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

EXSB.DE vs. SC0D.DE

Last updated Apr 14, 2026

EXSB.DE (iShares DivDAX UCITS ETF (DE)) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds — EXSB.DE tracks the DivDAX® while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, EXSB.DE returned 8.23%/yr vs 10.04%/yr for SC0D.DE. Their correlation of 0.86 suggests significant overlap in exposure. EXSB.DE charges 0.31%/yr vs 0.05%/yr for SC0D.DE.

Performance

EXSB.DE vs. SC0D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares DivDAX UCITS ETF (DE) (EXSB.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

In the year-to-date period, EXSB.DE achieves a 4.24% return, which is significantly higher than SC0D.DE's 3.69% return. Over the past 10 years, EXSB.DE has underperformed SC0D.DE with an annualized return of 8.23%, while SC0D.DE has yielded a comparatively higher 10.04% annualized return.

EXSB.DE

1D
-0.46%
1M
2.91%
YTD
4.24%
6M
12.00%
1Y
25.81%
3Y*
10.35%
5Y*
6.89%
10Y*
8.23%

SC0D.DE

1D
1.37%
1M
4.98%
YTD
3.69%
6M
8.46%
1Y
25.27%
3Y*
14.03%
5Y*
11.39%
10Y*
10.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
EXSB.DE
iShares DivDAX UCITS ETF (DE)		4.24%21.72%4.26%17.02%-11.05%13.58%2.20%23.19%-16.62%13.85%
SC0D.DE
Invesco EURO STOXX 50 UCITS ETF		3.69%22.01%10.91%22.46%-9.02%23.19%-3.03%30.01%-12.05%10.07%

Correlation

The correlation between EXSB.DE and SC0D.DE is 0.67, 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

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2009

0.86

The correlation between EXSB.DE and SC0D.DE shifts across timeframes, from 0.67 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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iShares DivDAX UCITS ETF (DE)

Invesco EURO STOXX 50 UCITS ETF

Often compared with EXSB.DE:
EXSB.DE vs. SCHDEXSB.DE vs. EUPE.DEEXSB.DE vs. ZPRL.DEEXSB.DE vs. SXRV.DEEXSB.DE vs. NQSE.DEEXSB.DE vs. EUN0.DEEXSB.DE vs. XESP.DE
Often compared with SC0D.DE:
SC0D.DE vs. VWCG.DESC0D.DE vs. EXSC.DESC0D.DE vs. GLDSC0D.DE vs. ZPAB.DESC0D.DE vs. DBXD.DESC0D.DE vs. FTGE.DESC0D.DE vs. EUN0.DE

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EXSB.DE
EXSB.DE Risk / Return Rank: 3939
Overall Rank
EXSB.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
EXSB.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
EXSB.DE Omega Ratio Rank: 3838
Omega Ratio Rank
EXSB.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
EXSB.DE Martin Ratio Rank: 3636
Martin Ratio Rank
SC0D.DE
SC0D.DE Risk / Return Rank: 3737
Overall Rank
SC0D.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SC0D.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
SC0D.DE Omega Ratio Rank: 3636
Omega Ratio Rank
SC0D.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
SC0D.DE Martin Ratio Rank: 4040
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.

EXSB.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares DivDAX UCITS ETF (DE) (EXSB.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.

EXSB.DESC0D.DEDifference

Sharpe ratio

Return per unit of total volatility

1.79

1.65

+0.14

Sortino ratio

Return per unit of downside risk

2.50

2.45

+0.05

Omega ratio

Gain probability vs. loss probability

1.33

1.31

+0.02

Calmar ratio

Return relative to maximum drawdown

2.68

2.59

+0.09

Martin ratio

Return relative to average drawdown

7.88

9.33

-1.45

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current EXSB.DE Sharpe Ratio is 1.79, which is comparable to the SC0D.DE Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of EXSB.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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Sharpe Ratios by Period

EXSB.DESC0D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.65

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.65

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.55

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.46

-0.11

Drawdowns

EXSB.DE vs. SC0D.DE - Drawdown Comparison

The maximum EXSB.DE drawdown since its inception was -60.17%, 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 EXSB.DE and SC0D.DE.

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Drawdown Indicators

EXSB.DESC0D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.17%

-38.50%

-21.67%

Max Drawdown (1Y)

Largest decline over 1 year

-9.88%

-10.93%

+1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-25.49%

-23.38%

-2.11%

Max Drawdown (10Y)

Largest decline over 10 years

-41.68%

-38.50%

-3.18%

Current Drawdown

Current decline from peak

-2.61%

-2.77%

+0.16%

Average Drawdown

Average peak-to-trough decline

-12.31%

-7.26%

-5.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

3.03%

+0.33%

Volatility

EXSB.DE vs. SC0D.DE - Volatility Comparison

The current volatility for iShares DivDAX UCITS ETF (DE) (EXSB.DE) is 5.87%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 7.57%. This indicates that EXSB.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

EXSB.DESC0D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

7.57%

-1.70%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

12.05%

-1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

14.48%

15.52%

-1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.01%

17.43%

-0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.67%

18.25%

+0.42%

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

EXSB.DE has a 0.31% expense ratio, which is higher than SC0D.DE's 0.05% expense ratio.

Dividends

EXSB.DE vs. SC0D.DE - Dividend Comparison

EXSB.DE's dividend yield for the trailing twelve months is around 2.98%, while SC0D.DE has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
EXSB.DE
iShares DivDAX UCITS ETF (DE)		2.98%3.11%3.50%4.55%3.19%2.17%2.19%2.36%2.77%1.65%2.53%3.23%
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%