SC0V.DE vs. VUAA.DE
SC0V.DE (Invesco European Oil & Gas Sector UCITS ETF) and VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) are both exchange-traded funds - SC0V.DE is a Energy Equities fund tracking the STOXX® Europe 600 Optimised Oil & Gas, while VUAA.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, SC0V.DE returned 19.52%/yr vs 14.77%/yr for VUAA.DE. At a 0.37 correlation, their price movements are largely independent. SC0V.DE charges 0.20%/yr vs 0.07%/yr for VUAA.DE.
Performance
SC0V.DE vs. VUAA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0V.DE achieves a 34.01% return, which is significantly higher than VUAA.DE's 11.41% return.
SC0V.DE
- 1D
- -0.63%
- 1M
- -2.25%
- YTD
- 34.01%
- 6M
- 32.79%
- 1Y
- 58.80%
- 3Y*
- 21.14%
- 5Y*
- 19.52%
- 10Y*
- 11.36%
VUAA.DE
- 1D
- -0.12%
- 1M
- 5.23%
- YTD
- 11.41%
- 6M
- 11.44%
- 1Y
- 25.64%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- —
SC0V.DE vs. VUAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SC0V.DE Invesco European Oil & Gas Sector UCITS ETF | 34.01% | 29.15% | -5.65% | 5.37% | 30.86% | 20.64% | -15.43% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 11.41% | 4.68% | 32.33% | 22.52% | -14.29% | 40.76% | 3.17% |
Correlation
The correlation between SC0V.DE and VUAA.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2020 | 0.37 |
Over the past year, the correlation between SC0V.DE and VUAA.DE has dropped to 0.14 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
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Return for Risk
SC0V.DE vs. VUAA.DE — Risk / Return Rank
SC0V.DE
VUAA.DE
SC0V.DE vs. VUAA.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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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.DE | VUAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.41 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 7.93 | 3.56 | +4.36 |
| Martin ratioReturn relative to average drawdown | 28.20 | 12.74 | +15.46 |
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
| SC0V.DE | VUAA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.19 | 2.20 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.97 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.81 | -0.47 |
Drawdowns
SC0V.DE vs. VUAA.DE - Drawdown Comparison
The maximum SC0V.DE drawdown since its inception was -57.15%, which is greater than VUAA.DE's maximum drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for SC0V.DE and VUAA.DE.
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Drawdown Indicators
| SC0V.DE | VUAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.15% | -33.67% | -23.48% |
Max Drawdown (1Y)Largest decline over 1 year | -7.35% | -7.16% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -22.22% | -23.33% | +1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -22.22% | -23.33% | +1.11% |
Max Drawdown (10Y)Largest decline over 10 years | -57.15% | — | — |
Current DrawdownCurrent decline from peak | -5.05% | -0.45% | -4.60% |
Average DrawdownAverage peak-to-trough decline | -10.52% | -5.07% | -5.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.01% | +0.06% |
Volatility
SC0V.DE vs. VUAA.DE - Volatility Comparison
Invesco European Oil & Gas Sector UCITS ETF (SC0V.DE) has a higher volatility of 6.07% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 2.65%. This indicates that SC0V.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.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.DE | VUAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 2.65% | +3.42% |
Volatility (6M)Calculated over the trailing 6-month period | 14.92% | 7.61% | +7.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.28% | 11.58% | +6.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.74% | 15.12% | +6.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.93% | 17.59% | +6.34% |
SC0V.DE vs. VUAA.DE - Expense Ratio Comparison
SC0V.DE has a 0.20% expense ratio, which is higher than VUAA.DE's 0.07% 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
SC0V.DE vs. VUAA.DE - Dividend Comparison
Neither SC0V.DE nor VUAA.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0V.DE and VUAA.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for SC0V.DE.
SC0V.DE is categorized as Energy Equities, while VUAA.DE is S&P 500. SC0V.DE tracks STOXX® Europe 600 Optimised Oil & Gas, while VUAA.DE tracks S&P 500 Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.20% for SC0V.DE and 0.07% for VUAA.DE.
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