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AW1Z.DE vs. SC0D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AW1Z.DE vs. SC0D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI EMU Climate Paris Aligned UCITS ETF (EUR) Acc (AW1Z.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with AW1Z.DE having a 9.37% return and SC0D.DE slightly higher at 9.71%.


AW1Z.DE

1D
0.00%
1M
-1.84%
6M
5.98%
YTD
9.37%
1Y
14.54%
3Y*
11.80%
5Y*
7.97%
10Y*

SC0D.DE

1D
-0.83%
1M
-1.40%
6M
5.51%
YTD
9.71%
1Y
19.23%
3Y*
15.56%
5Y*
12.12%
10Y*
10.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AW1Z.DE vs. SC0D.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AW1Z.DE
UBS ETF (IE) MSCI EMU Climate Paris Aligned UCITS ETF (EUR) Acc
9.37%16.28%6.31%17.64%-13.87%18.74%
SC0D.DE
Invesco EURO STOXX 50 UCITS ETF
9.71%22.01%10.91%22.46%-9.02%16.76%

Correlation

The correlation between AW1Z.DE and SC0D.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

0.95

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

0.96

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2021

0.96

The correlation between AW1Z.DE and SC0D.DE has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

AW1Z.DE vs. SC0D.DE — Risk / Return Rank

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

AW1Z.DE
AW1Z.DE Risk / Return Rank: 3535
Overall Rank
AW1Z.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
AW1Z.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
AW1Z.DE Omega Ratio Rank: 3434
Omega Ratio Rank
AW1Z.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
AW1Z.DE Martin Ratio Rank: 3939
Martin Ratio Rank

SC0D.DE
SC0D.DE Risk / Return Rank: 4343
Overall Rank
SC0D.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SC0D.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
SC0D.DE Omega Ratio Rank: 4242
Omega Ratio Rank
SC0D.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
SC0D.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.

AW1Z.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI EMU Climate Paris Aligned UCITS ETF (EUR) Acc (AW1Z.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.

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.


AW1Z.DESC0D.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.18

1.22

-0.04

Calmar ratioReturn relative to maximum drawdown

1.33

1.71

-0.38

Martin ratioReturn relative to average drawdown

4.77

6.00

-1.24

AW1Z.DE vs. SC0D.DE - Sharpe Ratio Comparison

The current AW1Z.DE Sharpe Ratio is 0.95, which is comparable to the SC0D.DE Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of AW1Z.DE and SC0D.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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Drawdowns

AW1Z.DE vs. SC0D.DE - Drawdown Comparison

The maximum AW1Z.DE drawdown since its inception was -24.70%, smaller than the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for AW1Z.DE and SC0D.DE.


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Drawdown Indicators


AW1Z.DESC0D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.70%

-38.50%

+13.80%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-10.93%

+0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-15.02%

-16.54%

+1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-24.70%

-23.38%

-1.32%

Max Drawdown (10Y)

Largest decline over 10 years

-38.50%

Current Drawdown

Current decline from peak

-2.16%

-2.85%

+0.69%

Average Drawdown

Average peak-to-trough decline

-5.06%

-7.06%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

3.12%

-0.12%

Volatility

AW1Z.DE vs. SC0D.DE - Volatility Comparison

The current volatility for UBS ETF (IE) MSCI EMU Climate Paris Aligned UCITS ETF (EUR) Acc (AW1Z.DE) is 3.86%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 4.14%. This indicates that AW1Z.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.


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Volatility by Period


AW1Z.DESC0D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

4.14%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

12.82%

13.36%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

15.17%

16.12%

-0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.32%

17.55%

-1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.05%

17.90%

-1.85%

AW1Z.DE vs. SC0D.DE - Expense Ratio Comparison

AW1Z.DE has a 0.14% 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

AW1Z.DE vs. SC0D.DE - Dividend Comparison

Neither AW1Z.DE nor SC0D.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, AW1Z.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 0.14% for AW1Z.DE.

AW1Z.DE tracks MSCI EMU Climate Paris Aligned, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: UBS and Invesco. Their fees differ too: 0.14% for AW1Z.DE and 0.05% for SC0D.DE.

Portfolio Optimizer

Find the right allocation for AW1Z.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.

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