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SPYZ.DE vs. SC0U.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYZ.DE vs. SC0U.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Financials UCITS ETF (SPYZ.DE) and Invesco European Banks Sector UCITS ETF (SC0U.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, SPYZ.DE achieves a 3.30% return, which is significantly lower than SC0U.DE's 5.95% return. Over the past 10 years, SPYZ.DE has underperformed SC0U.DE with an annualized return of 12.24%, while SC0U.DE has yielded a comparatively higher 13.83% annualized return.


SPYZ.DE

1D
0.55%
1M
0.34%
YTD
3.30%
6M
10.26%
1Y
21.73%
3Y*
28.74%
5Y*
19.38%
10Y*
12.24%

SC0U.DE

1D
0.62%
1M
2.11%
YTD
5.95%
6M
13.55%
1Y
38.42%
3Y*
42.79%
5Y*
27.34%
10Y*
13.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYZ.DE vs. SC0U.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYZ.DE
SPDR MSCI Europe Financials UCITS ETF
3.30%48.26%25.23%21.51%-2.51%28.19%-15.32%24.02%-19.59%12.30%
SC0U.DE
Invesco European Banks Sector UCITS ETF
5.95%79.97%32.49%25.93%-0.07%37.72%-22.62%15.49%-26.78%10.92%

Correlation

The correlation between SPYZ.DE and SC0U.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.93

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

0.94

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

0.95

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

0.96

The correlation between SPYZ.DE and SC0U.DE has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

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Return for Risk

SPYZ.DE vs. SC0U.DE — Risk / Return Rank

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

SPYZ.DE
SPYZ.DE Risk / Return Rank: 3636
Overall Rank
SPYZ.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SPYZ.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
SPYZ.DE Omega Ratio Rank: 3434
Omega Ratio Rank
SPYZ.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
SPYZ.DE Martin Ratio Rank: 4040
Martin Ratio Rank

SC0U.DE
SC0U.DE Risk / Return Rank: 4949
Overall Rank
SC0U.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SC0U.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
SC0U.DE Omega Ratio Rank: 4747
Omega Ratio Rank
SC0U.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
SC0U.DE Martin Ratio Rank: 4747
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.

SPYZ.DE vs. SC0U.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Financials UCITS ETF (SPYZ.DE) and Invesco European Banks Sector UCITS ETF (SC0U.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.


SPYZ.DESC0U.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.22

1.29

-0.07

Calmar ratioReturn relative to maximum drawdown

1.82

2.37

-0.55

Martin ratioReturn relative to average drawdown

6.13

7.76

-1.63

SPYZ.DE vs. SC0U.DE - Sharpe Ratio Comparison

The current SPYZ.DE Sharpe Ratio is 1.26, which is comparable to the SC0U.DE Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of SPYZ.DE and SC0U.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


SPYZ.DESC0U.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.74

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

1.14

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.54

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.27

+0.20

Drawdowns

SPYZ.DE vs. SC0U.DE - Drawdown Comparison

The maximum SPYZ.DE drawdown since its inception was -45.16%, smaller than the maximum SC0U.DE drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for SPYZ.DE and SC0U.DE.


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Drawdown Indicators


SPYZ.DESC0U.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.16%

-60.69%

+15.53%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-16.70%

+4.42%

Max Drawdown (3Y)

Largest decline over 3 years

-16.91%

-19.82%

+2.91%

Max Drawdown (5Y)

Largest decline over 5 years

-23.17%

-29.85%

+6.68%

Max Drawdown (10Y)

Largest decline over 10 years

-45.16%

-56.61%

+11.45%

Current Drawdown

Current decline from peak

-2.74%

-1.85%

-0.89%

Average Drawdown

Average peak-to-trough decline

-9.57%

-20.40%

+10.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

5.10%

-1.45%

Volatility

SPYZ.DE vs. SC0U.DE - Volatility Comparison

The current volatility for SPDR MSCI Europe Financials UCITS ETF (SPYZ.DE) is 5.19%, while Invesco European Banks Sector UCITS ETF (SC0U.DE) has a volatility of 6.03%. This indicates that SPYZ.DE experiences smaller price fluctuations and is considered to be less risky than SC0U.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYZ.DESC0U.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

6.03%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

14.37%

18.45%

-4.08%

Volatility (1Y)

Calculated over the trailing 1-year period

17.69%

22.74%

-5.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.75%

23.64%

-4.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.28%

25.62%

-4.34%

SPYZ.DE vs. SC0U.DE - Expense Ratio Comparison

SPYZ.DE has a 0.18% expense ratio, which is lower than SC0U.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

SPYZ.DE vs. SC0U.DE - Dividend Comparison

Neither SPYZ.DE nor SC0U.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, SPYZ.DE and SC0U.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

SPYZ.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for SC0U.DE.

SPYZ.DE tracks MSCI Europe Financials 20/35 Capped, while SC0U.DE tracks STOXX® Europe 600 Optimised Banks. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.18% for SPYZ.DE and 0.20% for SC0U.DE.

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