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

Performance

ETDD.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 (ETDD.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

The year-to-date returns for both investments are quite close, with ETDD.DE having a 10.28% return and SC0D.DE slightly higher at 10.32%. Both investments have delivered pretty close results over the past 10 years, with ETDD.DE having a 11.87% annualized return and SC0D.DE not far behind at 11.86%.


ETDD.DE

1D
0.83%
1M
3.41%
YTD
10.28%
6M
11.17%
1Y
22.40%
3Y*
16.67%
5Y*
11.98%
10Y*
11.87%

SC0D.DE

1D
0.85%
1M
3.42%
YTD
10.32%
6M
11.25%
1Y
22.33%
3Y*
16.61%
5Y*
11.80%
10Y*
11.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ETDD.DE
BNP Paribas Easy EURO STOXX 50 UCITS ETF
10.28%22.09%10.79%22.54%-8.67%23.65%-3.01%29.92%-12.20%9.87%
SC0D.DE
Invesco EURO STOXX 50 UCITS ETF
10.32%22.01%10.91%22.46%-9.02%23.19%-3.03%30.01%-12.06%10.07%

Correlation

The correlation between ETDD.DE and SC0D.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 Jul 27, 2015

1.00

The correlation between ETDD.DE and SC0D.DE has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

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

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

ETDD.DE
ETDD.DE Risk / Return Rank: 4646
Overall Rank
ETDD.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ETDD.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
ETDD.DE Omega Ratio Rank: 4343
Omega Ratio Rank
ETDD.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
ETDD.DE Martin Ratio Rank: 4747
Martin Ratio Rank

SC0D.DE
SC0D.DE Risk / Return Rank: 4545
Overall Rank
SC0D.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SC0D.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
SC0D.DE Omega Ratio Rank: 4343
Omega Ratio Rank
SC0D.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
SC0D.DE Martin Ratio Rank: 4747
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.

ETDD.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 (ETDD.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.


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

+0.01

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.26

1.25

0.00

Calmar ratioReturn relative to maximum drawdown

2.03

2.03

0.00

Martin ratioReturn relative to average drawdown

7.06

7.09

-0.03

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

The current ETDD.DE Sharpe Ratio is 1.40, which is comparable to the SC0D.DE Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of ETDD.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

ETDD.DE vs. SC0D.DE - Drawdown Comparison

The maximum ETDD.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 ETDD.DE and SC0D.DE.


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Drawdown Indicators


ETDD.DESC0D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.41%

-38.50%

+0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-10.99%

-10.93%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-16.51%

-16.54%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-23.24%

-23.38%

+0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-38.41%

-38.50%

+0.09%

Current Drawdown

Current decline from peak

-0.87%

-0.85%

-0.02%

Average Drawdown

Average peak-to-trough decline

-6.58%

-7.08%

+0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

3.14%

+0.02%

Volatility

ETDD.DE vs. SC0D.DE - Volatility Comparison

BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) have volatilities of 3.61% and 3.63%, 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


ETDD.DESC0D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

3.63%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.24%

13.20%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

15.98%

16.04%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.59%

17.55%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

17.97%

+0.06%

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

ETDD.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%.


Dividends

ETDD.DE vs. SC0D.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, ETDD.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 0.18% for ETDD.DE.

Both ETFs track EURO STOXX® 50. They also come from different issuers: BNP Paribas and Invesco. Their fees differ too: 0.18% for ETDD.DE and 0.05% for SC0D.DE.

Portfolio Optimizer

Find the right allocation for ETDD.DE and SC0D.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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