-0.78%5.51%

Returns By Period

In the year-to-date period, SC0V.DE achieves a 36.91% return, which is significantly higher than AMEE.DE's 18.00% return. Over the past 10 years, SC0V.DE has underperformed AMEE.DE with an annualized return of 12.58%, while AMEE.DE has yielded a comparatively higher 15.18% annualized return.


SC0V.DE

1D
1.76%
1M
12.67%
YTD
36.91%
6M
46.52%
1Y
57.16%
3Y*
20.09%
5Y*
20.50%
10Y*
12.58%

AMEE.DE

1D
-0.41%
1M
0.23%
YTD
18.00%
6M
27.21%
1Y
58.70%
3Y*
27.24%
5Y*
27.79%
10Y*
15.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SC0V.DE vs. AMEE.DE - Expense Ratio Comparison

SC0V.DE has a 0.20% expense ratio, which is lower than AMEE.DE's 0.45% expense ratio.


Return for Risk

SC0V.DE vs. AMEE.DE — Risk / Return Rank

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

SC0V.DE
SC0V.DE Risk / Return Rank: 9797
Overall Rank
SC0V.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SC0V.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
SC0V.DE Omega Ratio Rank: 9696
Omega Ratio Rank
SC0V.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
SC0V.DE Martin Ratio Rank: 9898
Martin Ratio Rank

AMEE.DE
AMEE.DE Risk / Return Rank: 9797
Overall Rank
AMEE.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
AMEE.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
AMEE.DE Omega Ratio Rank: 9696
Omega Ratio Rank
AMEE.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMEE.DE Martin Ratio Rank: 9898
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.

SC0V.DE vs. AMEE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Oil & Gas Sector UCITS ETF (SC0V.DE) and Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.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.


SC0V.DEAMEE.DEDifference

Sharpe ratio

Return per unit of total volatility

2.78

2.95

-0.17

Sortino ratio

Return per unit of downside risk

3.16

3.55

-0.39

Omega ratio

Gain probability vs. loss probability

1.50

1.51

-0.01

Calmar ratio

Return relative to maximum drawdown

7.77

8.19

-0.42

Martin ratio

Return relative to average drawdown

36.98

26.26

+10.72

SC0V.DE vs. AMEE.DE - Sharpe Ratio Comparison

The current SC0V.DE Sharpe Ratio is 2.78, which is comparable to the AMEE.DE Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of SC0V.DE and AMEE.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


SC0V.DEAMEE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.78

2.95

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

1.23

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.59

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.39

-0.03

Correlation

The correlation between SC0V.DE and AMEE.DE is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SC0V.DE vs. AMEE.DE - Dividend Comparison

Neither SC0V.DE nor AMEE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SC0V.DE vs. AMEE.DE - Drawdown Comparison

The maximum SC0V.DE drawdown since its inception was -57.15%, roughly equal to the maximum AMEE.DE drawdown of -59.14%. Use the drawdown chart below to compare losses from any high point for SC0V.DE and AMEE.DE.


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Drawdown Indicators


SC0V.DEAMEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.15%

-59.14%

+1.99%

Max Drawdown (1Y)

Largest decline over 1 year

-14.73%

-9.43%

-5.30%

Max Drawdown (5Y)

Largest decline over 5 years

-22.22%

-19.23%

-2.99%

Max Drawdown (10Y)

Largest decline over 10 years

-57.15%

-59.14%

+1.99%

Current Drawdown

Current decline from peak

-1.14%

-4.60%

+3.46%

Average Drawdown

Average peak-to-trough decline

-10.60%

-10.75%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

2.47%

-0.69%

Volatility

SC0V.DE vs. AMEE.DE - Volatility Comparison

Invesco European Oil & Gas Sector UCITS ETF (SC0V.DE) has a higher volatility of 6.67% compared to Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE) at 6.25%. This indicates that SC0V.DE's price experiences larger fluctuations and is considered to be riskier than AMEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SC0V.DEAMEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

6.25%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

13.28%

15.08%

-1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

20.44%

19.79%

+0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.61%

22.26%

-0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.93%

25.76%

-1.83%