AMED.DE vs. SC0D.DE
AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, AMED.DE returned 9.75%/yr vs 10.37%/yr for SC0D.DE. Their correlation of 0.94 suggests significant overlap in exposure. AMED.DE charges 0.25%/yr vs 0.05%/yr for SC0D.DE.
Performance
AMED.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AMED.DE achieves a 16.87% return, which is significantly higher than SC0D.DE's 7.29% return. Over the past 10 years, AMED.DE has underperformed SC0D.DE with an annualized return of 9.75%, while SC0D.DE has yielded a comparatively higher 10.37% annualized return.
AMED.DE
- 1D
- 0.51%
- 1M
- 7.96%
- YTD
- 16.87%
- 6M
- 18.54%
- 1Y
- 26.45%
- 3Y*
- 16.11%
- 5Y*
- 10.41%
- 10Y*
- 9.75%
SC0D.DE
- 1D
- 0.74%
- 1M
- 4.75%
- YTD
- 7.29%
- 6M
- 8.67%
- 1Y
- 15.66%
- 3Y*
- 15.50%
- 5Y*
- 11.35%
- 10Y*
- 10.37%
AMED.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 16.87% | 20.15% | 5.95% | 16.68% | -10.71% | 20.90% | -1.35% | 27.22% | -12.98% | 11.86% |
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 AMED.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 | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2010 | 0.94 |
The correlation between AMED.DE and SC0D.DE has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
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Return for Risk
AMED.DE vs. SC0D.DE — Risk / Return Rank
AMED.DE
SC0D.DE
AMED.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.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.
| AMED.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.18 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 1.43 | +1.07 |
| Martin ratioReturn relative to average drawdown | 9.40 | 4.87 | +4.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMED.DE | SC0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 0.98 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.64 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.56 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.46 | 0.00 |
Drawdowns
AMED.DE vs. SC0D.DE - Drawdown Comparison
The maximum AMED.DE drawdown since its inception was -38.35%, roughly equal to the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for AMED.DE and SC0D.DE.
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Drawdown Indicators
| AMED.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.35% | -38.50% | +0.15% |
Max Drawdown (1Y)Largest decline over 1 year | -10.56% | -10.93% | +0.37% |
Max Drawdown (3Y)Largest decline over 3 years | -14.07% | -16.54% | +2.47% |
Max Drawdown (5Y)Largest decline over 5 years | -24.06% | -23.38% | -0.68% |
Max Drawdown (10Y)Largest decline over 10 years | -38.35% | -38.50% | +0.15% |
Current DrawdownCurrent decline from peak | -0.17% | -0.53% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -6.69% | -7.22% | +0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 3.21% | -0.40% |
Volatility
AMED.DE vs. SC0D.DE - Volatility Comparison
Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a higher volatility of 5.61% compared to Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) at 4.94%. This indicates that AMED.DE's price experiences larger fluctuations and is considered to be riskier than SC0D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMED.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 4.94% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 12.94% | -0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 15.95% | -0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.87% | 17.53% | -1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 18.27% | -1.27% |
AMED.DE vs. SC0D.DE - Expense Ratio Comparison
AMED.DE has a 0.25% 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
AMED.DE vs. SC0D.DE - Dividend Comparison
Neither AMED.DE nor SC0D.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, AMED.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 0.25% for AMED.DE.
AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.25% for AMED.DE and 0.05% for SC0D.DE.
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