PortfoliosLab logoPortfoliosLab logo
SP2Q.DE vs. SC0H.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SP2Q.DE vs. SC0H.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P 500 Equal Weight UCITS ETF Acc (SP2Q.DE) and Invesco MSCI USA UCITS ETF (SC0H.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SP2Q.DE achieves a 13.83% return, which is significantly higher than SC0H.DE's 10.65% return.


SP2Q.DE

1D
0.00%
1M
4.57%
YTD
13.83%
6M
14.48%
1Y
22.64%
3Y*
13.34%
5Y*
9.58%
10Y*

SC0H.DE

1D
-1.02%
1M
0.26%
YTD
10.65%
6M
10.97%
1Y
24.50%
3Y*
19.16%
5Y*
13.57%
10Y*
15.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SP2Q.DE vs. SC0H.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SP2Q.DE
Invesco S&P 500 Equal Weight UCITS ETF Acc
13.83%-0.55%18.83%9.91%-6.71%31.96%
SC0H.DE
Invesco MSCI USA UCITS ETF
10.65%4.77%32.56%23.59%-15.54%23.36%

Correlation

The correlation between SP2Q.DE and SC0H.DE is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Apr 9, 2021

0.84

The correlation between SP2Q.DE and SC0H.DE shifts across timeframes, from 0.68 (1 year) to 0.84 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SP2Q.DE vs. SC0H.DE — Risk / Return Rank

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

SP2Q.DE
SP2Q.DE Risk / Return Rank: 7878
Overall Rank
SP2Q.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SP2Q.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
SP2Q.DE Omega Ratio Rank: 7474
Omega Ratio Rank
SP2Q.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
SP2Q.DE Martin Ratio Rank: 7979
Martin Ratio Rank

SC0H.DE
SC0H.DE Risk / Return Rank: 7272
Overall Rank
SC0H.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SC0H.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
SC0H.DE Omega Ratio Rank: 7272
Omega Ratio Rank
SC0H.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
SC0H.DE Martin Ratio Rank: 7171
Martin Ratio Rank
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.

SP2Q.DE vs. SC0H.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight UCITS ETF Acc (SP2Q.DE) and Invesco MSCI USA UCITS ETF (SC0H.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SP2Q.DESC0H.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.01

Calmar ratioReturn relative to maximum drawdown

4.45

3.33

+1.12

Martin ratioReturn relative to average drawdown

13.61

11.44

+2.17

SP2Q.DE vs. SC0H.DE - Sharpe Ratio Comparison

The current SP2Q.DE Sharpe Ratio is 2.10, which is comparable to the SC0H.DE Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of SP2Q.DE and SC0H.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SP2Q.DE vs. SC0H.DE - Drawdown Comparison

The maximum SP2Q.DE drawdown since its inception was -22.73%, smaller than the maximum SC0H.DE drawdown of -41.34%. Use the drawdown chart below to compare losses from any high point for SP2Q.DE and SC0H.DE.


Loading charts...

Drawdown Indicators


SP2Q.DESC0H.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.73%

-41.34%

+18.61%

Max Drawdown (1Y)

Largest decline over 1 year

-5.11%

-7.32%

+2.21%

Max Drawdown (3Y)

Largest decline over 3 years

-22.73%

-23.65%

+0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-22.73%

-23.65%

+0.92%

Max Drawdown (10Y)

Largest decline over 10 years

-34.20%

Current Drawdown

Current decline from peak

0.00%

-1.02%

+1.02%

Average Drawdown

Average peak-to-trough decline

-5.16%

-8.53%

+3.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

2.14%

-0.47%

Volatility

SP2Q.DE vs. SC0H.DE - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight UCITS ETF Acc (SP2Q.DE) is 2.23%, while Invesco MSCI USA UCITS ETF (SC0H.DE) has a volatility of 3.38%. This indicates that SP2Q.DE experiences smaller price fluctuations and is considered to be less risky than SC0H.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SP2Q.DESC0H.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.23%

3.38%

-1.15%

Volatility (6M)

Calculated over the trailing 6-month period

7.12%

8.11%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

10.86%

11.98%

-1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.95%

15.45%

-0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.41%

16.24%

-0.83%

SP2Q.DE vs. SC0H.DE - Expense Ratio Comparison

SP2Q.DE has a 0.20% expense ratio, which is higher than SC0H.DE's 0.05% 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

SP2Q.DE vs. SC0H.DE - Dividend Comparison

Neither SP2Q.DE nor SC0H.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SP2Q.DE and SC0H.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SC0H.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC0H.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for SP2Q.DE.

SP2Q.DE is categorized as S&P 500, while SC0H.DE is Large Cap Blend Equities. SP2Q.DE tracks S&P 500® Equal Weight, while SC0H.DE tracks MSCI USA. Their fees differ too: 0.20% for SP2Q.DE and 0.05% for SC0H.DE.

Portfolio Optimizer

Find the right allocation for SP2Q.DE and SC0H.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer