SC0Y.DE vs. IUS2.DE
Compare and contrast key facts about Invesco European Insurance Sector UCITS ETF Acc (SC0Y.DE) and iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE).
SC0Y.DE and IUS2.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SC0Y.DE is a passively managed fund by Invesco that tracks the performance of the STOXX® Europe 600 Optimised Insurance. It was launched on Jul 8, 2009. IUS2.DE is a passively managed fund by iShares that tracks the performance of the S&P 900 Banks 7/4 Capped. It was launched on May 22, 2018. Both SC0Y.DE and IUS2.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SC0Y.DE vs. IUS2.DE - Performance Comparison
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SC0Y.DE vs. IUS2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SC0Y.DE Invesco European Insurance Sector UCITS ETF Acc | -2.16% | 29.31% | 22.30% | 12.85% | 2.78% | 19.96% | -10.11% | 29.63% | -11.09% |
IUS2.DE iShares S&P U.S. Banks UCITS ETF USD (Acc) | -2.29% | 8.89% | 33.51% | -6.27% | -14.40% | 53.00% | -20.33% | 37.52% | -20.65% |
Returns By Period
In the year-to-date period, SC0Y.DE achieves a -2.16% return, which is significantly higher than IUS2.DE's -2.29% return.
SC0Y.DE
- 1D
- 0.41%
- 1M
- 3.75%
- YTD
- -2.16%
- 6M
- 2.25%
- 1Y
- 7.63%
- 3Y*
- 20.09%
- 5Y*
- 13.88%
- 10Y*
- 11.31%
IUS2.DE
- 1D
- 2.47%
- 1M
- -1.15%
- YTD
- -2.29%
- 6M
- 5.57%
- 1Y
- 15.08%
- 3Y*
- 19.48%
- 5Y*
- 5.40%
- 10Y*
- —
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SC0Y.DE vs. IUS2.DE - Expense Ratio Comparison
SC0Y.DE has a 0.20% expense ratio, which is lower than IUS2.DE's 0.35% expense ratio.
Return for Risk
SC0Y.DE vs. IUS2.DE — Risk / Return Rank
SC0Y.DE
IUS2.DE
SC0Y.DE vs. IUS2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Insurance Sector UCITS ETF Acc (SC0Y.DE) and iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.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.
| SC0Y.DE | IUS2.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.42 | 0.54 | -0.12 |
Sortino ratioReturn per unit of downside risk | 0.66 | 0.86 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.13 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.01 | +0.27 |
Martin ratioReturn relative to average drawdown | 2.67 | 2.93 | -0.25 |
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
| SC0Y.DE | IUS2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 0.54 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.20 | +0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.18 | +0.35 |
Correlation
The correlation between SC0Y.DE and IUS2.DE is 0.57, 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.
Dividends
SC0Y.DE vs. IUS2.DE - Dividend Comparison
Neither SC0Y.DE nor IUS2.DE has paid dividends to shareholders.
Drawdowns
SC0Y.DE vs. IUS2.DE - Drawdown Comparison
The maximum SC0Y.DE drawdown since its inception was -46.88%, smaller than the maximum IUS2.DE drawdown of -49.73%. Use the drawdown chart below to compare losses from any high point for SC0Y.DE and IUS2.DE.
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Drawdown Indicators
| SC0Y.DE | IUS2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.88% | -49.73% | +2.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -18.80% | +7.64% |
Max Drawdown (5Y)Largest decline over 5 years | -18.89% | -48.08% | +29.19% |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | — | — |
Current DrawdownCurrent decline from peak | -2.16% | -9.92% | +7.76% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -16.45% | +9.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 5.07% | -1.70% |
Volatility
SC0Y.DE vs. IUS2.DE - Volatility Comparison
The current volatility for Invesco European Insurance Sector UCITS ETF Acc (SC0Y.DE) is 5.11%, while iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE) has a volatility of 6.57%. This indicates that SC0Y.DE experiences smaller price fluctuations and is considered to be less risky than IUS2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC0Y.DE | IUS2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.11% | 6.57% | -1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 10.60% | 15.51% | -4.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.95% | 27.79% | -9.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.52% | 27.11% | -10.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.94% | 30.31% | -10.37% |