SC0Y.DE vs. WF1E.DE
Compare and contrast key facts about Invesco European Insurance Sector UCITS ETF Acc (SC0Y.DE) and Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.DE).
SC0Y.DE and WF1E.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. WF1E.DE is a passively managed fund by Invesco that tracks the performance of the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Financials. It was launched on Apr 12, 2023. Both SC0Y.DE and WF1E.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. WF1E.DE - Performance Comparison
Loading graphics...
SC0Y.DE vs. WF1E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SC0Y.DE Invesco European Insurance Sector UCITS ETF Acc | -2.16% | 29.31% | 22.30% | 10.09% |
WF1E.DE Invesco S&P World Financials ESG UCITS ETF Acc | -4.28% | 13.85% | 32.68% | 14.22% |
Returns By Period
In the year-to-date period, SC0Y.DE achieves a -2.16% return, which is significantly higher than WF1E.DE's -4.28% 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%
WF1E.DE
- 1D
- 2.09%
- 1M
- -1.81%
- YTD
- -4.28%
- 6M
- 1.96%
- 1Y
- 5.29%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SC0Y.DE vs. WF1E.DE - Expense Ratio Comparison
SC0Y.DE has a 0.20% expense ratio, which is higher than WF1E.DE's 0.18% 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%.
Return for Risk
SC0Y.DE vs. WF1E.DE — Risk / Return Rank
SC0Y.DE
WF1E.DE
SC0Y.DE vs. WF1E.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 S&P World Financials ESG UCITS ETF Acc (WF1E.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 | WF1E.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.42 | 0.30 | +0.12 |
Sortino ratioReturn per unit of downside risk | 0.66 | 0.51 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.07 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 0.52 | +0.77 |
Martin ratioReturn relative to average drawdown | 2.67 | 1.74 | +0.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SC0Y.DE | WF1E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 0.30 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | — | — |
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 | 1.25 | -0.73 |
Correlation
The correlation between SC0Y.DE and WF1E.DE is 0.64, 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. WF1E.DE - Dividend Comparison
Neither SC0Y.DE nor WF1E.DE has paid dividends to shareholders.
Drawdowns
SC0Y.DE vs. WF1E.DE - Drawdown Comparison
The maximum SC0Y.DE drawdown since its inception was -46.88%, which is greater than WF1E.DE's maximum drawdown of -19.97%. Use the drawdown chart below to compare losses from any high point for SC0Y.DE and WF1E.DE.
Loading graphics...
Drawdown Indicators
| SC0Y.DE | WF1E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.88% | -19.97% | -26.91% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -14.93% | +3.77% |
Max Drawdown (5Y)Largest decline over 5 years | -18.89% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | — | — |
Current DrawdownCurrent decline from peak | -2.16% | -5.90% | +3.74% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -2.65% | -4.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 3.13% | +0.24% |
Volatility
SC0Y.DE vs. WF1E.DE - Volatility Comparison
Invesco European Insurance Sector UCITS ETF Acc (SC0Y.DE) and Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.DE) have volatilities of 5.11% and 5.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SC0Y.DE | WF1E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.11% | 5.08% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.60% | 9.50% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.95% | 17.43% | +0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.52% | 14.63% | +1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.94% | 14.63% | +5.31% |