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SPYQ.DE vs. SC01.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYQ.DE vs. SC01.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Industrials UCITS ETF (SPYQ.DE) and Invesco European Construction Sector UCITS ETF (SC01.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPYQ.DE achieves a 8.86% return, which is significantly higher than SC01.DE's 0.76% return. Over the past 10 years, SPYQ.DE has outperformed SC01.DE with an annualized return of 12.56%, while SC01.DE has yielded a comparatively lower 10.20% annualized return.


SPYQ.DE

1D
0.62%
1M
0.55%
YTD
8.86%
6M
11.04%
1Y
15.68%
3Y*
19.58%
5Y*
12.85%
10Y*
12.56%

SC01.DE

1D
0.05%
1M
-0.82%
YTD
0.76%
6M
3.12%
1Y
6.72%
3Y*
15.53%
5Y*
9.82%
10Y*
10.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYQ.DE vs. SC01.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYQ.DE
SPDR MSCI Europe Industrials UCITS ETF
8.86%25.52%14.36%26.68%-16.54%28.05%4.02%37.55%-14.12%15.52%
SC01.DE
Invesco European Construction Sector UCITS ETF
0.76%24.01%7.02%34.08%-17.94%32.21%-1.77%44.55%-20.32%10.70%

Correlation

The correlation between SPYQ.DE and SC01.DE is 0.79, 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

0.79

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

0.82

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

0.83

Correlation (10Y)
Calculated over the trailing 10-year period

0.66

Correlation (All Time)
Calculated using the full available price history since May 14, 2013

0.63

The correlation between SPYQ.DE and SC01.DE shifts across timeframes, from 0.63 (all time) to 0.83 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPYQ.DE vs. SC01.DE — Risk / Return Rank

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

SPYQ.DE
SPYQ.DE Risk / Return Rank: 2525
Overall Rank
SPYQ.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SPYQ.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
SPYQ.DE Omega Ratio Rank: 2424
Omega Ratio Rank
SPYQ.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
SPYQ.DE Martin Ratio Rank: 3030
Martin Ratio Rank

SC01.DE
SC01.DE Risk / Return Rank: 1515
Overall Rank
SC01.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SC01.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
SC01.DE Omega Ratio Rank: 1414
Omega Ratio Rank
SC01.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
SC01.DE Martin Ratio Rank: 1616
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.

SPYQ.DE vs. SC01.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Industrials UCITS ETF (SPYQ.DE) and Invesco European Construction Sector UCITS ETF (SC01.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.


SPYQ.DESC01.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.16

1.07

+0.08

Calmar ratioReturn relative to maximum drawdown

1.19

0.44

+0.75

Martin ratioReturn relative to average drawdown

4.36

1.32

+3.05

SPYQ.DE vs. SC01.DE - Sharpe Ratio Comparison

The current SPYQ.DE Sharpe Ratio is 0.79, which is higher than the SC01.DE Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of SPYQ.DE and SC01.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.


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Sharpe Ratios by Period


SPYQ.DESC01.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.33

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.50

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.61

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.65

-0.05

Drawdowns

SPYQ.DE vs. SC01.DE - Drawdown Comparison

The maximum SPYQ.DE drawdown since its inception was -41.44%, which is greater than SC01.DE's maximum drawdown of -37.00%. Use the drawdown chart below to compare losses from any high point for SPYQ.DE and SC01.DE.


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Drawdown Indicators


SPYQ.DESC01.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.44%

-37.00%

-4.44%

Max Drawdown (1Y)

Largest decline over 1 year

-13.15%

-15.23%

+2.08%

Max Drawdown (3Y)

Largest decline over 3 years

-18.37%

-17.02%

-1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-29.20%

-28.80%

-0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-41.44%

-37.00%

-4.44%

Current Drawdown

Current decline from peak

-2.67%

-6.47%

+3.80%

Average Drawdown

Average peak-to-trough decline

-6.07%

-6.93%

+0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

5.10%

-1.52%

Volatility

SPYQ.DE vs. SC01.DE - Volatility Comparison

SPDR MSCI Europe Industrials UCITS ETF (SPYQ.DE) and Invesco European Construction Sector UCITS ETF (SC01.DE) have volatilities of 6.29% and 6.44%, 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.


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Volatility by Period


SPYQ.DESC01.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.29%

6.44%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

16.51%

16.34%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

19.70%

20.13%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.87%

20.35%

-1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.60%

25.03%

-5.43%

SPYQ.DE vs. SC01.DE - Expense Ratio Comparison

SPYQ.DE has a 0.18% expense ratio, which is lower than SC01.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPYQ.DE vs. SC01.DE - Dividend Comparison

Neither SPYQ.DE nor SC01.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPYQ.DE and SC01.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYQ.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYQ.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for SC01.DE.

SPYQ.DE tracks MSCI Europe Industrials 20/35 Capped, while SC01.DE tracks STOXX® Europe 600 Optimised Construction & Materials. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.18% for SPYQ.DE and 0.20% for SC01.DE.

Portfolio Optimizer

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