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CG1G.DE vs. SC0D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CG1G.DE vs. SC0D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.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

In the year-to-date period, CG1G.DE achieves a 4.76% return, which is significantly lower than SC0D.DE's 12.92% return. Over the past 10 years, CG1G.DE has underperformed SC0D.DE with an annualized return of 9.92%, while SC0D.DE has yielded a comparatively higher 11.64% annualized return.


CG1G.DE

1D
0.77%
1M
3.96%
6M
4.67%
YTD
4.76%
1Y
7.31%
3Y*
16.60%
5Y*
9.93%
10Y*
9.92%

SC0D.DE

1D
0.81%
1M
6.02%
6M
11.84%
YTD
12.92%
1Y
23.04%
3Y*
16.55%
5Y*
12.52%
10Y*
11.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CG1G.DE vs. SC0D.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CG1G.DE
Amundi ETF DAX UCITS ETF DR (Acc)
4.76%22.68%18.23%19.47%-12.77%15.19%3.12%24.73%-18.14%12.10%
SC0D.DE
Invesco EURO STOXX 50 UCITS ETF
12.92%22.01%10.91%22.46%-9.02%23.19%-3.03%30.01%-12.06%10.07%

Correlation

The correlation between CG1G.DE and SC0D.DE is 0.89, 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

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

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

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2010

0.91

The correlation between CG1G.DE and SC0D.DE has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

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Return for Risk

CG1G.DE vs. SC0D.DE — Risk / Return Rank

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

CG1G.DE
CG1G.DE Risk / Return Rank: 1717
Overall Rank
CG1G.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CG1G.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
CG1G.DE Omega Ratio Rank: 1515
Omega Ratio Rank
CG1G.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
CG1G.DE Martin Ratio Rank: 1919
Martin Ratio Rank

SC0D.DE
SC0D.DE Risk / Return Rank: 5151
Overall Rank
SC0D.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SC0D.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
SC0D.DE Omega Ratio Rank: 4848
Omega Ratio Rank
SC0D.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
SC0D.DE Martin Ratio Rank: 5252
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.

CG1G.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.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.


CG1G.DESC0D.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.39

Omega ratioGain probability vs. loss probability

1.09

1.26

-0.17

Calmar ratioReturn relative to maximum drawdown

0.59

2.10

-1.51

Martin ratioReturn relative to average drawdown

1.83

7.31

-5.48

CG1G.DE vs. SC0D.DE - Sharpe Ratio Comparison

The current CG1G.DE Sharpe Ratio is 0.45, which is lower than the SC0D.DE Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of CG1G.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

CG1G.DE vs. SC0D.DE - Drawdown Comparison

The maximum CG1G.DE drawdown since its inception was -38.41%, roughly equal to the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for CG1G.DE and SC0D.DE.


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Drawdown Indicators


CG1G.DESC0D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.41%

-38.50%

+0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

-10.93%

-1.41%

Max Drawdown (3Y)

Largest decline over 3 years

-15.88%

-16.54%

+0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-26.68%

-23.38%

-3.30%

Max Drawdown (10Y)

Largest decline over 10 years

-38.41%

-38.50%

+0.09%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.19%

-7.07%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

3.14%

+0.84%

Volatility

CG1G.DE vs. SC0D.DE - Volatility Comparison

Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.DE) has a higher volatility of 4.39% compared to Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) at 3.94%. This indicates that CG1G.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


CG1G.DESC0D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

3.94%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

13.30%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

16.30%

16.08%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.24%

17.57%

-0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

17.93%

+0.11%

CG1G.DE vs. SC0D.DE - Expense Ratio Comparison

CG1G.DE has a 0.10% 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

CG1G.DE vs. SC0D.DE - Dividend Comparison

Neither CG1G.DE nor SC0D.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CG1G.DE and SC0D.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.10% for CG1G.DE.

CG1G.DE tracks DAX Index, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.10% for CG1G.DE and 0.05% for SC0D.DE.

Portfolio Optimizer

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