AME6.DE vs. SC0D.DE
AME6.DE (Amundi STOXX Europe 600 ESG UCITS ETF EUR) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - AME6.DE tracks the STOXX® Europe 600 ESG+ while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, AME6.DE returned 8.80%/yr vs 10.37%/yr for SC0D.DE. Their correlation of 0.92 suggests significant overlap in exposure. AME6.DE charges 0.18%/yr vs 0.05%/yr for SC0D.DE.
Performance
AME6.DE vs. SC0D.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AME6.DE achieves a 6.14% return, which is significantly lower than SC0D.DE's 7.29% return. Over the past 10 years, AME6.DE has underperformed SC0D.DE with an annualized return of 8.80%, while SC0D.DE has yielded a comparatively higher 10.37% annualized return.
AME6.DE
- 1D
- 0.63%
- 1M
- 0.99%
- YTD
- 6.14%
- 6M
- 8.85%
- 1Y
- 14.58%
- 3Y*
- 12.81%
- 5Y*
- 9.07%
- 10Y*
- 8.80%
SC0D.DE
- 1D
- 0.74%
- 1M
- 1.96%
- YTD
- 7.29%
- 6M
- 8.66%
- 1Y
- 15.55%
- 3Y*
- 15.50%
- 5Y*
- 11.35%
- 10Y*
- 10.37%
AME6.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AME6.DE Amundi STOXX Europe 600 ESG UCITS ETF EUR | 6.14% | 19.36% | 8.44% | 15.75% | -10.90% | 24.53% | -2.05% | 28.56% | -11.28% | 10.75% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 7.29% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 30.01% | -12.05% | 10.07% |
Correlation
The correlation between AME6.DE and SC0D.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
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 Apr 8, 2010 | 0.92 |
The correlation between AME6.DE and SC0D.DE has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
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
AME6.DE vs. SC0D.DE — Risk / Return Rank
AME6.DE
SC0D.DE
AME6.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.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.
| AME6.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.18 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.43 | -0.07 |
| Martin ratioReturn relative to average drawdown | 5.00 | 4.87 | +0.14 |
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 charts...
Sharpe Ratios by Period
| AME6.DE | SC0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.98 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.64 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.56 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.46 | +0.04 |
Drawdowns
AME6.DE vs. SC0D.DE - Drawdown Comparison
The maximum AME6.DE drawdown since its inception was -35.62%, smaller than the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for AME6.DE and SC0D.DE.
Loading charts...
Drawdown Indicators
| AME6.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.62% | -38.50% | +2.88% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -10.93% | +0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -16.22% | -16.54% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -20.84% | -23.38% | +2.54% |
Max Drawdown (10Y)Largest decline over 10 years | -35.62% | -38.50% | +2.88% |
Current DrawdownCurrent decline from peak | -1.77% | -0.53% | -1.24% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -7.22% | +1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 3.21% | -0.27% |
Volatility
AME6.DE vs. SC0D.DE - Volatility Comparison
The current volatility for Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.DE) is 4.61%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 4.94%. This indicates that AME6.DE experiences smaller price fluctuations and is considered to be less risky than SC0D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AME6.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 4.94% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 11.48% | 12.94% | -1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 15.95% | -2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.57% | 17.53% | -2.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.65% | 18.27% | -2.62% |
AME6.DE vs. SC0D.DE - Expense Ratio Comparison
AME6.DE has a 0.18% expense ratio, which is higher than SC0D.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
AME6.DE vs. SC0D.DE - Dividend Comparison
Neither AME6.DE nor SC0D.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, AME6.DE and SC0D.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, SC0D.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0D.DE is cheaper with a 0.05% expense ratio, compared with 0.18% for AME6.DE.
AME6.DE tracks STOXX® Europe 600 ESG+, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.18% for AME6.DE and 0.05% for SC0D.DE.
Find the right allocation for AME6.DE and SC0D.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