D500.DE vs. SC0H.DE
D500.DE (Invesco S&P 500 UCITS ETF Dist) and SC0H.DE (Invesco MSCI USA UCITS ETF) are both exchange-traded funds - D500.DE is a S&P 500 fund tracking the S&P 500 Index, while SC0H.DE is a Large Cap Blend Equities fund tracking the MSCI USA. Both are passively managed. Over the past 10 years, D500.DE returned 15.85%/yr vs 15.07%/yr for SC0H.DE. With a 1.00 correlation, they move nearly in lockstep. Both charge a 0.05% expense ratio.
Performance
D500.DE vs. SC0H.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with D500.DE having a 11.58% return and SC0H.DE slightly lower at 11.30%. Both investments have delivered pretty close results over the past 10 years, with D500.DE having a 15.85% annualized return and SC0H.DE not far behind at 15.07%.
D500.DE
- 1D
- -0.31%
- 1M
- 5.37%
- YTD
- 11.58%
- 6M
- 11.67%
- 1Y
- 25.88%
- 3Y*
- 19.34%
- 5Y*
- 15.48%
- 10Y*
- 15.85%
SC0H.DE
- 1D
- -0.11%
- 1M
- 5.36%
- YTD
- 11.30%
- 6M
- 11.28%
- 1Y
- 25.34%
- 3Y*
- 19.18%
- 5Y*
- 14.59%
- 10Y*
- 15.07%
D500.DE vs. SC0H.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D500.DE Invesco S&P 500 UCITS ETF Dist | 11.58% | 4.86% | 32.62% | 22.70% | -13.34% | 43.50% | 9.36% | 35.52% | -0.84% | 6.73% |
SC0H.DE Invesco MSCI USA UCITS ETF | 11.30% | 4.77% | 32.56% | 23.60% | -15.55% | 38.99% | 9.76% | 35.08% | -1.12% | 6.55% |
Correlation
The correlation between D500.DE and SC0H.DE is 1.00 - 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 | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2015 | 1.00 |
The correlation between D500.DE and SC0H.DE has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.
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Return for Risk
D500.DE vs. SC0H.DE — Risk / Return Rank
D500.DE
SC0H.DE
D500.DE vs. SC0H.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF Dist (D500.DE) and Invesco MSCI USA UCITS ETF (SC0H.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.
| D500.DE | SC0H.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.40 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 3.45 | +0.15 |
| Martin ratioReturn relative to average drawdown | 12.88 | 11.96 | +0.92 |
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
| D500.DE | SC0H.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 2.16 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.94 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.98 | 0.92 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.98 | -0.09 |
Drawdowns
D500.DE vs. SC0H.DE - Drawdown Comparison
The maximum D500.DE drawdown since its inception was -33.57%, roughly equal to the maximum SC0H.DE drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for D500.DE and SC0H.DE.
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Drawdown Indicators
| D500.DE | SC0H.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.57% | -34.20% | +0.63% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -7.32% | +0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -23.29% | -23.66% | +0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -23.29% | -23.66% | +0.37% |
Max Drawdown (10Y)Largest decline over 10 years | -33.57% | -34.20% | +0.63% |
Current DrawdownCurrent decline from peak | -0.31% | -0.41% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -4.25% | -4.13% | -0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 2.11% | -0.11% |
Volatility
D500.DE vs. SC0H.DE - Volatility Comparison
Invesco S&P 500 UCITS ETF Dist (D500.DE) and Invesco MSCI USA UCITS ETF (SC0H.DE) have volatilities of 2.66% and 2.68%, 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
| D500.DE | SC0H.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 2.68% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 7.66% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 11.67% | -0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.17% | 15.41% | -0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 16.23% | -0.15% |
D500.DE vs. SC0H.DE - Expense Ratio Comparison
Both D500.DE and SC0H.DE have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
D500.DE vs. SC0H.DE - Dividend Comparison
D500.DE's dividend yield for the trailing twelve months is around 1.08%, while SC0H.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D500.DE Invesco S&P 500 UCITS ETF Dist | 1.08% | 1.18% | 1.27% | 1.54% | 2.63% | 2.72% | 3.53% | 2.34% | 2.08% | 1.67% | 1.70% | 0.29% |
SC0H.DE Invesco MSCI USA UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 1.00, D500.DE and SC0H.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.
Both ETFs have the same 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
D500.DE and SC0H.DE have the same expense ratio: 0.05% per year.
D500.DE is categorized as S&P 500, while SC0H.DE is Large Cap Blend Equities. D500.DE tracks S&P 500 Index, while SC0H.DE tracks MSCI USA.
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