SC0Y.DE vs. SC02.DE
Compare and contrast key facts about Invesco European Insurance Sector UCITS ETF Acc (SC0Y.DE) and Invesco European Financials Sector UCITS ETF (SC02.DE).
SC0Y.DE and SC02.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. SC02.DE is a passively managed fund by Invesco that tracks the performance of the STOXX® Europe 600 Optimised Financial Services. It was launched on Jul 7, 2009. Both SC0Y.DE and SC02.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. SC02.DE - Performance Comparison
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SC0Y.DE vs. SC02.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -7.85% | 10.14% |
SC02.DE Invesco European Financials Sector UCITS ETF | -3.87% | 9.93% | 19.25% | 27.60% | -20.74% | 24.60% | 6.09% | 46.54% | -14.49% | 18.89% |
Returns By Period
In the year-to-date period, SC0Y.DE achieves a -2.16% return, which is significantly higher than SC02.DE's -3.87% return. Over the past 10 years, SC0Y.DE has outperformed SC02.DE with an annualized return of 11.31%, while SC02.DE has yielded a comparatively lower 10.11% annualized 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%
SC02.DE
- 1D
- 0.10%
- 1M
- -0.02%
- YTD
- -3.87%
- 6M
- -0.68%
- 1Y
- 0.09%
- 3Y*
- 15.61%
- 5Y*
- 8.13%
- 10Y*
- 10.11%
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SC0Y.DE vs. SC02.DE - Expense Ratio Comparison
Both SC0Y.DE and SC02.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%.
Return for Risk
SC0Y.DE vs. SC02.DE — Risk / Return Rank
SC0Y.DE
SC02.DE
SC0Y.DE vs. SC02.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 Invesco European Financials Sector UCITS ETF (SC02.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 | SC02.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.42 | 0.00 | +0.42 |
Sortino ratioReturn per unit of downside risk | 0.66 | 0.14 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.02 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 0.27 | +1.01 |
Martin ratioReturn relative to average drawdown | 2.67 | 0.75 | +1.92 |
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 | SC02.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 0.00 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.42 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.49 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.54 | -0.01 |
Correlation
The correlation between SC0Y.DE and SC02.DE is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SC0Y.DE vs. SC02.DE - Dividend Comparison
Neither SC0Y.DE nor SC02.DE has paid dividends to shareholders.
Drawdowns
SC0Y.DE vs. SC02.DE - Drawdown Comparison
The maximum SC0Y.DE drawdown since its inception was -46.88%, which is greater than SC02.DE's maximum drawdown of -42.86%. Use the drawdown chart below to compare losses from any high point for SC0Y.DE and SC02.DE.
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Drawdown Indicators
| SC0Y.DE | SC02.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.88% | -42.86% | -4.02% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -12.17% | +1.01% |
Max Drawdown (5Y)Largest decline over 5 years | -18.89% | -29.68% | +10.79% |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | -42.86% | -4.02% |
Current DrawdownCurrent decline from peak | -2.16% | -6.96% | +4.80% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -8.12% | +0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 4.40% | -1.03% |
Volatility
SC0Y.DE vs. SC02.DE - Volatility Comparison
The current volatility for Invesco European Insurance Sector UCITS ETF Acc (SC0Y.DE) is 5.11%, while Invesco European Financials Sector UCITS ETF (SC02.DE) has a volatility of 6.35%. This indicates that SC0Y.DE experiences smaller price fluctuations and is considered to be less risky than SC02.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 | SC02.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.11% | 6.35% | -1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 10.60% | 12.11% | -1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.95% | 19.25% | -1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.52% | 19.01% | -2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.94% | 20.69% | -0.75% |