EUN2.DE vs. SC0D.DE
EUN2.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Dist)) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds tracking the EURO STOXX® 50, from iShares and Invesco respectively. Both are passively managed. Over the past 10 years, EUN2.DE returned 10.53%/yr vs 10.37%/yr for SC0D.DE. Their correlation of 0.83 suggests significant overlap in exposure. EUN2.DE charges 0.10%/yr vs 0.05%/yr for SC0D.DE.
Performance
EUN2.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with EUN2.DE having a 7.12% return and SC0D.DE slightly higher at 7.29%. Both investments have delivered pretty close results over the past 10 years, with EUN2.DE having a 10.53% annualized return and SC0D.DE not far behind at 10.37%.
EUN2.DE
- 1D
- 0.76%
- 1M
- 1.87%
- YTD
- 7.12%
- 6M
- 8.50%
- 1Y
- 15.68%
- 3Y*
- 15.61%
- 5Y*
- 11.50%
- 10Y*
- 10.53%
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%
EUN2.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUN2.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) | 7.12% | 22.24% | 10.97% | 22.70% | -8.84% | 23.49% | -3.00% | 30.05% | -12.00% | 10.20% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 7.29% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 30.01% | -12.05% | 10.07% |
Correlation
The correlation between EUN2.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 Apr 21, 2009 | 0.83 |
The correlation between EUN2.DE and SC0D.DE shifts across timeframes, from 0.83 (all time) to 1.00 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EUN2.DE vs. SC0D.DE — Risk / Return Rank
EUN2.DE
SC0D.DE
EUN2.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUN2.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.
| EUN2.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.43 | 0.00 |
| Martin ratioReturn relative to average drawdown | 4.86 | 4.87 | -0.01 |
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
| EUN2.DE | SC0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 0.98 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.64 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.56 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.46 | -0.30 |
Drawdowns
EUN2.DE vs. SC0D.DE - Drawdown Comparison
The maximum EUN2.DE drawdown since its inception was -65.11%, which is greater than SC0D.DE's maximum drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for EUN2.DE and SC0D.DE.
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Drawdown Indicators
| EUN2.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.11% | -38.50% | -26.61% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -10.93% | -0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -16.46% | -16.54% | +0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | -23.38% | +0.08% |
Max Drawdown (10Y)Largest decline over 10 years | -38.35% | -38.50% | +0.15% |
Current DrawdownCurrent decline from peak | -0.57% | -0.53% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -19.35% | -7.22% | -12.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 3.21% | +0.03% |
Volatility
EUN2.DE vs. SC0D.DE - Volatility Comparison
iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUN2.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) have volatilities of 4.96% and 4.94%, 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
| EUN2.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 4.94% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 12.94% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.93% | 15.95% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.46% | 17.53% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 18.27% | -0.04% |
EUN2.DE vs. SC0D.DE - Expense Ratio Comparison
EUN2.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
EUN2.DE vs. SC0D.DE - Dividend Comparison
EUN2.DE's dividend yield for the trailing twelve months is around 2.55%, while SC0D.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN2.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) | 2.55% | 2.51% | 3.02% | 3.02% | 2.92% | 2.05% | 2.15% | 3.02% | 3.70% | 2.85% | 3.38% | 2.93% |
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% |
Frequently Asked Questions
With a correlation of 1.00, EUN2.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 0.10% for EUN2.DE.
Both ETFs track EURO STOXX® 50. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.10% for EUN2.DE and 0.05% for SC0D.DE.
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