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

Performance

ETBB.DE vs. SC0D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETBB.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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ETBB.DE vs. SC0D.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETBB.DE
BNP Paribas Easy EURO STOXX 50 UCITS ETF
-1.55%22.21%10.80%22.47%-8.68%23.66%-2.95%29.81%-12.18%9.74%
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, ETBB.DE achieves a -1.55% return, which is significantly lower than SC0D.DE's -1.44% return. Both investments have delivered pretty close results over the past 10 years, with ETBB.DE having a 9.85% annualized return and SC0D.DE not far behind at 9.84%.


ETBB.DE

1D
-0.66%
1M
-1.22%
YTD
-1.55%
6M
1.26%
1Y
10.47%
3Y*
12.84%
5Y*
10.70%
10Y*
9.85%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ETBB.DE has a 0.18% 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

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

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

ETBB.DE
ETBB.DE Risk / Return Rank: 3333
Overall Rank
ETBB.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
ETBB.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
ETBB.DE Omega Ratio Rank: 2727
Omega Ratio Rank
ETBB.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
ETBB.DE Martin Ratio Rank: 4141
Martin Ratio Rank

SC0D.DE
SC0D.DE Risk / Return Rank: 3333
Overall Rank
SC0D.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SC0D.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
SC0D.DE Omega Ratio Rank: 2727
Omega Ratio Rank
SC0D.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
SC0D.DE Martin Ratio Rank: 4141
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.

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

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETBB.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.


ETBB.DESC0D.DEDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.60

+0.01

Sortino ratio

Return per unit of downside risk

0.91

0.91

+0.01

Omega ratio

Gain probability vs. loss probability

1.12

1.12

0.00

Calmar ratio

Return relative to maximum drawdown

1.33

1.33

+0.01

Martin ratio

Return relative to average drawdown

4.93

4.88

+0.05

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

The current ETBB.DE Sharpe Ratio is 0.60, which is comparable to the SC0D.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of ETBB.DE and SC0D.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ETBB.DESC0D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.60

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.60

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.54

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.44

-0.07

Correlation

The correlation between ETBB.DE and SC0D.DE is 0.96, 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

ETBB.DE vs. SC0D.DE - Dividend Comparison

ETBB.DE's dividend yield for the trailing twelve months is around 2.82%, while SC0D.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
ETBB.DE
BNP Paribas Easy EURO STOXX 50 UCITS ETF
2.82%2.77%2.96%3.01%2.73%1.86%2.60%3.08%3.96%0.23%2.85%3.19%
SC0D.DE
Invesco EURO STOXX 50 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%

Drawdowns

ETBB.DE vs. SC0D.DE - Drawdown Comparison

The maximum ETBB.DE drawdown since its inception was -38.43%, roughly equal to the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for ETBB.DE and SC0D.DE.


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Drawdown Indicators


ETBB.DESC0D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.43%

-38.50%

+0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-10.94%

-10.93%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-23.28%

-23.38%

+0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-38.43%

-38.50%

+0.07%

Current Drawdown

Current decline from peak

-7.68%

-7.59%

-0.09%

Average Drawdown

Average peak-to-trough decline

-7.44%

-7.26%

-0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.97%

-0.01%

Volatility

ETBB.DE vs. SC0D.DE - Volatility Comparison

BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETBB.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) have volatilities of 6.27% 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


ETBB.DESC0D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.27%

6.36%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

10.93%

10.93%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

17.34%

17.37%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

17.26%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.26%

18.21%

+0.05%