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

Performance

SC0V.DE vs. OIGS.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 STOXX Europe 600 Energy ESG Screened UCITS ETF Dist (OIGS.DE). The values are adjusted to include any dividend payments, if applicable.

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SC0V.DE vs. OIGS.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%
OIGS.DE
Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist
34.41%39.23%-2.05%-0.33%28.77%21.04%-21.67%11.28%-0.73%1.38%

Returns By Period

In the year-to-date period, SC0V.DE achieves a 36.91% return, which is significantly higher than OIGS.DE's 34.41% return. Both investments have delivered pretty close results over the past 10 years, with SC0V.DE having a 12.58% annualized return and OIGS.DE not far ahead at 12.65%.


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%

OIGS.DE

1D
1.87%
1M
12.17%
YTD
34.41%
6M
39.19%
1Y
70.41%
3Y*
21.19%
5Y*
20.95%
10Y*
12.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SC0V.DE has a 0.20% expense ratio, which is lower than OIGS.DE's 0.30% expense ratio.


Return for Risk

SC0V.DE vs. OIGS.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

OIGS.DE
OIGS.DE Risk / Return Rank: 9898
Overall Rank
OIGS.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
OIGS.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
OIGS.DE Omega Ratio Rank: 9797
Omega Ratio Rank
OIGS.DE Calmar Ratio Rank: 9999
Calmar Ratio Rank
OIGS.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. OIGS.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 STOXX Europe 600 Energy ESG Screened UCITS ETF Dist (OIGS.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.DEOIGS.DEDifference

Sharpe ratio

Return per unit of total volatility

2.78

3.39

-0.61

Sortino ratio

Return per unit of downside risk

3.16

3.64

-0.48

Omega ratio

Gain probability vs. loss probability

1.50

1.61

-0.11

Calmar ratio

Return relative to maximum drawdown

7.77

10.57

-2.80

Martin ratio

Return relative to average drawdown

36.98

40.32

-3.34

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

The current SC0V.DE Sharpe Ratio is 2.78, which is comparable to the OIGS.DE Sharpe Ratio of 3.39. The chart below compares the historical Sharpe Ratios of SC0V.DE and OIGS.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.DEOIGS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.78

3.39

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.95

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.54

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.27

+0.08

Correlation

The correlation between SC0V.DE and OIGS.DE is 0.95, 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. OIGS.DE - Dividend Comparison

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


TTM202520242023202220212020201920182017
SC0V.DE
Invesco European Oil & Gas Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OIGS.DE
Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist
0.00%0.00%4.78%0.00%3.66%4.17%7.35%4.04%4.04%1.97%

Drawdowns

SC0V.DE vs. OIGS.DE - Drawdown Comparison

The maximum SC0V.DE drawdown since its inception was -57.15%, roughly equal to the maximum OIGS.DE drawdown of -55.79%. Use the drawdown chart below to compare losses from any high point for SC0V.DE and OIGS.DE.


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Drawdown Indicators


SC0V.DEOIGS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.15%

-55.79%

-1.36%

Max Drawdown (1Y)

Largest decline over 1 year

-14.73%

-13.85%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-22.22%

-21.44%

-0.78%

Max Drawdown (10Y)

Largest decline over 10 years

-57.15%

-55.79%

-1.36%

Current Drawdown

Current decline from peak

-1.14%

-0.11%

-1.03%

Average Drawdown

Average peak-to-trough decline

-10.60%

-10.65%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

1.98%

-0.20%

Volatility

SC0V.DE vs. OIGS.DE - Volatility Comparison

Invesco European Oil & Gas Sector UCITS ETF (SC0V.DE) has a higher volatility of 6.67% compared to Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist (OIGS.DE) at 5.32%. This indicates that SC0V.DE's price experiences larger fluctuations and is considered to be riskier than OIGS.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.DEOIGS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

5.32%

+1.35%

Volatility (6M)

Calculated over the trailing 6-month period

13.28%

13.06%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

20.44%

20.68%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.61%

21.88%

-0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.93%

23.82%

+0.11%