SC0W.DE vs. SC01.DE
SC0W.DE (Invesco European Basic Resources Sector UCITS ETF) and SC01.DE (Invesco European Construction Sector UCITS ETF) are both Industrials Equities funds from Invesco - SC0W.DE tracks the STOXX® Europe 600 Optimised Basic Resources while SC01.DE tracks the STOXX® Europe 600 Optimised Construction & Materials. Both are passively managed. Over the past 10 years, SC0W.DE returned 17.03%/yr vs 10.20%/yr for SC01.DE. At a 0.35 correlation, their price movements are largely independent. Both charge a 0.20% expense ratio.
Performance
SC0W.DE vs. SC01.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 SC01.DE's 0.76% return. Over the past 10 years, SC0W.DE has outperformed SC01.DE with an annualized return of 17.03%, while SC01.DE has yielded a comparatively lower 10.20% annualized 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%
SC01.DE
- 1D
- 0.05%
- 1M
- -0.82%
- YTD
- 0.76%
- 6M
- 3.12%
- 1Y
- 6.72%
- 3Y*
- 15.53%
- 5Y*
- 9.82%
- 10Y*
- 10.20%
SC0W.DE vs. SC01.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0W.DE Invesco European Basic Resources Sector UCITS ETF | 32.91% | 33.79% | -7.95% | -3.82% | 9.72% | 27.53% | 12.84% | 22.79% | -10.57% | 24.44% |
SC01.DE Invesco European Construction Sector UCITS ETF | 0.76% | 24.01% | 7.02% | 34.08% | -17.94% | 32.21% | -1.77% | 44.55% | -20.32% | 10.70% |
Correlation
The correlation between SC0W.DE and SC01.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2009 | 0.35 |
The correlation between SC0W.DE and SC01.DE shifts across timeframes, from 0.35 (all time) to 0.53 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SC0W.DE vs. SC01.DE — Risk / Return Rank
SC0W.DE
SC01.DE
SC0W.DE vs. SC01.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 Invesco European Construction Sector UCITS ETF (SC01.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 | SC01.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.80 | ||
| Sortino ratioReturn per unit of downside risk | +3.29 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.07 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 4.75 | 0.44 | +4.31 |
| Martin ratioReturn relative to average drawdown | 18.77 | 1.32 | +17.45 |
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 | SC01.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.13 | 0.33 | +2.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.50 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.61 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.65 | -0.36 |
Drawdowns
SC0W.DE vs. SC01.DE - Drawdown Comparison
The maximum SC0W.DE drawdown since its inception was -68.06%, which is greater than SC01.DE's maximum drawdown of -37.00%. Use the drawdown chart below to compare losses from any high point for SC0W.DE and SC01.DE.
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Drawdown Indicators
| SC0W.DE | SC01.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.06% | -37.00% | -31.06% |
Max Drawdown (1Y)Largest decline over 1 year | -17.64% | -15.23% | -2.41% |
Max Drawdown (3Y)Largest decline over 3 years | -34.35% | -17.02% | -17.33% |
Max Drawdown (5Y)Largest decline over 5 years | -38.09% | -28.80% | -9.29% |
Max Drawdown (10Y)Largest decline over 10 years | -45.64% | -37.00% | -8.64% |
Current DrawdownCurrent decline from peak | -2.54% | -6.47% | +3.93% |
Average DrawdownAverage peak-to-trough decline | -21.96% | -6.93% | -15.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.38% | 5.10% | -0.72% |
Volatility
SC0W.DE vs. SC01.DE - Volatility Comparison
Invesco European Basic Resources Sector UCITS ETF (SC0W.DE) has a higher volatility of 10.17% compared to Invesco European Construction Sector UCITS ETF (SC01.DE) at 6.44%. This indicates that SC0W.DE's price experiences larger fluctuations and is considered to be riskier than SC01.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 | SC01.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.17% | 6.44% | +3.73% |
Volatility (6M)Calculated over the trailing 6-month period | 22.56% | 16.34% | +6.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.72% | 20.13% | +6.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.37% | 20.35% | +7.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.35% | 25.03% | +3.32% |
SC0W.DE vs. SC01.DE - Expense Ratio Comparison
Both SC0W.DE and SC01.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SC0W.DE vs. SC01.DE - Dividend Comparison
Neither SC0W.DE nor SC01.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0W.DE and SC01.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SC0W.DE and SC01.DE have the same expense ratio: 0.20% per year.
SC0W.DE tracks STOXX® Europe 600 Optimised Basic Resources, while SC01.DE tracks STOXX® Europe 600 Optimised Construction & Materials.
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