FEUQ.DE vs. SC0D.DE
FEUQ.DE (Fidelity Europe Quality Income UCITS ETF) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - FEUQ.DE tracks the Fidelity Europe Quality Income while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 5 years, FEUQ.DE returned 7.82%/yr vs 11.35%/yr for SC0D.DE. Their correlation of 0.91 suggests significant overlap in exposure. FEUQ.DE charges 0.30%/yr vs 0.05%/yr for SC0D.DE.
Performance
FEUQ.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FEUQ.DE achieves a 8.15% return, which is significantly higher than SC0D.DE's 7.29% return.
FEUQ.DE
- 1D
- 0.88%
- 1M
- 2.96%
- YTD
- 8.15%
- 6M
- 10.73%
- 1Y
- 16.82%
- 3Y*
- 13.41%
- 5Y*
- 7.82%
- 10Y*
- —
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%
FEUQ.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FEUQ.DE Fidelity Europe Quality Income UCITS ETF | 8.15% | 18.63% | 5.62% | 17.92% | -16.24% | 25.15% | -2.54% | 30.46% | -9.06% | -1.88% |
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% | -4.86% |
Correlation
The correlation between FEUQ.DE and SC0D.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2017 | 0.91 |
The correlation between FEUQ.DE and SC0D.DE has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.
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Return for Risk
FEUQ.DE vs. SC0D.DE — Risk / Return Rank
FEUQ.DE
SC0D.DE
FEUQ.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Europe Quality Income UCITS ETF (FEUQ.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.
| FEUQ.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.18 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | 1.43 | +0.63 |
| Martin ratioReturn relative to average drawdown | 6.96 | 4.87 | +2.10 |
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
| FEUQ.DE | SC0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 0.98 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.64 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.46 | +0.03 |
Drawdowns
FEUQ.DE vs. SC0D.DE - Drawdown Comparison
The maximum FEUQ.DE drawdown since its inception was -33.84%, smaller than the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for FEUQ.DE and SC0D.DE.
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Drawdown Indicators
| FEUQ.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.84% | -38.50% | +4.66% |
Max Drawdown (1Y)Largest decline over 1 year | -8.12% | -10.93% | +2.81% |
Max Drawdown (3Y)Largest decline over 3 years | -16.17% | -16.54% | +0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -25.53% | -23.38% | -2.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.50% | — |
Current DrawdownCurrent decline from peak | -1.31% | -0.53% | -0.78% |
Average DrawdownAverage peak-to-trough decline | -5.89% | -7.22% | +1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 3.21% | -0.80% |
Volatility
FEUQ.DE vs. SC0D.DE - Volatility Comparison
The current volatility for Fidelity Europe Quality Income UCITS ETF (FEUQ.DE) is 3.87%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 4.94%. This indicates that FEUQ.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
| FEUQ.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 4.94% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | 12.94% | -3.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.24% | 15.95% | -3.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.59% | 17.53% | -2.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.57% | 18.27% | -2.70% |
FEUQ.DE vs. SC0D.DE - Expense Ratio Comparison
FEUQ.DE has a 0.30% expense ratio, which is higher than SC0D.DE's 0.05% expense ratio.
Dividends
FEUQ.DE vs. SC0D.DE - Dividend Comparison
Neither FEUQ.DE nor SC0D.DE has paid dividends to shareholders.
Frequently Asked Questions
FEUQ.DE and SC0D.DE have a correlation of 0.87, 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 0.30% for FEUQ.DE.
FEUQ.DE tracks Fidelity Europe Quality Income, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: Fidelity and Invesco. Their fees differ too: 0.30% for FEUQ.DE and 0.05% for SC0D.DE.
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