EXIE.DE vs. SC0D.DE
EXIE.DE (iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - EXIE.DE tracks the STOXX® Europe 600 while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 3 years, EXIE.DE returned 13.87%/yr vs 15.50%/yr for SC0D.DE. Their correlation of 0.94 suggests significant overlap in exposure. EXIE.DE charges 0.20%/yr vs 0.05%/yr for SC0D.DE.
Performance
EXIE.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 EXIE.DE having a 7.44% return and SC0D.DE slightly lower at 7.29%.
EXIE.DE
- 1D
- 0.59%
- 1M
- 0.81%
- YTD
- 7.44%
- 6M
- 9.96%
- 1Y
- 16.03%
- 3Y*
- 13.87%
- 5Y*
- —
- 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%
EXIE.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EXIE.DE iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc | 7.44% | 20.59% | 8.32% | 6.62% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 7.29% | 22.01% | 10.91% | 9.49% |
Correlation
The correlation between EXIE.DE and SC0D.DE is 0.95, 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 | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2023 | 0.94 |
The correlation between EXIE.DE and SC0D.DE has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.
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Return for Risk
EXIE.DE vs. SC0D.DE — Risk / Return Rank
EXIE.DE
SC0D.DE
EXIE.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc (EXIE.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.
| EXIE.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 1.43 | +0.27 |
| Martin ratioReturn relative to average drawdown | 6.42 | 4.87 | +1.55 |
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
| EXIE.DE | SC0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.98 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.64 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.46 | +0.54 |
Drawdowns
EXIE.DE vs. SC0D.DE - Drawdown Comparison
The maximum EXIE.DE drawdown since its inception was -16.04%, smaller than the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for EXIE.DE and SC0D.DE.
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Drawdown Indicators
| EXIE.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.04% | -38.50% | +22.46% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -10.93% | +1.35% |
Max Drawdown (3Y)Largest decline over 3 years | -16.04% | -16.54% | +0.50% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.38% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.50% | — |
Current DrawdownCurrent decline from peak | -1.65% | -0.53% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -2.03% | -7.22% | +5.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 3.21% | -0.67% |
Volatility
EXIE.DE vs. SC0D.DE - Volatility Comparison
The current volatility for iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc (EXIE.DE) is 4.35%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 4.94%. This indicates that EXIE.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
| EXIE.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 4.94% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 10.75% | 12.94% | -2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 15.95% | -2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.99% | 17.53% | -4.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.99% | 18.27% | -5.28% |
EXIE.DE vs. SC0D.DE - Expense Ratio Comparison
EXIE.DE has a 0.20% 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
EXIE.DE vs. SC0D.DE - Dividend Comparison
Neither EXIE.DE nor SC0D.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, EXIE.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 0.20% for EXIE.DE.
EXIE.DE tracks STOXX® Europe 600, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for EXIE.DE and 0.05% for SC0D.DE.
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