CEUG.DE vs. SC0D.DE
Compare and contrast key facts about iShares MSCI EMU UCITS ETF GBP Hedged (Dist) (CEUG.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.DE).
CEUG.DE and SC0D.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CEUG.DE is a passively managed fund by Amundi that tracks the performance of the MSCI Europe NR EUR. It was launched on Mar 22, 2018. SC0D.DE is a passively managed fund by Invesco that tracks the performance of the EURO STOXX® 50. It was launched on Mar 19, 2009. Both CEUG.DE and SC0D.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CEUG.DE vs. SC0D.DE - Performance Comparison
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CEUG.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CEUG.DE iShares MSCI EMU UCITS ETF GBP Hedged (Dist) | 0.99% | 19.02% | 9.58% | 15.40% | -11.56% | 25.11% | -3.26% | 27.70% | -10.95% | 10.55% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | -1.44% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 30.01% | -12.05% | 10.07% |
Returns By Period
In the year-to-date period, CEUG.DE achieves a 0.99% return, which is significantly higher than SC0D.DE's -1.44% return. Over the past 10 years, CEUG.DE has underperformed SC0D.DE with an annualized return of 8.64%, while SC0D.DE has yielded a comparatively higher 9.84% annualized return.
CEUG.DE
- 1D
- 2.71%
- 1M
- -1.20%
- YTD
- 0.99%
- 6M
- 5.84%
- 1Y
- 14.16%
- 3Y*
- 11.96%
- 5Y*
- 9.16%
- 10Y*
- 8.64%
SC0D.DE
- 1D
- -0.65%
- 1M
- -1.19%
- YTD
- -1.44%
- 6M
- 1.38%
- 1Y
- 10.39%
- 3Y*
- 12.84%
- 5Y*
- 10.55%
- 10Y*
- 9.84%
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CEUG.DE vs. SC0D.DE - Expense Ratio Comparison
CEUG.DE has a 0.12% 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%.
Return for Risk
CEUG.DE vs. SC0D.DE — Risk / Return Rank
CEUG.DE
SC0D.DE
CEUG.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU UCITS ETF GBP Hedged (Dist) (CEUG.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.
| CEUG.DE | SC0D.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.60 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.24 | 0.91 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.12 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 1.33 | +0.08 |
Martin ratioReturn relative to average drawdown | 5.16 | 4.88 | +0.28 |
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
| CEUG.DE | SC0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.60 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.60 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.54 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.44 | +0.06 |
Correlation
The correlation between CEUG.DE and SC0D.DE is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CEUG.DE vs. SC0D.DE - Dividend Comparison
Neither CEUG.DE nor SC0D.DE has paid dividends to shareholders.
Drawdowns
CEUG.DE vs. SC0D.DE - Drawdown Comparison
The maximum CEUG.DE drawdown since its inception was -35.67%, smaller than the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for CEUG.DE and SC0D.DE.
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Drawdown Indicators
| CEUG.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.67% | -38.50% | +2.83% |
Max Drawdown (1Y)Largest decline over 1 year | -12.45% | -10.93% | -1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -21.04% | -23.38% | +2.34% |
Max Drawdown (10Y)Largest decline over 10 years | -35.67% | -38.50% | +2.83% |
Current DrawdownCurrent decline from peak | -5.86% | -7.59% | +1.73% |
Average DrawdownAverage peak-to-trough decline | -5.60% | -7.26% | +1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.97% | -0.22% |
Volatility
CEUG.DE vs. SC0D.DE - Volatility Comparison
iShares MSCI EMU UCITS ETF GBP Hedged (Dist) (CEUG.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) have volatilities of 6.19% and 6.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CEUG.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 6.36% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 10.93% | -1.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.20% | 17.37% | -2.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.16% | 17.26% | -3.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.58% | 18.21% | -2.63% |