FEUR.DE vs. SC0D.DE
FEUR.DE (Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - FEUR.DE tracks the MSCI Europe NR EUR while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 5 years, FEUR.DE returned 8.30%/yr vs 11.35%/yr for SC0D.DE. Their correlation of 0.93 suggests significant overlap in exposure. FEUR.DE charges 0.30%/yr vs 0.05%/yr for SC0D.DE.
Performance
FEUR.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FEUR.DE achieves a 6.02% return, which is significantly lower than SC0D.DE's 7.29% return.
FEUR.DE
- 1D
- 0.83%
- 1M
- 3.37%
- YTD
- 6.02%
- 6M
- 8.42%
- 1Y
- 12.02%
- 3Y*
- 11.32%
- 5Y*
- 8.30%
- 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%
FEUR.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FEUR.DE Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc | 6.02% | 17.35% | 7.16% | 13.97% | -10.43% | 25.84% | 9.40% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 7.29% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | 10.23% |
Correlation
The correlation between FEUR.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 | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020 | 0.93 |
The correlation between FEUR.DE and SC0D.DE has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
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Return for Risk
FEUR.DE vs. SC0D.DE — Risk / Return Rank
FEUR.DE
SC0D.DE
FEUR.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc (FEUR.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.
| FEUR.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.18 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.43 | -0.22 |
| Martin ratioReturn relative to average drawdown | 4.33 | 4.87 | -0.54 |
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
| FEUR.DE | SC0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.98 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.64 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.46 | +0.27 |
Drawdowns
FEUR.DE vs. SC0D.DE - Drawdown Comparison
The maximum FEUR.DE drawdown since its inception was -20.36%, smaller than the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for FEUR.DE and SC0D.DE.
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Drawdown Indicators
| FEUR.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.36% | -38.50% | +18.14% |
Max Drawdown (1Y)Largest decline over 1 year | -9.91% | -10.93% | +1.02% |
Max Drawdown (3Y)Largest decline over 3 years | -16.21% | -16.54% | +0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -20.36% | -23.38% | +3.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.50% | — |
Current DrawdownCurrent decline from peak | -1.59% | -0.53% | -1.06% |
Average DrawdownAverage peak-to-trough decline | -3.58% | -7.22% | +3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 3.21% | -0.44% |
Volatility
FEUR.DE vs. SC0D.DE - Volatility Comparison
The current volatility for Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc (FEUR.DE) is 4.22%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 4.94%. This indicates that FEUR.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
| FEUR.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 4.94% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 12.94% | -1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.45% | 15.95% | -2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 17.53% | -2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.81% | 18.27% | -3.46% |
FEUR.DE vs. SC0D.DE - Expense Ratio Comparison
FEUR.DE has a 0.30% expense ratio, which is higher than SC0D.DE's 0.05% expense ratio.
Dividends
FEUR.DE vs. SC0D.DE - Dividend Comparison
Neither FEUR.DE nor SC0D.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, FEUR.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 0.30% for FEUR.DE.
FEUR.DE tracks MSCI Europe NR EUR, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: Fidelity and Invesco. Their fees differ too: 0.30% for FEUR.DE and 0.05% for SC0D.DE.
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