VUAA.DE vs. SC0V.DE
VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) and SC0V.DE (Invesco European Oil & Gas Sector UCITS ETF) are both exchange-traded funds - VUAA.DE is a S&P 500 fund tracking the S&P 500 Index, while SC0V.DE is a Energy Equities fund tracking the STOXX® Europe 600 Optimised Oil & Gas. Both are passively managed. Over the past 5 years, VUAA.DE returned 13.92%/yr vs 17.42%/yr for SC0V.DE. At a 0.37 correlation, their price movements are largely independent. VUAA.DE charges 0.07%/yr vs 0.20%/yr for SC0V.DE.
Performance
VUAA.DE vs. SC0V.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VUAA.DE achieves a 10.86% return, which is significantly lower than SC0V.DE's 24.37% return.
VUAA.DE
- 1D
- -0.90%
- 1M
- 0.23%
- YTD
- 10.86%
- 6M
- 11.15%
- 1Y
- 24.80%
- 3Y*
- 18.92%
- 5Y*
- 13.92%
- 10Y*
- —
SC0V.DE
- 1D
- 0.55%
- 1M
- -9.25%
- YTD
- 24.37%
- 6M
- 25.10%
- 1Y
- 43.23%
- 3Y*
- 19.15%
- 5Y*
- 17.42%
- 10Y*
- 10.84%
VUAA.DE vs. SC0V.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 10.86% | 4.69% | 32.34% | 22.51% | -14.29% | 40.75% | 4.36% |
SC0V.DE Invesco European Oil & Gas Sector UCITS ETF | 24.37% | 29.15% | -5.65% | 5.37% | 30.86% | 20.64% | -13.12% |
Correlation
The correlation between VUAA.DE and SC0V.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Feb 4, 2020 | 0.37 |
Over the past year, the correlation between VUAA.DE and SC0V.DE has dropped to 0.15 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
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Return for Risk
VUAA.DE vs. SC0V.DE — Risk / Return Rank
VUAA.DE
SC0V.DE
VUAA.DE vs. SC0V.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) and Invesco European Oil & Gas Sector UCITS ETF (SC0V.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.
| VUAA.DE | SC0V.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.39 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.53 | 3.48 | +0.04 |
| Martin ratioReturn relative to average drawdown | 12.59 | 14.68 | -2.09 |
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Drawdowns
VUAA.DE vs. SC0V.DE - Drawdown Comparison
The maximum VUAA.DE drawdown since its inception was -33.67%, smaller than the maximum SC0V.DE drawdown of -57.15%. Use the drawdown chart below to compare losses from any high point for VUAA.DE and SC0V.DE.
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Drawdown Indicators
| VUAA.DE | SC0V.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.67% | -57.15% | +23.48% |
Max Drawdown (1Y)Largest decline over 1 year | -7.00% | -12.36% | +5.36% |
Max Drawdown (3Y)Largest decline over 3 years | -23.33% | -22.22% | -1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -23.33% | -22.22% | -1.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.15% | — |
Current DrawdownCurrent decline from peak | -0.94% | -11.88% | +10.94% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -10.37% | +5.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 2.94% | -0.97% |
Volatility
VUAA.DE vs. SC0V.DE - Volatility Comparison
The current volatility for Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) is 3.34%, while Invesco European Oil & Gas Sector UCITS ETF (SC0V.DE) has a volatility of 6.12%. This indicates that VUAA.DE experiences smaller price fluctuations and is considered to be less risky than SC0V.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VUAA.DE | SC0V.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 6.12% | -2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 7.87% | 15.80% | -7.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.77% | 18.82% | -7.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.15% | 21.81% | -6.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.55% | 23.81% | -6.26% |
VUAA.DE vs. SC0V.DE - Expense Ratio Comparison
VUAA.DE has a 0.07% expense ratio, which is lower than SC0V.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
VUAA.DE vs. SC0V.DE - Dividend Comparison
Neither VUAA.DE nor SC0V.DE has paid dividends to shareholders.
Frequently Asked Questions
VUAA.DE and SC0V.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for SC0V.DE.
VUAA.DE is categorized as S&P 500, while SC0V.DE is Energy Equities. VUAA.DE tracks S&P 500 Index, while SC0V.DE tracks STOXX® Europe 600 Optimised Oil & Gas. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.07% for VUAA.DE and 0.20% for SC0V.DE.
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