EXSI.DE vs. SC0D.DE
EXSI.DE (iShares EURO STOXX UCITS ETF (DE)) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - EXSI.DE tracks the EURO STOXX® while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, EXSI.DE returned 10.25%/yr vs 10.37%/yr for SC0D.DE. Their correlation of 0.94 suggests significant overlap in exposure. EXSI.DE charges 0.20%/yr vs 0.05%/yr for SC0D.DE.
Performance
EXSI.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSI.DE achieves a 8.62% return, which is significantly higher than SC0D.DE's 7.29% return. Both investments have delivered pretty close results over the past 10 years, with EXSI.DE having a 10.25% annualized return and SC0D.DE not far ahead at 10.37%.
EXSI.DE
- 1D
- 0.58%
- 1M
- 1.93%
- YTD
- 8.62%
- 6M
- 10.56%
- 1Y
- 17.50%
- 3Y*
- 16.11%
- 5Y*
- 10.60%
- 10Y*
- 10.25%
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%
EXSI.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSI.DE iShares EURO STOXX UCITS ETF (DE) | 8.62% | 25.17% | 9.26% | 18.57% | -11.66% | 22.41% | 0.51% | 28.04% | -13.03% | 13.60% |
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 EXSI.DE and SC0D.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2009 | 0.94 |
The correlation between EXSI.DE and SC0D.DE has been stable across timeframes, ranging from 0.94 to 0.99 - a consistent structural relationship.
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Return for Risk
EXSI.DE vs. SC0D.DE — Risk / Return Rank
EXSI.DE
SC0D.DE
EXSI.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX UCITS ETF (DE) (EXSI.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.
| EXSI.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| 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 | 6.24 | 4.87 | +1.37 |
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
| EXSI.DE | SC0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 0.98 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.64 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.56 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.46 | -0.08 |
Drawdowns
EXSI.DE vs. SC0D.DE - Drawdown Comparison
The maximum EXSI.DE drawdown since its inception was -59.71%, 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 EXSI.DE and SC0D.DE.
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Drawdown Indicators
| EXSI.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.71% | -38.50% | -21.21% |
Max Drawdown (1Y)Largest decline over 1 year | -10.46% | -10.93% | +0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -15.18% | -16.54% | +1.36% |
Max Drawdown (5Y)Largest decline over 5 years | -24.32% | -23.38% | -0.94% |
Max Drawdown (10Y)Largest decline over 10 years | -38.17% | -38.50% | +0.33% |
Current DrawdownCurrent decline from peak | -0.45% | -0.53% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -14.00% | -7.22% | -6.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 3.21% | -0.35% |
Volatility
EXSI.DE vs. SC0D.DE - Volatility Comparison
The current volatility for iShares EURO STOXX UCITS ETF (DE) (EXSI.DE) is 4.42%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 4.94%. This indicates that EXSI.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
| EXSI.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 4.94% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 12.94% | -1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 15.95% | -1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 17.53% | -1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.20% | 18.27% | -1.07% |
EXSI.DE vs. SC0D.DE - Expense Ratio Comparison
EXSI.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
EXSI.DE vs. SC0D.DE - Dividend Comparison
EXSI.DE's dividend yield for the trailing twelve months is around 2.27%, while SC0D.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSI.DE iShares EURO STOXX UCITS ETF (DE) | 2.27% | 2.45% | 2.76% | 2.67% | 2.63% | 2.12% | 1.61% | 2.67% | 2.88% | 3.90% | 3.18% | 2.86% |
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
With a correlation of 0.98, EXSI.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 EXSI.DE.
EXSI.DE tracks EURO STOXX®, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for EXSI.DE and 0.05% for SC0D.DE.
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