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H4ZE.DE vs. SC0D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

H4ZE.DE vs. SC0D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC MSCI Europe UCITS ETF EUR (H4ZE.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with H4ZE.DE having a 7.42% return and SC0D.DE slightly lower at 7.29%. Over the past 10 years, H4ZE.DE has underperformed SC0D.DE with an annualized return of 9.41%, while SC0D.DE has yielded a comparatively higher 10.37% annualized return.


H4ZE.DE

1D
0.63%
1M
1.17%
YTD
7.42%
6M
9.80%
1Y
15.80%
3Y*
14.48%
5Y*
10.49%
10Y*
9.41%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

H4ZE.DE vs. SC0D.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
H4ZE.DE
HSBC MSCI Europe UCITS ETF EUR
7.42%20.37%10.54%15.61%-8.94%25.21%-3.31%28.06%-11.05%10.41%
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 H4ZE.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

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2010

0.92

The correlation between H4ZE.DE and SC0D.DE has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

H4ZE.DE vs. SC0D.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

H4ZE.DE
H4ZE.DE Risk / Return Rank: 3636
Overall Rank
H4ZE.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
H4ZE.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
H4ZE.DE Omega Ratio Rank: 3535
Omega Ratio Rank
H4ZE.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
H4ZE.DE Martin Ratio Rank: 4040
Martin Ratio Rank

SC0D.DE
SC0D.DE Risk / Return Rank: 2929
Overall Rank
SC0D.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SC0D.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SC0D.DE Omega Ratio Rank: 2828
Omega Ratio Rank
SC0D.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
SC0D.DE Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

H4ZE.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI Europe UCITS ETF EUR (H4ZE.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.


H4ZE.DESC0D.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.23

1.18

+0.05

Calmar ratioReturn relative to maximum drawdown

1.69

1.43

+0.26

Martin ratioReturn relative to average drawdown

6.20

4.87

+1.33

H4ZE.DE vs. SC0D.DE - Sharpe Ratio Comparison

The current H4ZE.DE Sharpe Ratio is 1.22, which is comparable to the SC0D.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of H4ZE.DE and SC0D.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


H4ZE.DESC0D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.98

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.64

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.56

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.46

+0.04

Drawdowns

H4ZE.DE vs. SC0D.DE - Drawdown Comparison

The maximum H4ZE.DE drawdown since its inception was -35.52%, smaller than the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for H4ZE.DE and SC0D.DE.


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Drawdown Indicators


H4ZE.DESC0D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.52%

-38.50%

+2.98%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

-10.93%

+1.50%

Max Drawdown (3Y)

Largest decline over 3 years

-16.49%

-16.54%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-19.17%

-23.38%

+4.21%

Max Drawdown (10Y)

Largest decline over 10 years

-35.52%

-38.50%

+2.98%

Current Drawdown

Current decline from peak

-2.04%

-0.53%

-1.51%

Average Drawdown

Average peak-to-trough decline

-5.73%

-7.22%

+1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

3.21%

-0.64%

Volatility

H4ZE.DE vs. SC0D.DE - Volatility Comparison

The current volatility for HSBC MSCI Europe UCITS ETF EUR (H4ZE.DE) is 4.57%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 4.94%. This indicates that H4ZE.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


H4ZE.DESC0D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

4.94%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

12.94%

-2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

13.01%

15.95%

-2.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.28%

17.53%

-3.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.49%

18.27%

-2.78%

H4ZE.DE vs. SC0D.DE - Expense Ratio Comparison

H4ZE.DE has a 0.10% 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

H4ZE.DE vs. SC0D.DE - Dividend Comparison

H4ZE.DE's dividend yield for the trailing twelve months is around 2.43%, while SC0D.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
H4ZE.DE
HSBC MSCI Europe UCITS ETF EUR
2.43%2.58%5.12%2.81%3.03%2.09%2.15%2.91%3.35%2.75%2.88%2.69%
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, H4ZE.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 0.10% for H4ZE.DE.

H4ZE.DE tracks MSCI Europe, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: HSBC and Invesco. Their fees differ too: 0.10% for H4ZE.DE and 0.05% for SC0D.DE.

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