EXS1.DE vs. SC0D.DE
EXS1.DE (iShares Core DAX UCITS ETF (DE)) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - EXS1.DE tracks the DAX® while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, EXS1.DE returned 8.97%/yr vs 10.81%/yr for SC0D.DE. Their correlation of 0.91 suggests significant overlap in exposure. EXS1.DE charges 0.16%/yr vs 0.05%/yr for SC0D.DE.
Performance
EXS1.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXS1.DE achieves a 1.53% return, which is significantly lower than SC0D.DE's 10.33% return. Over the past 10 years, EXS1.DE has underperformed SC0D.DE with an annualized return of 8.97%, while SC0D.DE has yielded a comparatively higher 10.81% annualized return.
EXS1.DE
- 1D
- -0.48%
- 1M
- 0.41%
- 6M
- -1.62%
- YTD
- 1.53%
- 1Y
- 3.40%
- 3Y*
- 15.17%
- 5Y*
- 9.34%
- 10Y*
- 8.97%
SC0D.DE
- 1D
- -0.22%
- 1M
- 0.59%
- 6M
- 6.49%
- YTD
- 10.33%
- 1Y
- 19.95%
- 3Y*
- 15.53%
- 5Y*
- 12.25%
- 10Y*
- 10.81%
EXS1.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXS1.DE iShares Core DAX UCITS ETF (DE) | 1.53% | 22.63% | 18.07% | 19.45% | -12.79% | 15.16% | 2.98% | 24.67% | -18.48% | 12.30% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 10.33% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 30.01% | -12.06% | 10.07% |
Correlation
The correlation between EXS1.DE and SC0D.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2009 | 0.91 |
The correlation between EXS1.DE and SC0D.DE has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.
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Return for Risk
EXS1.DE vs. SC0D.DE — Risk / Return Rank
EXS1.DE
SC0D.DE
EXS1.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core DAX UCITS ETF (DE) (EXS1.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.
| EXS1.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.23 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | 1.82 | -1.55 |
| Martin ratioReturn relative to average drawdown | 0.86 | 6.40 | -5.55 |
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Drawdowns
EXS1.DE vs. SC0D.DE - Drawdown Comparison
The maximum EXS1.DE drawdown since its inception was -55.14%, 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 EXS1.DE and SC0D.DE.
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Drawdown Indicators
| EXS1.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.14% | -38.50% | -16.64% |
Max Drawdown (1Y)Largest decline over 1 year | -12.39% | -10.93% | -1.46% |
Max Drawdown (3Y)Largest decline over 3 years | -15.93% | -16.54% | +0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -26.69% | -23.38% | -3.31% |
Max Drawdown (10Y)Largest decline over 10 years | -38.68% | -38.50% | -0.18% |
Current DrawdownCurrent decline from peak | -3.12% | -2.30% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -11.71% | -7.06% | -4.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 3.11% | +0.85% |
Volatility
EXS1.DE vs. SC0D.DE - Volatility Comparison
iShares Core DAX UCITS ETF (DE) (EXS1.DE) has a higher volatility of 4.61% compared to Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) at 4.14%. This indicates that EXS1.DE's price experiences larger fluctuations and is considered to be riskier 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
| EXS1.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 4.14% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 13.62% | 13.44% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 16.13% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.22% | 17.55% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 17.90% | +0.21% |
EXS1.DE vs. SC0D.DE - Expense Ratio Comparison
EXS1.DE has a 0.16% 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
EXS1.DE vs. SC0D.DE - Dividend Comparison
Neither EXS1.DE nor SC0D.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXS1.DE iShares Core DAX UCITS ETF (DE) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% | 0.48% | 0.73% | 0.66% |
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
EXS1.DE and SC0D.DE have a correlation of 0.89, 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 0.16% for EXS1.DE.
EXS1.DE tracks DAX®, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.16% for EXS1.DE and 0.05% for SC0D.DE.
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