SC0Y.DE vs. SXRP.DE
SC0Y.DE (Invesco European Insurance Sector UCITS ETF Acc) and SXRP.DE (iShares Euro Government Bond 3-7yr UCITS ETF (Acc)) are both exchange-traded funds - SC0Y.DE is a Financials Equities fund tracking the STOXX® Europe 600 Optimised Insurance, while SXRP.DE is a European Government Bonds fund tracking the Bloomberg Euro Government Bond 3-7. Both are passively managed. Over the past 10 years, SC0Y.DE returned 10.75%/yr vs 0.07%/yr for SXRP.DE. At a 0.07 correlation, their price movements are largely independent. SC0Y.DE charges 0.20%/yr vs 0.15%/yr for SXRP.DE.
Performance
SC0Y.DE vs. SXRP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0Y.DE achieves a -2.77% return, which is significantly lower than SXRP.DE's -0.09% return. Over the past 10 years, SC0Y.DE has outperformed SXRP.DE with an annualized return of 10.75%, while SXRP.DE has yielded a comparatively lower 0.07% annualized return.
SC0Y.DE
- 1D
- 0.26%
- 1M
- -4.21%
- YTD
- -2.77%
- 6M
- 2.84%
- 1Y
- 2.27%
- 3Y*
- 17.89%
- 5Y*
- 13.84%
- 10Y*
- 10.75%
SXRP.DE
- 1D
- 0.06%
- 1M
- 0.41%
- YTD
- -0.09%
- 6M
- -0.14%
- 1Y
- 0.41%
- 3Y*
- 2.82%
- 5Y*
- -0.69%
- 10Y*
- 0.07%
SC0Y.DE vs. SXRP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0Y.DE Invesco European Insurance Sector UCITS ETF Acc | -2.77% | 29.31% | 22.30% | 12.85% | 2.78% | 19.96% | -10.11% | 29.63% | -7.85% | 10.14% |
SXRP.DE iShares Euro Government Bond 3-7yr UCITS ETF (Acc) | -0.09% | 2.47% | 2.09% | 5.92% | -12.11% | -1.59% | 1.82% | 2.83% | 0.15% | 0.10% |
Correlation
The correlation between SC0Y.DE and SXRP.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Nov 26, 2009 | 0.07 |
Over the past year, SC0Y.DE and SXRP.DE have become more correlated (0.33) than their long-term average of 0.07, meaning their price movements have been converging.
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Return for Risk
SC0Y.DE vs. SXRP.DE — Risk / Return Rank
SC0Y.DE
SXRP.DE
SC0Y.DE vs. SXRP.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 Euro Government Bond 3-7yr UCITS ETF (Acc) (SXRP.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 | SXRP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.03 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.35 | 0.14 | +0.21 |
| Martin ratioReturn relative to average drawdown | 0.71 | 0.41 | +0.31 |
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 | SXRP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | 0.13 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | -0.16 | +0.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.02 | +0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.48 | +0.04 |
Drawdowns
SC0Y.DE vs. SXRP.DE - Drawdown Comparison
The maximum SC0Y.DE drawdown since its inception was -46.88%, which is greater than SXRP.DE's maximum drawdown of -14.50%. Use the drawdown chart below to compare losses from any high point for SC0Y.DE and SXRP.DE.
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Drawdown Indicators
| SC0Y.DE | SXRP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.88% | -14.50% | -32.38% |
Max Drawdown (1Y)Largest decline over 1 year | -7.02% | -2.84% | -4.18% |
Max Drawdown (3Y)Largest decline over 3 years | -12.60% | -2.84% | -9.76% |
Max Drawdown (5Y)Largest decline over 5 years | -18.89% | -14.37% | -4.52% |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | -14.50% | -32.38% |
Current DrawdownCurrent decline from peak | -5.41% | -4.47% | -0.94% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -2.87% | -4.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 1.00% | +2.49% |
Volatility
SC0Y.DE vs. SXRP.DE - Volatility Comparison
Invesco European Insurance Sector UCITS ETF Acc (SC0Y.DE) has a higher volatility of 4.60% compared to iShares Euro Government Bond 3-7yr UCITS ETF (Acc) (SXRP.DE) at 1.31%. This indicates that SC0Y.DE's price experiences larger fluctuations and is considered to be riskier than SXRP.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 | SXRP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.60% | 1.31% | +3.29% |
Volatility (6M)Calculated over the trailing 6-month period | 11.38% | 2.72% | +8.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.86% | 3.09% | +11.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.61% | 4.35% | +12.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.86% | 3.55% | +16.31% |
SC0Y.DE vs. SXRP.DE - Expense Ratio Comparison
SC0Y.DE has a 0.20% expense ratio, which is higher than SXRP.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SC0Y.DE vs. SXRP.DE - Dividend Comparison
Neither SC0Y.DE nor SXRP.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0Y.DE and SXRP.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRP.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRP.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for SC0Y.DE.
SC0Y.DE is categorized as Financials Equities, while SXRP.DE is European Government Bonds. SC0Y.DE tracks STOXX® Europe 600 Optimised Insurance, while SXRP.DE tracks Bloomberg Euro Government Bond 3-7. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for SC0Y.DE and 0.15% for SXRP.DE.
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