EDM6.DE vs. SC0D.DE
EDM6.DE (iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - EDM6.DE tracks the MSCI Europe ESG Enhanced Focus while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 5 years, EDM6.DE returned 8.72%/yr vs 11.35%/yr for SC0D.DE. Their correlation of 0.91 suggests significant overlap in exposure. EDM6.DE charges 0.12%/yr vs 0.05%/yr for SC0D.DE.
Performance
EDM6.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EDM6.DE having a 7.51% return and SC0D.DE slightly lower at 7.29%.
EDM6.DE
- 1D
- 0.53%
- 1M
- 1.24%
- YTD
- 7.51%
- 6M
- 10.13%
- 1Y
- 15.70%
- 3Y*
- 12.88%
- 5Y*
- 8.72%
- 10Y*
- —
SC0D.DE
- 1D
- 0.74%
- 1M
- 1.96%
- YTD
- 7.29%
- 6M
- 8.66%
- 1Y
- 15.55%
- 3Y*
- 15.50%
- 5Y*
- 11.35%
- 10Y*
- 10.37%
EDM6.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EDM6.DE iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc | 7.51% | 17.44% | 8.39% | 15.68% | -12.34% | 25.49% | -1.54% | 10.00% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 7.29% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 11.66% |
Correlation
The correlation between EDM6.DE and SC0D.DE is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2019 | 0.91 |
The correlation between EDM6.DE and SC0D.DE has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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Return for Risk
EDM6.DE vs. SC0D.DE — Risk / Return Rank
EDM6.DE
SC0D.DE
EDM6.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc (EDM6.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.
| EDM6.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.43 | +0.16 |
| Martin ratioReturn relative to average drawdown | 5.63 | 4.87 | +0.76 |
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
| EDM6.DE | SC0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 0.98 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.64 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.46 | +0.10 |
Drawdowns
EDM6.DE vs. SC0D.DE - Drawdown Comparison
The maximum EDM6.DE drawdown since its inception was -34.98%, smaller than the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for EDM6.DE and SC0D.DE.
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Drawdown Indicators
| EDM6.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.98% | -38.50% | +3.52% |
Max Drawdown (1Y)Largest decline over 1 year | -10.01% | -10.93% | +0.92% |
Max Drawdown (3Y)Largest decline over 3 years | -16.46% | -16.54% | +0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -21.81% | -23.38% | +1.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.50% | — |
Current DrawdownCurrent decline from peak | -1.56% | -0.53% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -7.22% | +1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 3.21% | -0.37% |
Volatility
EDM6.DE vs. SC0D.DE - Volatility Comparison
The current volatility for iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc (EDM6.DE) is 4.40%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 4.94%. This indicates that EDM6.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
| EDM6.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 4.94% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 10.81% | 12.94% | -2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.26% | 15.95% | -2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 17.53% | -3.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 18.27% | -1.78% |
EDM6.DE vs. SC0D.DE - Expense Ratio Comparison
EDM6.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%.
Dividends
EDM6.DE vs. SC0D.DE - Dividend Comparison
Neither EDM6.DE nor SC0D.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, EDM6.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 0.12% for EDM6.DE.
EDM6.DE tracks MSCI Europe ESG Enhanced Focus, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.12% for EDM6.DE and 0.05% for SC0D.DE.
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