EXW3.DE vs. SC0D.DE
EXW3.DE (iShares STOXX Europe 50 UCITS ETF (DE)) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - EXW3.DE tracks the STOXX® Europe 50 while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, EXW3.DE returned 9.47%/yr vs 10.37%/yr for SC0D.DE. Their correlation of 0.88 suggests significant overlap in exposure. EXW3.DE charges 0.52%/yr vs 0.05%/yr for SC0D.DE.
Performance
EXW3.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXW3.DE achieves a 10.62% return, which is significantly higher than SC0D.DE's 7.29% return. Over the past 10 years, EXW3.DE has underperformed SC0D.DE with an annualized return of 9.47%, while SC0D.DE has yielded a comparatively higher 10.37% annualized return.
EXW3.DE
- 1D
- 0.65%
- 1M
- 2.04%
- YTD
- 10.62%
- 6M
- 13.30%
- 1Y
- 20.03%
- 3Y*
- 13.15%
- 5Y*
- 11.77%
- 10Y*
- 9.47%
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%
EXW3.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXW3.DE iShares STOXX Europe 50 UCITS ETF (DE) | 10.62% | 18.18% | 7.31% | 14.20% | -1.53% | 25.70% | -6.57% | 28.28% | -10.54% | 9.15% |
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 EXW3.DE and SC0D.DE is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2009 | 0.88 |
The correlation between EXW3.DE and SC0D.DE has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
EXW3.DE vs. SC0D.DE — Risk / Return Rank
EXW3.DE
SC0D.DE
EXW3.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.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.
| EXW3.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.18 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.43 | +0.67 |
| Martin ratioReturn relative to average drawdown | 7.39 | 4.87 | +2.52 |
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
| EXW3.DE | SC0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 0.98 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.64 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.56 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.46 | -0.27 |
Drawdowns
EXW3.DE vs. SC0D.DE - Drawdown Comparison
The maximum EXW3.DE drawdown since its inception was -57.98%, 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 EXW3.DE and SC0D.DE.
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Drawdown Indicators
| EXW3.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.98% | -38.50% | -19.48% |
Max Drawdown (1Y)Largest decline over 1 year | -9.51% | -10.93% | +1.42% |
Max Drawdown (3Y)Largest decline over 3 years | -17.30% | -16.54% | -0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -17.30% | -23.38% | +6.08% |
Max Drawdown (10Y)Largest decline over 10 years | -32.27% | -38.50% | +6.23% |
Current DrawdownCurrent decline from peak | -1.20% | -0.53% | -0.67% |
Average DrawdownAverage peak-to-trough decline | -17.07% | -7.22% | -9.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 3.21% | -0.51% |
Volatility
EXW3.DE vs. SC0D.DE - Volatility Comparison
iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) have volatilities of 4.77% and 4.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXW3.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 4.94% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 11.59% | 12.94% | -1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.90% | 15.95% | -2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.17% | 17.53% | -3.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.44% | 18.27% | -2.83% |
EXW3.DE vs. SC0D.DE - Expense Ratio Comparison
EXW3.DE has a 0.52% expense ratio, which is higher than SC0D.DE's 0.05% expense ratio.
Dividends
EXW3.DE vs. SC0D.DE - Dividend Comparison
EXW3.DE's dividend yield for the trailing twelve months is around 2.12%, while SC0D.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXW3.DE iShares STOXX Europe 50 UCITS ETF (DE) | 2.12% | 2.22% | 2.44% | 2.10% | 2.52% | 2.05% | 2.16% | 2.79% | 2.96% | 5.17% | 4.31% | 3.43% |
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 0.92, EXW3.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 0.52% for EXW3.DE.
EXW3.DE tracks STOXX® Europe 50, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.52% for EXW3.DE and 0.05% for SC0D.DE.
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