PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SC0X.DE vs. SXRV.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SC0X.DE and SXRV.DE is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

SC0X.DE vs. SXRV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco European Technology Sector UCITS ETF (SC0X.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%700.00%800.00%SeptemberOctoberNovemberDecember2025February
272.16%
764.72%
SC0X.DE
SXRV.DE

Key characteristics

Sharpe Ratio

SC0X.DE:

0.52

SXRV.DE:

1.60

Sortino Ratio

SC0X.DE:

0.84

SXRV.DE:

2.16

Omega Ratio

SC0X.DE:

1.10

SXRV.DE:

1.30

Calmar Ratio

SC0X.DE:

0.68

SXRV.DE:

2.08

Martin Ratio

SC0X.DE:

1.42

SXRV.DE:

6.79

Ulcer Index

SC0X.DE:

7.45%

SXRV.DE:

4.11%

Daily Std Dev

SC0X.DE:

20.30%

SXRV.DE:

17.44%

Max Drawdown

SC0X.DE:

-38.91%

SXRV.DE:

-31.39%

Current Drawdown

SC0X.DE:

0.00%

SXRV.DE:

-0.41%

Returns By Period

In the year-to-date period, SC0X.DE achieves a 10.76% return, which is significantly higher than SXRV.DE's 3.32% return. Over the past 10 years, SC0X.DE has underperformed SXRV.DE with an annualized return of 13.94%, while SXRV.DE has yielded a comparatively higher 18.95% annualized return.


SC0X.DE

YTD

10.76%

1M

5.35%

6M

12.73%

1Y

8.48%

5Y*

9.66%

10Y*

13.94%

SXRV.DE

YTD

3.32%

1M

0.92%

6M

18.98%

1Y

27.66%

5Y*

19.10%

10Y*

18.95%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SC0X.DE vs. SXRV.DE - Expense Ratio Comparison

SC0X.DE has a 0.20% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.


SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
Expense ratio chart for SXRV.DE: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for SC0X.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

SC0X.DE vs. SXRV.DE — Risk-Adjusted Performance Rank

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

SC0X.DE
The Risk-Adjusted Performance Rank of SC0X.DE is 1919
Overall Rank
The Sharpe Ratio Rank of SC0X.DE is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of SC0X.DE is 1717
Sortino Ratio Rank
The Omega Ratio Rank of SC0X.DE is 1717
Omega Ratio Rank
The Calmar Ratio Rank of SC0X.DE is 3030
Calmar Ratio Rank
The Martin Ratio Rank of SC0X.DE is 1616
Martin Ratio Rank

SXRV.DE
The Risk-Adjusted Performance Rank of SXRV.DE is 6363
Overall Rank
The Sharpe Ratio Rank of SXRV.DE is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of SXRV.DE is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SXRV.DE is 6767
Omega Ratio Rank
The Calmar Ratio Rank of SXRV.DE is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SXRV.DE is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SC0X.DE vs. SXRV.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Technology Sector UCITS ETF (SC0X.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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.


Sharpe ratio
The chart of Sharpe ratio for SC0X.DE, currently valued at 0.32, compared to the broader market0.002.004.000.321.41
The chart of Sortino ratio for SC0X.DE, currently valued at 0.60, compared to the broader market0.005.0010.000.601.94
The chart of Omega ratio for SC0X.DE, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.26
The chart of Calmar ratio for SC0X.DE, currently valued at 0.39, compared to the broader market0.005.0010.0015.0020.000.391.91
The chart of Martin ratio for SC0X.DE, currently valued at 0.84, compared to the broader market0.0020.0040.0060.0080.00100.000.846.46
SC0X.DE
SXRV.DE

The current SC0X.DE Sharpe Ratio is 0.52, which is lower than the SXRV.DE Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of SC0X.DE and SXRV.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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.32
1.41
SC0X.DE
SXRV.DE

Dividends

SC0X.DE vs. SXRV.DE - Dividend Comparison

Neither SC0X.DE nor SXRV.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SC0X.DE vs. SXRV.DE - Drawdown Comparison

The maximum SC0X.DE drawdown since its inception was -38.91%, which is greater than SXRV.DE's maximum drawdown of -31.39%. Use the drawdown chart below to compare losses from any high point for SC0X.DE and SXRV.DE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.93%
-1.13%
SC0X.DE
SXRV.DE

Volatility

SC0X.DE vs. SXRV.DE - Volatility Comparison

Invesco European Technology Sector UCITS ETF (SC0X.DE) has a higher volatility of 6.35% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 5.63%. This indicates that SC0X.DE's price experiences larger fluctuations and is considered to be riskier than SXRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
6.35%
5.63%
SC0X.DE
SXRV.DE
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab