EXXV.DE vs. SC0D.DE
EXXV.DE (iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE)) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - EXXV.DE tracks the Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, EXXV.DE returned 10.77%/yr vs 10.37%/yr for SC0D.DE. Their correlation of 0.93 suggests significant overlap in exposure. EXXV.DE charges 0.43%/yr vs 0.05%/yr for SC0D.DE.
Performance
EXXV.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXXV.DE achieves a 6.78% return, which is significantly lower than SC0D.DE's 7.29% return. Both investments have delivered pretty close results over the past 10 years, with EXXV.DE having a 10.77% annualized return and SC0D.DE not far behind at 10.37%.
EXXV.DE
- 1D
- 0.22%
- 1M
- 3.91%
- YTD
- 6.78%
- 6M
- 8.78%
- 1Y
- 17.47%
- 3Y*
- 17.68%
- 5Y*
- 11.39%
- 10Y*
- 10.77%
SC0D.DE
- 1D
- 0.74%
- 1M
- 4.75%
- YTD
- 7.29%
- 6M
- 8.67%
- 1Y
- 15.66%
- 3Y*
- 15.50%
- 5Y*
- 11.35%
- 10Y*
- 10.37%
EXXV.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXXV.DE iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) | 6.78% | 26.53% | 11.43% | 23.88% | -13.61% | 24.15% | -3.88% | 27.75% | -10.41% | 13.38% |
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 EXXV.DE and SC0D.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2009 | 0.93 |
The correlation between EXXV.DE and SC0D.DE has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
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Return for Risk
EXXV.DE vs. SC0D.DE — Risk / Return Rank
EXXV.DE
SC0D.DE
EXXV.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) (EXXV.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.
| EXXV.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.18 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.43 | +0.14 |
| Martin ratioReturn relative to average drawdown | 5.56 | 4.87 | +0.69 |
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
| EXXV.DE | SC0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.98 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.64 | 0.00 |
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 | 0.31 | 0.46 | -0.15 |
Drawdowns
EXXV.DE vs. SC0D.DE - Drawdown Comparison
The maximum EXXV.DE drawdown since its inception was -59.63%, 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 EXXV.DE and SC0D.DE.
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Drawdown Indicators
| EXXV.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.63% | -38.50% | -21.13% |
Max Drawdown (1Y)Largest decline over 1 year | -11.09% | -10.93% | -0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -16.06% | -16.54% | +0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -28.82% | -23.38% | -5.44% |
Max Drawdown (10Y)Largest decline over 10 years | -38.00% | -38.50% | +0.50% |
Current DrawdownCurrent decline from peak | -0.86% | -0.53% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -14.86% | -7.22% | -7.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.21% | -0.08% |
Volatility
EXXV.DE vs. SC0D.DE - Volatility Comparison
iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) (EXXV.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) have volatilities of 5.15% 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
| EXXV.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 4.94% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 12.94% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 15.95% | -0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.70% | 17.53% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 18.27% | -0.19% |
EXXV.DE vs. SC0D.DE - Expense Ratio Comparison
EXXV.DE has a 0.43% expense ratio, which is higher than SC0D.DE's 0.05% expense ratio.
Dividends
EXXV.DE vs. SC0D.DE - Dividend Comparison
EXXV.DE's dividend yield for the trailing twelve months is around 2.19%, while SC0D.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXXV.DE iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) | 2.19% | 2.16% | 2.62% | 2.43% | 2.65% | 1.91% | 1.83% | 2.96% | 3.06% | 4.06% | 3.71% | 3.16% |
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 0.94, EXXV.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 0.43% for EXXV.DE.
EXXV.DE tracks Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.43% for EXXV.DE and 0.05% for SC0D.DE.
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