SC0W.DE vs. ESIN.DE
SC0W.DE (Invesco European Basic Resources Sector UCITS ETF) and ESIN.DE (iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc)) are both Industrials Equities funds - SC0W.DE tracks the STOXX® Europe 600 Optimised Basic Resources while ESIN.DE tracks the MSCI World/Materials NR USD. Both are passively managed. Over the past 5 years, SC0W.DE returned 12.13%/yr vs 12.86%/yr for ESIN.DE. A 0.55 correlation means they provide meaningful diversification when combined. SC0W.DE charges 0.20%/yr vs 0.18%/yr for ESIN.DE.
Performance
SC0W.DE vs. ESIN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0W.DE achieves a 32.91% return, which is significantly higher than ESIN.DE's 8.75% return.
SC0W.DE
- 1D
- -0.81%
- 1M
- 11.15%
- YTD
- 32.91%
- 6M
- 42.46%
- 1Y
- 84.15%
- 3Y*
- 20.41%
- 5Y*
- 12.13%
- 10Y*
- 17.03%
ESIN.DE
- 1D
- 0.51%
- 1M
- 0.39%
- YTD
- 8.75%
- 6M
- 11.05%
- 1Y
- 15.27%
- 3Y*
- 19.52%
- 5Y*
- 12.86%
- 10Y*
- —
SC0W.DE vs. ESIN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SC0W.DE Invesco European Basic Resources Sector UCITS ETF | 32.91% | 33.79% | -7.95% | -3.82% | 9.72% | 1.71% |
ESIN.DE iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) | 8.75% | 25.30% | 14.45% | 26.98% | -16.86% | 13.86% |
Correlation
The correlation between SC0W.DE and ESIN.DE is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since May 19, 2021 | 0.55 |
The correlation between SC0W.DE and ESIN.DE has been stable across timeframes, ranging from 0.55 to 0.56 - a consistent structural relationship.
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Return for Risk
SC0W.DE vs. ESIN.DE — Risk / Return Rank
SC0W.DE
ESIN.DE
SC0W.DE vs. ESIN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Basic Resources Sector UCITS ETF (SC0W.DE) and iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.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.
| SC0W.DE | ESIN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.36 | ||
| Sortino ratioReturn per unit of downside risk | +2.65 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.15 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 4.75 | 1.16 | +3.59 |
| Martin ratioReturn relative to average drawdown | 18.77 | 4.21 | +14.56 |
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
| SC0W.DE | ESIN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.13 | 0.78 | +2.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.67 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.70 | -0.42 |
Drawdowns
SC0W.DE vs. ESIN.DE - Drawdown Comparison
The maximum SC0W.DE drawdown since its inception was -68.06%, which is greater than ESIN.DE's maximum drawdown of -29.12%. Use the drawdown chart below to compare losses from any high point for SC0W.DE and ESIN.DE.
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Drawdown Indicators
| SC0W.DE | ESIN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.06% | -29.12% | -38.94% |
Max Drawdown (1Y)Largest decline over 1 year | -17.64% | -13.11% | -4.53% |
Max Drawdown (3Y)Largest decline over 3 years | -34.35% | -18.30% | -16.05% |
Max Drawdown (5Y)Largest decline over 5 years | -38.09% | -29.12% | -8.97% |
Max Drawdown (10Y)Largest decline over 10 years | -45.64% | — | — |
Current DrawdownCurrent decline from peak | -2.54% | -2.69% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -21.96% | -6.30% | -15.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.38% | 3.61% | +0.77% |
Volatility
SC0W.DE vs. ESIN.DE - Volatility Comparison
Invesco European Basic Resources Sector UCITS ETF (SC0W.DE) has a higher volatility of 10.17% compared to iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc) (ESIN.DE) at 6.37%. This indicates that SC0W.DE's price experiences larger fluctuations and is considered to be riskier than ESIN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC0W.DE | ESIN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.17% | 6.37% | +3.80% |
Volatility (6M)Calculated over the trailing 6-month period | 22.56% | 16.51% | +6.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.72% | 19.60% | +7.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.37% | 18.85% | +8.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.35% | 18.81% | +9.54% |
SC0W.DE vs. ESIN.DE - Expense Ratio Comparison
SC0W.DE has a 0.20% expense ratio, which is higher than ESIN.DE's 0.18% 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
SC0W.DE vs. ESIN.DE - Dividend Comparison
Neither SC0W.DE nor ESIN.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0W.DE and ESIN.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESIN.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESIN.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for SC0W.DE.
SC0W.DE tracks STOXX® Europe 600 Optimised Basic Resources, while ESIN.DE tracks MSCI World/Materials NR USD. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for SC0W.DE and 0.18% for ESIN.DE.
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