SC0Y.DE vs. S7XP.L

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco European Insurance Sector UCITS ETF Acc (SC0Y.DE) and Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L).

SC0Y.DE and S7XP.L 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. S7XP.L is a passively managed fund by Invesco that tracks the performance of the MSCI World/Financials NR USD. It was launched on Apr 11, 2011. Both SC0Y.DE and S7XP.L 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. S7XP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Insurance Sector UCITS ETF Acc (SC0Y.DE) and Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L). The values are adjusted to include any dividend payments, if applicable.

SC0Y.DE vs. S7XP.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SC0Y.DE Invesco European Insurance Sector UCITS ETF Acc	-2.56%	29.31%	22.30%	12.85%	2.78%	19.96%	-10.11%	29.63%	-7.85%	10.14%
S7XP.L Invesco EURO STOXX Optimised Banks UCITS ETF	-5.14%	84.60%	31.44%	28.89%	1.21%	38.48%	-23.10%	17.69%	-31.77%	14.32%

Different Trading Currencies

SC0Y.DE is traded in EUR, while S7XP.L is traded in GBp. To make them comparable, the S7XP.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SC0Y.DE achieves a -2.56% return, which is significantly higher than S7XP.L's -5.14% return. Over the past 10 years, SC0Y.DE has underperformed S7XP.L with an annualized return of 11.28%, while S7XP.L has yielded a comparatively higher 13.53% annualized return.

SC0Y.DE

• 1D: 1.86%
• 1M: -0.82%
• YTD: -2.56%
• 6M: 1.45%
• 1Y: 7.19%
• 3Y*: 19.82%
• 5Y*: 13.79%
• 10Y*: 11.28%

S7XP.L

• 1D: 4.83%
• 1M: -4.28%
• YTD: -5.14%
• 6M: 6.16%
• 1Y: 34.61%
• 3Y*: 41.05%
• 5Y*: 28.47%
• 10Y*: 13.53%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0Y.DE vs. S7XP.L - Expense Ratio Comparison

SC0Y.DE has a 0.20% expense ratio, which is lower than S7XP.L's 0.30% expense ratio.

S7XP.L

Invesco EURO STOXX Optimised Banks UCITS ETF

SC0Y.DE

Invesco European Insurance Sector UCITS ETF Acc

Return for Risk

SC0Y.DE vs. S7XP.L — Risk / Return Rank

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

SC0Y.DE

SC0Y.DE Risk / Return Rank: 23
SC0Y.DE Sharpe Ratio Rank: 23
SC0Y.DE Sortino Ratio Rank: 21
SC0Y.DE Omega Ratio Rank: 22
SC0Y.DE Calmar Ratio Rank: 26
SC0Y.DE Martin Ratio Rank: 25

S7XP.L

S7XP.L Risk / Return Rank: 77
S7XP.L Sharpe Ratio Rank: 81
S7XP.L Sortino Ratio Rank: 78
S7XP.L Omega Ratio Rank: 72
S7XP.L Calmar Ratio Rank: 80
S7XP.L Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SC0Y.DE vs. S7XP.L - 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 Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L). 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	S7XP.L	Difference
Sharpe ratio Return per unit of total volatility	0.40	1.33	-0.93
Sortino ratio Return per unit of downside risk	0.63	1.78	-1.15
Omega ratio Gain probability vs. loss probability	1.09	1.24	-0.15
Calmar ratio Return relative to maximum drawdown	0.64	1.99	-1.34
Martin ratio Return relative to average drawdown	2.01	6.82	-4.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SC0Y.DE vs. S7XP.L - Sharpe Ratio Comparison

The current SC0Y.DE Sharpe Ratio is 0.40, which is lower than the S7XP.L Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of SC0Y.DE and S7XP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SC0Y.DE	S7XP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.40	1.33	-0.93
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	1.11	-0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.56	0.47	+0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.29	+0.23

Correlation

The correlation between SC0Y.DE and S7XP.L is 0.70, 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. S7XP.L - Dividend Comparison

Neither SC0Y.DE nor S7XP.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

SC0Y.DE vs. S7XP.L - Drawdown Comparison

The maximum SC0Y.DE drawdown since its inception was -46.88%, smaller than the maximum S7XP.L drawdown of -65.27%. Use the drawdown chart below to compare losses from any high point for SC0Y.DE and S7XP.L.

Drawdown Indicators

	SC0Y.DE	S7XP.L	Difference
Max Drawdown Largest peak-to-trough decline	-46.88%	-62.98%	+16.10%
Max Drawdown (1Y) Largest decline over 1 year	-12.28%	-17.10%	+4.82%
Max Drawdown (5Y) Largest decline over 5 years	-18.89%	-35.01%	+16.12%
Max Drawdown (10Y) Largest decline over 10 years	-46.88%	-62.98%	+16.10%
Current Drawdown Current decline from peak	-2.56%	-11.08%	+8.52%
Average Drawdown Average peak-to-trough decline	-7.19%	-19.44%	+12.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.57%	4.81%	-1.24%

Volatility

SC0Y.DE vs. S7XP.L - Volatility Comparison

The current volatility for Invesco European Insurance Sector UCITS ETF Acc (SC0Y.DE) is 5.22%, while Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L) has a volatility of 10.27%. This indicates that SC0Y.DE experiences smaller price fluctuations and is considered to be less risky than S7XP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SC0Y.DE	S7XP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.22%	10.27%	-5.05%
Volatility (6M) Calculated over the trailing 6-month period	10.60%	17.33%	-6.73%
Volatility (1Y) Calculated over the trailing 1-year period	17.97%	25.91%	-7.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.52%	25.58%	-9.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.94%	28.78%	-8.84%