EXSE.DE vs. SC0D.DE
EXSE.DE (iShares STOXX Europe Small 200 UCITS ETF (DE)) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - EXSE.DE tracks the STOXX® Europe Small 200 while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, EXSE.DE returned 7.21%/yr vs 10.37%/yr for SC0D.DE. Their correlation of 0.81 suggests significant overlap in exposure. EXSE.DE charges 0.20%/yr vs 0.05%/yr for SC0D.DE.
Performance
EXSE.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 EXSE.DE having a 7.33% return and SC0D.DE slightly lower at 7.29%. Over the past 10 years, EXSE.DE has underperformed SC0D.DE with an annualized return of 7.21%, while SC0D.DE has yielded a comparatively higher 10.37% annualized return.
EXSE.DE
- 1D
- 0.55%
- 1M
- 1.10%
- YTD
- 7.33%
- 6M
- 10.98%
- 1Y
- 15.08%
- 3Y*
- 11.63%
- 5Y*
- 3.52%
- 10Y*
- 7.21%
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%
EXSE.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSE.DE iShares STOXX Europe Small 200 UCITS ETF (DE) | 7.33% | 18.59% | 3.15% | 12.44% | -23.69% | 22.14% | 4.50% | 30.93% | -13.60% | 17.93% |
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 EXSE.DE and SC0D.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2009 | 0.81 |
The correlation between EXSE.DE and SC0D.DE has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.
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Return for Risk
EXSE.DE vs. SC0D.DE — Risk / Return Rank
EXSE.DE
SC0D.DE
EXSE.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.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.
| EXSE.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.18 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.43 | +0.06 |
| Martin ratioReturn relative to average drawdown | 5.48 | 4.87 | +0.61 |
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
| EXSE.DE | SC0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 0.98 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.64 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.56 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.46 | -0.07 |
Drawdowns
EXSE.DE vs. SC0D.DE - Drawdown Comparison
The maximum EXSE.DE drawdown since its inception was -62.51%, 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 EXSE.DE and SC0D.DE.
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Drawdown Indicators
| EXSE.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.51% | -38.50% | -24.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -10.93% | +0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -15.61% | -16.54% | +0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -35.13% | -23.38% | -11.75% |
Max Drawdown (10Y)Largest decline over 10 years | -38.03% | -38.50% | +0.47% |
Current DrawdownCurrent decline from peak | -1.14% | -0.53% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -12.96% | -7.22% | -5.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 3.21% | -0.39% |
Volatility
EXSE.DE vs. SC0D.DE - Volatility Comparison
The current volatility for iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.DE) is 3.72%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 4.94%. This indicates that EXSE.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
| EXSE.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 4.94% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.87% | 12.94% | -2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.33% | 15.95% | -2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 17.53% | -0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 18.27% | -0.93% |
EXSE.DE vs. SC0D.DE - Expense Ratio Comparison
EXSE.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
EXSE.DE vs. SC0D.DE - Dividend Comparison
EXSE.DE's dividend yield for the trailing twelve months is around 2.67%, while SC0D.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSE.DE iShares STOXX Europe Small 200 UCITS ETF (DE) | 2.67% | 2.91% | 2.58% | 2.29% | 2.59% | 1.43% | 1.25% | 2.13% | 2.59% | 3.45% | 2.83% | 2.87% |
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
EXSE.DE and SC0D.DE have a correlation of 0.81, 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 0.20% for EXSE.DE.
EXSE.DE tracks STOXX® Europe Small 200, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for EXSE.DE and 0.05% for SC0D.DE.
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