EUPE.DE vs. SC0D.DE
EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, EUPE.DE returned 9.04%/yr vs 10.85%/yr for SC0D.DE. Their correlation of 0.84 suggests significant overlap in exposure. EUPE.DE charges 0.65%/yr vs 0.05%/yr for SC0D.DE.
Performance
EUPE.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUPE.DE achieves a 18.26% return, which is significantly higher than SC0D.DE's 9.71% return. Over the past 10 years, EUPE.DE has underperformed SC0D.DE with an annualized return of 9.04%, while SC0D.DE has yielded a comparatively higher 10.85% annualized return.
EUPE.DE
- 1D
- 0.59%
- 1M
- 2.76%
- 6M
- 15.71%
- YTD
- 18.26%
- 1Y
- 31.05%
- 3Y*
- 12.19%
- 5Y*
- 9.35%
- 10Y*
- 9.04%
SC0D.DE
- 1D
- -0.83%
- 1M
- -1.04%
- 6M
- 5.51%
- YTD
- 9.71%
- 1Y
- 18.75%
- 3Y*
- 15.56%
- 5Y*
- 12.12%
- 10Y*
- 10.85%
EUPE.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 18.26% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 9.71% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 30.01% | -12.06% | 10.07% |
Correlation
The correlation between EUPE.DE and SC0D.DE is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 2014 | 0.84 |
Over the past year, the correlation between EUPE.DE and SC0D.DE has dropped to 0.55 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
EUPE.DE vs. SC0D.DE — Risk / Return Rank
EUPE.DE
SC0D.DE
EUPE.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.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.
| EUPE.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.54 | ||
| Sortino ratioReturn per unit of downside risk | +1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.22 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 6.08 | 1.71 | +4.37 |
| Martin ratioReturn relative to average drawdown | 17.29 | 6.00 | +11.29 |
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Drawdowns
EUPE.DE vs. SC0D.DE - Drawdown Comparison
The maximum EUPE.DE drawdown since its inception was -32.64%, smaller than the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for EUPE.DE and SC0D.DE.
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Drawdown Indicators
| EUPE.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.64% | -38.50% | +5.86% |
Max Drawdown (1Y)Largest decline over 1 year | -5.08% | -10.93% | +5.85% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -16.54% | +0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -15.63% | -23.38% | +7.75% |
Max Drawdown (10Y)Largest decline over 10 years | -32.64% | -38.50% | +5.86% |
Current DrawdownCurrent decline from peak | -0.67% | -2.85% | +2.18% |
Average DrawdownAverage peak-to-trough decline | -4.88% | -7.06% | +2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 3.12% | -1.33% |
Volatility
EUPE.DE vs. SC0D.DE - Volatility Comparison
The current volatility for Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) is 3.19%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 4.14%. This indicates that EUPE.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
| EUPE.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 4.14% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 8.78% | 13.36% | -4.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.41% | 16.12% | -4.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.18% | 17.55% | -4.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.57% | 17.90% | -3.33% |
EUPE.DE vs. SC0D.DE - Expense Ratio Comparison
EUPE.DE has a 0.65% expense ratio, which is higher than SC0D.DE's 0.05% expense ratio.
Dividends
EUPE.DE vs. SC0D.DE - Dividend Comparison
Neither EUPE.DE nor SC0D.DE has paid dividends to shareholders.
Frequently Asked Questions
EUPE.DE and SC0D.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.65% for EUPE.DE.
EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: Natixis and Invesco. Their fees differ too: 0.65% for EUPE.DE and 0.05% for SC0D.DE.
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